E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 30-Dec-2020
Day Change Summary
Previous Current
29-Dec-2020 30-Dec-2020 Change Change % Previous Week
Open 3,731.00 3,724.50 -6.50 -0.2% 3,718.25
High 3,747.75 3,738.25 -9.50 -0.3% 3,724.00
Low 3,714.50 3,716.50 2.00 0.1% 3,596.00
Close 3,720.00 3,724.25 4.25 0.1% 3,695.00
Range 33.25 21.75 -11.50 -34.6% 128.00
ATR 48.51 46.60 -1.91 -3.9% 0.00
Volume 992,636 769,995 -222,641 -22.4% 4,334,042
Daily Pivots for day following 30-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,791.50 3,779.75 3,736.25
R3 3,769.75 3,758.00 3,730.25
R2 3,748.00 3,748.00 3,728.25
R1 3,736.25 3,736.25 3,726.25 3,731.25
PP 3,726.25 3,726.25 3,726.25 3,724.00
S1 3,714.50 3,714.50 3,722.25 3,709.50
S2 3,704.50 3,704.50 3,720.25
S3 3,682.75 3,692.75 3,718.25
S4 3,661.00 3,671.00 3,712.25
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 4,055.75 4,003.25 3,765.50
R3 3,927.75 3,875.25 3,730.25
R2 3,799.75 3,799.75 3,718.50
R1 3,747.25 3,747.25 3,706.75 3,709.50
PP 3,671.75 3,671.75 3,671.75 3,652.75
S1 3,619.25 3,619.25 3,683.25 3,581.50
S2 3,543.75 3,543.75 3,671.50
S3 3,415.75 3,491.25 3,659.75
S4 3,287.75 3,363.25 3,624.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,747.75 3,651.00 96.75 2.6% 36.00 1.0% 76% False False 782,950
10 3,747.75 3,596.00 151.75 4.1% 43.50 1.2% 85% False False 1,132,611
20 3,747.75 3,596.00 151.75 4.1% 42.25 1.1% 85% False False 901,055
40 3,747.75 3,295.50 452.25 12.1% 53.25 1.4% 95% False False 454,887
60 3,747.75 3,215.75 532.00 14.3% 56.25 1.5% 96% False False 303,841
80 3,747.75 3,190.25 557.50 15.0% 60.75 1.6% 96% False False 228,354
100 3,747.75 3,190.25 557.50 15.0% 57.75 1.5% 96% False False 182,710
120 3,747.75 3,102.00 645.75 17.3% 55.50 1.5% 96% False False 152,262
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.10
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,830.75
2.618 3,795.25
1.618 3,773.50
1.000 3,760.00
0.618 3,751.75
HIGH 3,738.25
0.618 3,730.00
0.500 3,727.50
0.382 3,724.75
LOW 3,716.50
0.618 3,703.00
1.000 3,694.75
1.618 3,681.25
2.618 3,659.50
4.250 3,624.00
Fisher Pivots for day following 30-Dec-2020
Pivot 1 day 3 day
R1 3,727.50 3,720.00
PP 3,726.25 3,716.00
S1 3,725.25 3,712.00

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

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