E-mini S&P 500 Future March 2021


Trading Metrics calculated at close of trading on 25-Feb-2021
Day Change Summary
Previous Current
24-Feb-2021 25-Feb-2021 Change Change % Previous Week
Open 3,876.25 3,923.50 47.25 1.2% 3,936.50
High 3,927.75 3,934.50 6.75 0.2% 3,959.25
Low 3,851.75 3,810.25 -41.50 -1.1% 3,880.50
Close 3,922.50 3,828.00 -94.50 -2.4% 3,903.00
Range 76.00 124.25 48.25 63.5% 78.75
ATR 56.16 61.02 4.86 8.7% 0.00
Volume 1,944,661 2,863,387 918,726 47.2% 5,797,493
Daily Pivots for day following 25-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,230.25 4,153.50 3,896.25
R3 4,106.00 4,029.25 3,862.25
R2 3,981.75 3,981.75 3,850.75
R1 3,905.00 3,905.00 3,839.50 3,881.25
PP 3,857.50 3,857.50 3,857.50 3,845.75
S1 3,780.75 3,780.75 3,816.50 3,757.00
S2 3,733.25 3,733.25 3,805.25
S3 3,609.00 3,656.50 3,793.75
S4 3,484.75 3,532.25 3,759.75
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 3,934.50 3,804.75 129.75 3.4% 77.00 2.0% 18% True False 2,006,512
10 3,959.25 3,804.75 154.50 4.0% 60.00 1.6% 15% False False 1,674,911
20 3,959.25 3,656.50 302.75 7.9% 61.25 1.6% 57% False False 1,583,707
40 3,959.25 3,652.50 306.75 8.0% 58.25 1.5% 57% False False 1,494,208
60 3,959.25 3,583.75 375.50 9.8% 54.00 1.4% 65% False False 1,268,065
80 3,959.25 3,215.75 743.50 19.4% 57.00 1.5% 82% False False 952,593
100 3,959.25 3,215.75 743.50 19.4% 57.75 1.5% 82% False False 762,399
120 3,959.25 3,190.25 769.00 20.1% 62.00 1.6% 83% False False 635,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.00
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 4,462.50
2.618 4,259.75
1.618 4,135.50
1.000 4,058.75
0.618 4,011.25
HIGH 3,934.50
0.618 3,887.00
0.500 3,872.50
0.382 3,857.75
LOW 3,810.25
0.618 3,733.50
1.000 3,686.00
1.618 3,609.25
2.618 3,485.00
4.250 3,282.25
Fisher Pivots for day following 25-Feb-2021
Pivot 1 day 3 day
R1 3,872.50 3,869.50
PP 3,857.50 3,855.75
S1 3,842.75 3,842.00

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

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