E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 3,420.50 3,315.25 -105.25 -3.1% 3,508.50
High 3,447.00 3,424.00 -23.00 -0.7% 3,587.00
Low 3,327.50 3,295.50 -32.00 -1.0% 3,347.75
Close 3,335.50 3,400.25 64.75 1.9% 3,417.50
Range 119.50 128.50 9.00 7.5% 239.25
ATR 61.11 65.92 4.81 7.9% 0.00
Volume 2,732,946 2,011,132 -721,814 -26.4% 10,443,000
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,758.75 3,708.00 3,471.00
R3 3,630.25 3,579.50 3,435.50
R2 3,501.75 3,501.75 3,423.75
R1 3,451.00 3,451.00 3,412.00 3,476.50
PP 3,373.25 3,373.25 3,373.25 3,386.00
S1 3,322.50 3,322.50 3,388.50 3,348.00
S2 3,244.75 3,244.75 3,376.75
S3 3,116.25 3,194.00 3,365.00
S4 2,987.75 3,065.50 3,329.50
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 4,168.50 4,032.25 3,549.00
R3 3,929.25 3,793.00 3,483.25
R2 3,690.00 3,690.00 3,461.25
R1 3,553.75 3,553.75 3,439.50 3,502.25
PP 3,450.75 3,450.75 3,450.75 3,425.00
S1 3,314.50 3,314.50 3,395.50 3,263.00
S2 3,211.50 3,211.50 3,373.75
S3 2,972.25 3,075.25 3,351.75
S4 2,733.00 2,836.00 3,286.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,587.00 3,295.50 291.50 8.6% 121.50 3.6% 36% False True 2,492,771
10 3,587.00 3,295.50 291.50 8.6% 79.75 2.3% 36% False True 1,934,662
20 3,587.00 3,295.50 291.50 8.6% 56.25 1.7% 36% False True 1,551,736
40 3,587.00 3,188.50 398.50 11.7% 50.50 1.5% 53% False False 1,524,391
60 3,587.00 2,983.50 603.50 17.7% 57.75 1.7% 69% False False 1,620,629
80 3,587.00 2,842.50 744.50 21.9% 61.75 1.8% 75% False False 1,303,464
100 3,587.00 2,711.00 876.00 25.8% 64.25 1.9% 79% False False 1,043,356
120 3,587.00 2,165.50 1,421.50 41.8% 76.25 2.2% 87% False False 870,765
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 14.13
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,970.00
2.618 3,760.50
1.618 3,632.00
1.000 3,552.50
0.618 3,503.50
HIGH 3,424.00
0.618 3,375.00
0.500 3,359.75
0.382 3,344.50
LOW 3,295.50
0.618 3,216.00
1.000 3,167.00
1.618 3,087.50
2.618 2,959.00
4.250 2,749.50
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 3,386.75 3,396.75
PP 3,373.25 3,393.25
S1 3,359.75 3,390.00

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

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