E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 16-Feb-2021
Day Change Summary
Previous Current
12-Feb-2021 16-Feb-2021 Change Change % Previous Week
Open 3,905.25 3,936.50 31.25 0.8% 3,889.00
High 3,936.25 3,959.25 23.00 0.6% 3,936.25
Low 3,890.25 3,918.75 28.50 0.7% 3,878.25
Close 3,931.00 3,927.75 -3.25 -0.1% 3,931.00
Range 46.00 40.50 -5.50 -12.0% 58.00
ATR 54.60 53.59 -1.01 -1.8% 0.00
Volume 1,050,298 1,450,425 400,127 38.1% 5,761,535
Daily Pivots for day following 16-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,056.75 4,032.75 3,950.00
R3 4,016.25 3,992.25 3,939.00
R2 3,975.75 3,975.75 3,935.25
R1 3,951.75 3,951.75 3,931.50 3,943.50
PP 3,935.25 3,935.25 3,935.25 3,931.00
S1 3,911.25 3,911.25 3,924.00 3,903.00
S2 3,894.75 3,894.75 3,920.25
S3 3,854.25 3,870.75 3,916.50
S4 3,813.75 3,830.25 3,905.50
Weekly Pivots for week ending 12-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,089.25 4,068.00 3,963.00
R3 4,031.25 4,010.00 3,947.00
R2 3,973.25 3,973.25 3,941.75
R1 3,952.00 3,952.00 3,936.25 3,962.50
PP 3,915.25 3,915.25 3,915.25 3,920.50
S1 3,894.00 3,894.00 3,925.75 3,904.50
S2 3,857.25 3,857.25 3,920.25
S3 3,799.25 3,836.00 3,915.00
S4 3,741.25 3,778.00 3,899.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,959.25 3,878.25 81.00 2.1% 38.25 1.0% 61% True False 1,247,904
10 3,959.25 3,760.00 199.25 5.1% 41.50 1.1% 84% True False 1,219,269
20 3,959.25 3,656.50 302.75 7.7% 59.00 1.5% 90% True False 1,452,484
40 3,959.25 3,596.00 363.25 9.2% 55.25 1.4% 91% True False 1,371,740
60 3,959.25 3,534.00 425.25 10.8% 51.25 1.3% 93% True False 1,053,293
80 3,959.25 3,215.75 743.50 18.9% 56.50 1.4% 96% True False 790,808
100 3,959.25 3,190.25 769.00 19.6% 58.00 1.5% 96% True False 633,060
120 3,959.25 3,190.25 769.00 19.6% 60.00 1.5% 96% True False 527,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 11.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,131.50
2.618 4,065.25
1.618 4,024.75
1.000 3,999.75
0.618 3,984.25
HIGH 3,959.25
0.618 3,943.75
0.500 3,939.00
0.382 3,934.25
LOW 3,918.75
0.618 3,893.75
1.000 3,878.25
1.618 3,853.25
2.618 3,812.75
4.250 3,746.50
Fisher Pivots for day following 16-Feb-2021
Pivot 1 day 3 day
R1 3,939.00 3,925.75
PP 3,935.25 3,923.75
S1 3,931.50 3,922.00

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

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