E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 03-Jun-2020
Day Change Summary
Previous Current
02-Jun-2020 03-Jun-2020 Change Change % Previous Week
Open 3,043.50 3,067.00 23.50 0.8% 2,942.00
High 3,067.25 3,118.00 50.75 1.7% 3,055.75
Low 3,024.50 3,063.00 38.50 1.3% 2,939.00
Close 3,065.50 3,106.50 41.00 1.3% 3,031.75
Range 42.75 55.00 12.25 28.7% 116.75
ATR 72.23 71.00 -1.23 -1.7% 0.00
Volume 20,121 23,571 3,450 17.1% 34,824
Daily Pivots for day following 03-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,260.75 3,238.75 3,136.75
R3 3,205.75 3,183.75 3,121.50
R2 3,150.75 3,150.75 3,116.50
R1 3,128.75 3,128.75 3,111.50 3,139.75
PP 3,095.75 3,095.75 3,095.75 3,101.50
S1 3,073.75 3,073.75 3,101.50 3,084.75
S2 3,040.75 3,040.75 3,096.50
S3 2,985.75 3,018.75 3,091.50
S4 2,930.75 2,963.75 3,076.25
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 3,359.00 3,312.25 3,096.00
R3 3,242.25 3,195.50 3,063.75
R2 3,125.50 3,125.50 3,053.25
R1 3,078.75 3,078.75 3,042.50 3,102.00
PP 3,008.75 3,008.75 3,008.75 3,020.50
S1 2,962.00 2,962.00 3,021.00 2,985.50
S2 2,892.00 2,892.00 3,010.25
S3 2,775.25 2,845.25 2,999.75
S4 2,658.50 2,728.50 2,967.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,118.00 2,982.25 135.75 4.4% 51.75 1.7% 92% True False 15,368
10 3,118.00 2,895.50 222.50 7.2% 56.50 1.8% 95% True False 10,002
20 3,118.00 2,751.50 366.50 11.8% 65.25 2.1% 97% True False 6,849
40 3,118.00 2,616.25 501.75 16.2% 75.50 2.4% 98% True False 5,044
60 3,118.00 2,165.50 952.50 30.7% 114.00 3.7% 99% True False 5,866
80 3,396.50 2,165.50 1,231.00 39.6% 109.50 3.5% 76% False False 4,591
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.75
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,351.75
2.618 3,262.00
1.618 3,207.00
1.000 3,173.00
0.618 3,152.00
HIGH 3,118.00
0.618 3,097.00
0.500 3,090.50
0.382 3,084.00
LOW 3,063.00
0.618 3,029.00
1.000 3,008.00
1.618 2,974.00
2.618 2,919.00
4.250 2,829.25
Fisher Pivots for day following 03-Jun-2020
Pivot 1 day 3 day
R1 3,101.25 3,090.50
PP 3,095.75 3,074.25
S1 3,090.50 3,058.25

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

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