E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 07-May-2020
Day Change Summary
Previous Current
06-May-2020 07-May-2020 Change Change % Previous Week
Open 2,849.25 2,828.75 -20.50 -0.7% 2,829.00
High 2,876.75 2,886.00 9.25 0.3% 2,956.25
Low 2,824.00 2,815.25 -8.75 -0.3% 2,804.00
Close 2,824.75 2,871.00 46.25 1.6% 2,813.25
Range 52.75 70.75 18.00 34.1% 152.25
ATR 96.90 95.03 -1.87 -1.9% 0.00
Volume 1,592 3,124 1,532 96.2% 12,049
Daily Pivots for day following 07-May-2020
Classic Woodie Camarilla DeMark
R4 3,069.75 3,041.00 2,910.00
R3 2,999.00 2,970.25 2,890.50
R2 2,928.25 2,928.25 2,884.00
R1 2,899.50 2,899.50 2,877.50 2,914.00
PP 2,857.50 2,857.50 2,857.50 2,864.50
S1 2,828.75 2,828.75 2,864.50 2,843.00
S2 2,786.75 2,786.75 2,858.00
S3 2,716.00 2,758.00 2,851.50
S4 2,645.25 2,687.25 2,832.00
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 3,314.50 3,216.25 2,897.00
R3 3,162.25 3,064.00 2,855.00
R2 3,010.00 3,010.00 2,841.25
R1 2,911.75 2,911.75 2,827.25 2,884.75
PP 2,857.75 2,857.75 2,857.75 2,844.50
S1 2,759.50 2,759.50 2,799.25 2,732.50
S2 2,705.50 2,705.50 2,785.25
S3 2,553.25 2,607.25 2,771.50
S4 2,401.00 2,455.00 2,729.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,886.00 2,763.00 123.00 4.3% 63.25 2.2% 88% True False 2,602
10 2,956.25 2,748.75 207.50 7.2% 70.75 2.5% 59% False False 2,659
20 2,956.25 2,695.75 260.50 9.1% 79.25 2.8% 67% False False 2,831
40 2,956.25 2,165.50 790.75 27.5% 132.50 4.6% 89% False False 5,456
60 3,396.50 2,165.50 1,231.00 42.9% 125.25 4.4% 57% False False 3,911
80 3,396.50 2,165.50 1,231.00 42.9% 102.75 3.6% 57% False False 2,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.98
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,186.75
2.618 3,071.25
1.618 3,000.50
1.000 2,956.75
0.618 2,929.75
HIGH 2,886.00
0.618 2,859.00
0.500 2,850.50
0.382 2,842.25
LOW 2,815.25
0.618 2,771.50
1.000 2,744.50
1.618 2,700.75
2.618 2,630.00
4.250 2,514.50
Fisher Pivots for day following 07-May-2020
Pivot 1 day 3 day
R1 2,864.25 2,864.25
PP 2,857.50 2,857.50
S1 2,850.50 2,850.50

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

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