E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 3,674.25 3,685.25 11.00 0.3% 3,670.00
High 3,701.75 3,696.00 -5.75 -0.2% 3,723.00
Low 3,651.00 3,678.50 27.50 0.8% 3,636.25
Close 3,681.50 3,695.00 13.50 0.4% 3,706.25
Range 50.75 17.50 -33.25 -65.5% 86.75
ATR 51.62 49.18 -2.44 -4.7% 0.00
Volume 1,021,819 369,650 -652,169 -63.8% 8,662,538
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,742.25 3,736.25 3,704.50
R3 3,724.75 3,718.75 3,699.75
R2 3,707.25 3,707.25 3,698.25
R1 3,701.25 3,701.25 3,696.50 3,704.25
PP 3,689.75 3,689.75 3,689.75 3,691.50
S1 3,683.75 3,683.75 3,693.50 3,686.75
S2 3,672.25 3,672.25 3,691.75
S3 3,654.75 3,666.25 3,690.25
S4 3,637.25 3,648.75 3,685.50
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,948.75 3,914.25 3,754.00
R3 3,862.00 3,827.50 3,730.00
R2 3,775.25 3,775.25 3,722.25
R1 3,740.75 3,740.75 3,714.25 3,758.00
PP 3,688.50 3,688.50 3,688.50 3,697.00
S1 3,654.00 3,654.00 3,698.25 3,671.25
S2 3,601.75 3,601.75 3,690.25
S3 3,515.00 3,567.25 3,682.50
S4 3,428.25 3,480.50 3,658.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,724.00 3,596.00 128.00 3.5% 54.75 1.5% 77% False False 1,213,040
10 3,724.00 3,596.00 128.00 3.5% 47.50 1.3% 77% False False 1,465,290
20 3,724.00 3,583.75 140.25 3.8% 43.75 1.2% 79% False False 778,102
40 3,724.00 3,215.75 508.25 13.8% 56.25 1.5% 94% False False 392,001
60 3,724.00 3,215.75 508.25 13.8% 57.25 1.5% 94% False False 261,867
80 3,724.00 3,190.25 533.75 14.4% 63.75 1.7% 95% False False 196,828
100 3,724.00 3,190.25 533.75 14.4% 57.50 1.6% 95% False False 157,478
120 3,724.00 3,087.50 636.50 17.2% 56.00 1.5% 95% False False 131,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.70
Narrowest range in 91 trading days
Fibonacci Retracements and Extensions
4.250 3,770.50
2.618 3,741.75
1.618 3,724.25
1.000 3,713.50
0.618 3,706.75
HIGH 3,696.00
0.618 3,689.25
0.500 3,687.25
0.382 3,685.25
LOW 3,678.50
0.618 3,667.75
1.000 3,661.00
1.618 3,650.25
2.618 3,632.75
4.250 3,604.00
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 3,692.50 3,688.75
PP 3,689.75 3,682.50
S1 3,687.25 3,676.50

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

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