E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 3,569.00 3,629.25 60.25 1.7% 3,585.25
High 3,631.00 3,645.75 14.75 0.4% 3,627.25
Low 3,569.00 3,606.75 37.75 1.1% 3,534.00
Close 3,624.00 3,618.50 -5.50 -0.2% 3,545.50
Range 62.00 39.00 -23.00 -37.1% 93.25
ATR 65.16 63.29 -1.87 -2.9% 0.00
Volume 10,146 4,602 -5,544 -54.6% 44,381
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,740.75 3,718.50 3,640.00
R3 3,701.75 3,679.50 3,629.25
R2 3,662.75 3,662.75 3,625.75
R1 3,640.50 3,640.50 3,622.00 3,632.00
PP 3,623.75 3,623.75 3,623.75 3,619.50
S1 3,601.50 3,601.50 3,615.00 3,593.00
S2 3,584.75 3,584.75 3,611.25
S3 3,545.75 3,562.50 3,607.75
S4 3,506.75 3,523.50 3,597.00
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,848.75 3,790.25 3,596.75
R3 3,755.50 3,697.00 3,571.25
R2 3,662.25 3,662.25 3,562.50
R1 3,603.75 3,603.75 3,554.00 3,586.50
PP 3,569.00 3,569.00 3,569.00 3,560.25
S1 3,510.50 3,510.50 3,537.00 3,493.00
S2 3,475.75 3,475.75 3,528.50
S3 3,382.50 3,417.25 3,519.75
S4 3,289.25 3,324.00 3,494.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,645.75 3,534.00 111.75 3.1% 44.50 1.2% 76% True False 9,593
10 3,645.75 3,504.50 141.25 3.9% 50.50 1.4% 81% True False 7,841
20 3,657.50 3,215.75 441.75 12.2% 69.00 1.9% 91% False False 5,899
40 3,657.50 3,215.75 441.75 12.2% 64.00 1.8% 91% False False 3,749
60 3,657.50 3,190.25 467.25 12.9% 70.25 1.9% 92% False False 3,070
80 3,657.50 3,190.25 467.25 12.9% 61.00 1.7% 92% False False 2,322
100 3,657.50 3,087.50 570.00 15.8% 58.50 1.6% 93% False False 1,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 9.68
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,811.50
2.618 3,747.75
1.618 3,708.75
1.000 3,684.75
0.618 3,669.75
HIGH 3,645.75
0.618 3,630.75
0.500 3,626.25
0.382 3,621.75
LOW 3,606.75
0.618 3,582.75
1.000 3,567.75
1.618 3,543.75
2.618 3,504.75
4.250 3,441.00
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 3,626.25 3,609.50
PP 3,623.75 3,600.75
S1 3,621.00 3,591.75

These figures are updated between 7pm and 10pm EST after a trading day.

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