E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 19-Feb-2021
Day Change Summary
Previous Current
18-Feb-2021 19-Feb-2021 Change Change % Previous Week
Open 3,928.25 3,910.50 -17.75 -0.5% 3,936.50
High 3,936.00 3,931.00 -5.00 -0.1% 3,959.25
Low 3,880.50 3,890.25 9.75 0.3% 3,880.50
Close 3,909.50 3,903.00 -6.50 -0.2% 3,903.00
Range 55.50 40.75 -14.75 -26.6% 78.75
ATR 52.54 51.70 -0.84 -1.6% 0.00
Volume 1,536,949 1,427,294 -109,655 -7.1% 5,797,493
Daily Pivots for day following 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,030.25 4,007.50 3,925.50
R3 3,989.50 3,966.75 3,914.25
R2 3,948.75 3,948.75 3,910.50
R1 3,926.00 3,926.00 3,906.75 3,917.00
PP 3,908.00 3,908.00 3,908.00 3,903.50
S1 3,885.25 3,885.25 3,899.25 3,876.25
S2 3,867.25 3,867.25 3,895.50
S3 3,826.50 3,844.50 3,891.75
S4 3,785.75 3,803.75 3,880.50
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,150.50 4,105.50 3,946.25
R3 4,071.75 4,026.75 3,924.75
R2 3,993.00 3,993.00 3,917.50
R1 3,948.00 3,948.00 3,910.25 3,931.00
PP 3,914.25 3,914.25 3,914.25 3,905.75
S1 3,869.25 3,869.25 3,895.75 3,852.50
S2 3,835.50 3,835.50 3,888.50
S3 3,756.75 3,790.50 3,881.25
S4 3,678.00 3,711.75 3,859.75
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 3,880.50 78.75 2.0% 43.75 1.1% 29% False False 1,369,558
10 3,959.25 3,860.00 99.25 2.5% 37.75 1.0% 43% False False 1,269,790
20 3,959.25 3,656.50 302.75 7.8% 58.25 1.5% 81% False False 1,488,206
40 3,959.25 3,651.00 308.25 7.9% 53.75 1.4% 82% False False 1,360,505
60 3,959.25 3,537.75 421.50 10.8% 51.00 1.3% 87% False False 1,125,210
80 3,959.25 3,215.75 743.50 19.0% 56.75 1.5% 92% False False 845,100
100 3,959.25 3,215.75 743.50 19.0% 56.75 1.5% 92% False False 676,424
120 3,959.25 3,190.25 769.00 19.7% 60.25 1.5% 93% False False 563,922
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,104.25
2.618 4,037.75
1.618 3,997.00
1.000 3,971.75
0.618 3,956.25
HIGH 3,931.00
0.618 3,915.50
0.500 3,910.50
0.382 3,905.75
LOW 3,890.25
0.618 3,865.00
1.000 3,849.50
1.618 3,824.25
2.618 3,783.50
4.250 3,717.00
Fisher Pivots for day following 19-Feb-2021
Pivot 1 day 3 day
R1 3,910.50 3,908.25
PP 3,908.00 3,906.50
S1 3,905.50 3,904.75

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

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