E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 3,653.00 3,663.25 10.25 0.3% 3,542.50
High 3,664.75 3,674.00 9.25 0.3% 3,645.75
Low 3,634.25 3,647.50 13.25 0.4% 3,537.75
Close 3,659.50 3,656.75 -2.75 -0.1% 3,628.00
Range 30.50 26.50 -4.00 -13.1% 108.00
ATR 58.12 55.86 -2.26 -3.9% 0.00
Volume 54,889 33,344 -21,545 -39.3% 33,965
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,739.00 3,724.25 3,671.25
R3 3,712.50 3,697.75 3,664.00
R2 3,686.00 3,686.00 3,661.50
R1 3,671.25 3,671.25 3,659.25 3,665.50
PP 3,659.50 3,659.50 3,659.50 3,656.50
S1 3,644.75 3,644.75 3,654.25 3,639.00
S2 3,633.00 3,633.00 3,652.00
S3 3,606.50 3,618.25 3,649.50
S4 3,580.00 3,591.75 3,642.25
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,927.75 3,886.00 3,687.50
R3 3,819.75 3,778.00 3,657.75
R2 3,711.75 3,711.75 3,647.75
R1 3,670.00 3,670.00 3,638.00 3,691.00
PP 3,603.75 3,603.75 3,603.75 3,614.25
S1 3,562.00 3,562.00 3,618.00 3,583.00
S2 3,495.75 3,495.75 3,608.25
S3 3,387.75 3,454.00 3,598.25
S4 3,279.75 3,346.00 3,568.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,674.00 3,583.75 90.25 2.5% 39.25 1.1% 81% True False 30,492
10 3,674.00 3,534.00 140.00 3.8% 41.75 1.1% 88% True False 20,043
20 3,674.00 3,418.75 255.25 7.0% 55.25 1.5% 93% True False 12,671
40 3,674.00 3,215.75 458.25 12.5% 60.25 1.6% 96% True False 7,321
60 3,674.00 3,190.25 483.75 13.2% 63.75 1.7% 96% True False 5,585
80 3,674.00 3,190.25 483.75 13.2% 61.25 1.7% 96% True False 4,225
100 3,674.00 3,172.00 502.00 13.7% 57.25 1.6% 97% True False 3,384
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.38
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 3,786.50
2.618 3,743.50
1.618 3,717.00
1.000 3,700.50
0.618 3,690.50
HIGH 3,674.00
0.618 3,664.00
0.500 3,660.75
0.382 3,657.50
LOW 3,647.50
0.618 3,631.00
1.000 3,621.00
1.618 3,604.50
2.618 3,578.00
4.250 3,535.00
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 3,660.75 3,653.00
PP 3,659.50 3,649.50
S1 3,658.00 3,646.00

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

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