E-mini S&P 500 Future September 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 3,860.00 3,791.25 -68.75 -1.8% 3,875.50
High 3,878.00 3,821.75 -56.25 -1.5% 3,912.75
Low 3,793.25 3,701.50 -91.75 -2.4% 3,765.50
Close 3,797.00 3,745.25 -51.75 -1.4% 3,790.00
Range 84.75 120.25 35.50 41.9% 147.25
ATR 62.93 67.03 4.09 6.5% 0.00
Volume 114 206 92 80.7% 438
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 4,117.00 4,051.25 3,811.50
R3 3,996.75 3,931.00 3,778.25
R2 3,876.50 3,876.50 3,767.25
R1 3,810.75 3,810.75 3,756.25 3,783.50
PP 3,756.25 3,756.25 3,756.25 3,742.50
S1 3,690.50 3,690.50 3,734.25 3,663.25
S2 3,636.00 3,636.00 3,723.25
S3 3,515.75 3,570.25 3,712.25
S4 3,395.50 3,450.00 3,679.00
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 4,264.50 4,174.50 3,871.00
R3 4,117.25 4,027.25 3,830.50
R2 3,970.00 3,970.00 3,817.00
R1 3,880.00 3,880.00 3,803.50 3,851.50
PP 3,822.75 3,822.75 3,822.75 3,808.50
S1 3,732.75 3,732.75 3,776.50 3,704.00
S2 3,675.50 3,675.50 3,763.00
S3 3,528.25 3,585.50 3,749.50
S4 3,381.00 3,438.25 3,709.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,891.75 3,701.50 190.25 5.1% 83.00 2.2% 23% False True 150
10 3,912.75 3,701.50 211.25 5.6% 79.25 2.1% 21% False True 121
20 3,937.50 3,701.50 236.00 6.3% 58.25 1.6% 19% False True 94
40 3,937.50 3,639.25 298.25 8.0% 58.50 1.6% 36% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,332.75
2.618 4,136.50
1.618 4,016.25
1.000 3,942.00
0.618 3,896.00
HIGH 3,821.75
0.618 3,775.75
0.500 3,761.50
0.382 3,747.50
LOW 3,701.50
0.618 3,627.25
1.000 3,581.25
1.618 3,507.00
2.618 3,386.75
4.250 3,190.50
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 3,761.50 3,793.75
PP 3,756.25 3,777.50
S1 3,750.75 3,761.50

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

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