E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 3,750.00 3,796.75 46.75 1.2% 3,815.50
High 3,797.00 3,852.50 55.50 1.5% 3,820.75
Low 3,740.50 3,788.50 48.00 1.3% 3,741.50
Close 3,790.50 3,845.00 54.50 1.4% 3,762.25
Range 56.50 64.00 7.50 13.3% 79.25
ATR 51.10 52.02 0.92 1.8% 0.00
Volume 1,315,580 1,248,787 -66,793 -5.1% 6,510,097
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,020.75 3,996.75 3,880.25
R3 3,956.75 3,932.75 3,862.50
R2 3,892.75 3,892.75 3,856.75
R1 3,868.75 3,868.75 3,850.75 3,880.75
PP 3,828.75 3,828.75 3,828.75 3,834.50
S1 3,804.75 3,804.75 3,839.25 3,816.75
S2 3,764.75 3,764.75 3,833.25
S3 3,700.75 3,740.75 3,827.50
S4 3,636.75 3,676.75 3,809.75
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 4,012.50 3,966.75 3,805.75
R3 3,933.25 3,887.50 3,784.00
R2 3,854.00 3,854.00 3,776.75
R1 3,808.25 3,808.25 3,769.50 3,791.50
PP 3,774.75 3,774.75 3,774.75 3,766.50
S1 3,729.00 3,729.00 3,755.00 3,712.25
S2 3,695.50 3,695.50 3,747.75
S3 3,616.25 3,649.75 3,740.50
S4 3,537.00 3,570.50 3,718.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,852.50 3,740.50 112.00 2.9% 49.00 1.3% 93% True False 1,313,165
10 3,852.50 3,685.50 167.00 4.3% 53.00 1.4% 96% True False 1,412,307
20 3,852.50 3,596.00 256.50 6.7% 54.25 1.4% 97% True False 1,271,269
40 3,852.50 3,534.00 318.50 8.3% 47.75 1.2% 98% True False 917,345
60 3,852.50 3,215.75 636.75 16.6% 56.25 1.5% 99% True False 612,933
80 3,852.50 3,198.50 654.00 17.0% 57.25 1.5% 99% True False 460,208
100 3,852.50 3,190.25 662.25 17.2% 60.75 1.6% 99% True False 368,384
120 3,852.50 3,177.75 674.75 17.5% 56.75 1.5% 99% True False 306,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.03
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4,124.50
2.618 4,020.00
1.618 3,956.00
1.000 3,916.50
0.618 3,892.00
HIGH 3,852.50
0.618 3,828.00
0.500 3,820.50
0.382 3,813.00
LOW 3,788.50
0.618 3,749.00
1.000 3,724.50
1.618 3,685.00
2.618 3,621.00
4.250 3,516.50
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 3,836.75 3,828.75
PP 3,828.75 3,812.75
S1 3,820.50 3,796.50

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

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