E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 08-Dec-2020
Day Change Summary
Previous Current
07-Dec-2020 08-Dec-2020 Change Change % Previous Week
Open 3,694.75 3,682.75 -12.00 -0.3% 3,643.75
High 3,705.00 3,708.00 3.00 0.1% 3,700.00
Low 3,672.25 3,664.25 -8.00 -0.2% 3,592.25
Close 3,690.75 3,702.00 11.25 0.3% 3,698.00
Range 32.75 43.75 11.00 33.6% 107.75
ATR 53.48 52.78 -0.69 -1.3% 0.00
Volume 1,078,372 1,119,000 40,628 3.8% 6,300,191
Daily Pivots for day following 08-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,822.75 3,806.00 3,726.00
R3 3,779.00 3,762.25 3,714.00
R2 3,735.25 3,735.25 3,710.00
R1 3,718.50 3,718.50 3,706.00 3,727.00
PP 3,691.50 3,691.50 3,691.50 3,695.50
S1 3,674.75 3,674.75 3,698.00 3,683.00
S2 3,647.75 3,647.75 3,694.00
S3 3,604.00 3,631.00 3,690.00
S4 3,560.25 3,587.25 3,678.00
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,986.75 3,950.00 3,757.25
R3 3,879.00 3,842.25 3,727.75
R2 3,771.25 3,771.25 3,717.75
R1 3,734.50 3,734.50 3,708.00 3,753.00
PP 3,663.50 3,663.50 3,663.50 3,672.50
S1 3,626.75 3,626.75 3,688.00 3,645.00
S2 3,555.75 3,555.75 3,678.25
S3 3,448.00 3,519.00 3,668.25
S4 3,340.25 3,411.25 3,638.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,708.00 3,642.25 65.75 1.8% 33.75 0.9% 91% True False 1,083,992
10 3,708.00 3,575.25 132.75 3.6% 41.50 1.1% 95% True False 1,144,216
20 3,708.00 3,506.50 201.50 5.4% 46.75 1.3% 97% True False 1,276,546
40 3,708.00 3,225.00 483.00 13.0% 60.50 1.6% 99% True False 1,558,477
60 3,708.00 3,198.00 510.00 13.8% 63.25 1.7% 99% True False 1,625,337
80 3,708.00 3,198.00 510.00 13.8% 62.75 1.7% 99% True False 1,283,300
100 3,708.00 3,179.75 528.25 14.3% 59.00 1.6% 99% True False 1,027,218
120 3,708.00 2,972.00 736.00 19.9% 60.50 1.6% 99% True False 856,353
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,894.00
2.618 3,822.50
1.618 3,778.75
1.000 3,751.75
0.618 3,735.00
HIGH 3,708.00
0.618 3,691.25
0.500 3,686.00
0.382 3,681.00
LOW 3,664.25
0.618 3,637.25
1.000 3,620.50
1.618 3,593.50
2.618 3,549.75
4.250 3,478.25
Fisher Pivots for day following 08-Dec-2020
Pivot 1 day 3 day
R1 3,696.75 3,696.75
PP 3,691.50 3,691.50
S1 3,686.00 3,686.00

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

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