E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 3,878.00 3,876.25 -1.75 0.0% 3,936.50
High 3,896.00 3,927.75 31.75 0.8% 3,959.25
Low 3,804.75 3,851.75 47.00 1.2% 3,880.50
Close 3,878.00 3,922.50 44.50 1.1% 3,903.00
Range 91.25 76.00 -15.25 -16.7% 78.75
ATR 54.63 56.16 1.53 2.8% 0.00
Volume 2,282,940 1,944,661 -338,279 -14.8% 5,797,493
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,128.75 4,101.50 3,964.25
R3 4,052.75 4,025.50 3,943.50
R2 3,976.75 3,976.75 3,936.50
R1 3,949.50 3,949.50 3,929.50 3,963.00
PP 3,900.75 3,900.75 3,900.75 3,907.50
S1 3,873.50 3,873.50 3,915.50 3,887.00
S2 3,824.75 3,824.75 3,908.50
S3 3,748.75 3,797.50 3,901.50
S4 3,672.75 3,721.50 3,880.75
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 3,936.00 3,804.75 131.25 3.3% 63.25 1.6% 90% False False 1,741,224
10 3,959.25 3,804.75 154.50 3.9% 52.50 1.3% 76% False False 1,544,654
20 3,959.25 3,656.50 302.75 7.7% 62.25 1.6% 88% False False 1,569,139
40 3,959.25 3,652.50 306.75 7.8% 56.75 1.4% 88% False False 1,441,640
60 3,959.25 3,583.75 375.50 9.6% 52.25 1.3% 90% False False 1,220,461
80 3,959.25 3,215.75 743.50 19.0% 56.50 1.4% 95% False False 916,820
100 3,959.25 3,215.75 743.50 19.0% 57.00 1.5% 95% False False 733,776
120 3,959.25 3,190.25 769.00 19.6% 61.25 1.6% 95% False False 611,765
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 False
Stretch 14.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,250.75
2.618 4,126.75
1.618 4,050.75
1.000 4,003.75
0.618 3,974.75
HIGH 3,927.75
0.618 3,898.75
0.500 3,889.75
0.382 3,880.75
LOW 3,851.75
0.618 3,804.75
1.000 3,775.75
1.618 3,728.75
2.618 3,652.75
4.250 3,528.75
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 3,911.50 3,903.75
PP 3,900.75 3,885.00
S1 3,889.75 3,866.25

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

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