E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 08-Feb-2021
Day Change Summary
Previous Current
05-Feb-2021 08-Feb-2021 Change Change % Previous Week
Open 3,864.25 3,889.00 24.75 0.6% 3,692.25
High 3,888.25 3,911.25 23.00 0.6% 3,888.25
Low 3,860.00 3,885.50 25.50 0.7% 3,656.50
Close 3,880.25 3,908.00 27.75 0.7% 3,880.25
Range 28.25 25.75 -2.50 -8.8% 231.75
ATR 62.49 60.24 -2.25 -3.6% 0.00
Volume 1,138,874 972,437 -166,437 -14.6% 6,668,131
Daily Pivots for day following 08-Feb-2021
Classic Woodie Camarilla DeMark
R4 3,978.75 3,969.25 3,922.25
R3 3,953.00 3,943.50 3,915.00
R2 3,927.25 3,927.25 3,912.75
R1 3,917.75 3,917.75 3,910.25 3,922.50
PP 3,901.50 3,901.50 3,901.50 3,904.00
S1 3,892.00 3,892.00 3,905.75 3,896.75
S2 3,875.75 3,875.75 3,903.25
S3 3,850.00 3,866.25 3,901.00
S4 3,824.25 3,840.50 3,893.75
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,503.50 4,423.75 4,007.75
R3 4,271.75 4,192.00 3,944.00
R2 4,040.00 4,040.00 3,922.75
R1 3,960.25 3,960.25 3,901.50 4,000.00
PP 3,808.25 3,808.25 3,808.25 3,828.25
S1 3,728.50 3,728.50 3,859.00 3,768.50
S2 3,576.50 3,576.50 3,837.75
S3 3,344.75 3,496.75 3,816.50
S4 3,113.00 3,265.00 3,752.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,911.25 3,760.00 151.25 3.9% 44.75 1.1% 98% True False 1,190,634
10 3,911.25 3,656.50 254.75 6.5% 74.25 1.9% 99% True False 1,622,677
20 3,911.25 3,656.50 254.75 6.5% 59.75 1.5% 99% True False 1,466,013
40 3,911.25 3,596.00 315.25 8.1% 56.00 1.4% 99% True False 1,412,391
60 3,911.25 3,504.50 406.75 10.4% 52.50 1.3% 99% True False 949,686
80 3,911.25 3,215.75 695.50 17.8% 57.75 1.5% 100% True False 712,921
100 3,911.25 3,190.25 721.00 18.4% 59.75 1.5% 100% True False 570,789
120 3,911.25 3,190.25 721.00 18.4% 59.75 1.5% 100% True False 475,706
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 14.75
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4,020.75
2.618 3,978.75
1.618 3,953.00
1.000 3,937.00
0.618 3,927.25
HIGH 3,911.25
0.618 3,901.50
0.500 3,898.50
0.382 3,895.25
LOW 3,885.50
0.618 3,869.50
1.000 3,859.75
1.618 3,843.75
2.618 3,818.00
4.250 3,776.00
Fisher Pivots for day following 08-Feb-2021
Pivot 1 day 3 day
R1 3,904.75 3,892.50
PP 3,901.50 3,876.75
S1 3,898.50 3,861.25

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

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