E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 3,792.00 3,808.50 16.50 0.4% 3,748.75
High 3,813.50 3,817.75 4.25 0.1% 3,824.50
Low 3,776.50 3,786.25 9.75 0.3% 3,652.50
Close 3,803.75 3,791.25 -12.50 -0.3% 3,817.50
Range 37.00 31.50 -5.50 -14.9% 172.00
ATR 51.69 50.25 -1.44 -2.8% 0.00
Volume 1,049,186 1,170,812 121,626 11.6% 8,500,252
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 3,893.00 3,873.50 3,808.50
R3 3,861.50 3,842.00 3,800.00
R2 3,830.00 3,830.00 3,797.00
R1 3,810.50 3,810.50 3,794.25 3,804.50
PP 3,798.50 3,798.50 3,798.50 3,795.50
S1 3,779.00 3,779.00 3,788.25 3,773.00
S2 3,767.00 3,767.00 3,785.50
S3 3,735.50 3,747.50 3,782.50
S4 3,704.00 3,716.00 3,774.00
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,280.75 4,221.25 3,912.00
R3 4,108.75 4,049.25 3,864.75
R2 3,936.75 3,936.75 3,849.00
R1 3,877.25 3,877.25 3,833.25 3,907.00
PP 3,764.75 3,764.75 3,764.75 3,779.75
S1 3,705.25 3,705.25 3,801.75 3,735.00
S2 3,592.75 3,592.75 3,786.00
S3 3,420.75 3,533.25 3,770.25
S4 3,248.75 3,361.25 3,723.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,824.50 3,768.00 56.50 1.5% 40.25 1.1% 41% False False 1,269,614
10 3,824.50 3,652.50 172.00 4.5% 56.75 1.5% 81% False False 1,422,222
20 3,824.50 3,596.00 228.50 6.0% 50.00 1.3% 85% False False 1,277,417
40 3,824.50 3,534.00 290.50 7.7% 47.25 1.2% 89% False False 809,289
60 3,824.50 3,215.75 608.75 16.1% 55.75 1.5% 95% False False 540,575
80 3,824.50 3,190.25 634.25 16.7% 57.75 1.5% 95% False False 405,992
100 3,824.50 3,190.25 634.25 16.7% 60.00 1.6% 95% False False 324,930
120 3,824.50 3,177.75 646.75 17.1% 56.25 1.5% 95% False False 270,778
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 False
Bear Hook False
Bull Hook False
Stretch 16.40
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,951.50
2.618 3,900.25
1.618 3,868.75
1.000 3,849.25
0.618 3,837.25
HIGH 3,817.75
0.618 3,805.75
0.500 3,802.00
0.382 3,798.25
LOW 3,786.25
0.618 3,766.75
1.000 3,754.75
1.618 3,735.25
2.618 3,703.75
4.250 3,652.50
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 3,802.00 3,793.00
PP 3,798.50 3,792.25
S1 3,794.75 3,791.75

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

View Archives - Comment on this page... - Back to Index of Symbols