E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 20-Feb-2020
Day Change Summary
Previous Current
19-Feb-2020 20-Feb-2020 Change Change % Previous Week
Open 3,376.25 3,390.75 14.50 0.4% 3,314.50
High 3,393.25 3,396.50 3.25 0.1% 3,387.50
Low 3,373.25 3,340.00 -33.25 -1.0% 3,305.50
Close 3,387.50 3,369.25 -18.25 -0.5% 3,381.25
Range 20.00 56.50 36.50 182.5% 82.00
ATR 33.38 35.03 1.65 4.9% 0.00
Volume 47 152 105 223.4% 385
Daily Pivots for day following 20-Feb-2020
Classic Woodie Camarilla DeMark
R4 3,538.00 3,510.25 3,400.25
R3 3,481.50 3,453.75 3,384.75
R2 3,425.00 3,425.00 3,379.50
R1 3,397.25 3,397.25 3,374.50 3,383.00
PP 3,368.50 3,368.50 3,368.50 3,361.50
S1 3,340.75 3,340.75 3,364.00 3,326.50
S2 3,312.00 3,312.00 3,359.00
S3 3,255.50 3,284.25 3,353.75
S4 3,199.00 3,227.75 3,338.25
Weekly Pivots for week ending 14-Feb-2020
Classic Woodie Camarilla DeMark
R4 3,604.00 3,574.75 3,426.25
R3 3,522.00 3,492.75 3,403.75
R2 3,440.00 3,440.00 3,396.25
R1 3,410.75 3,410.75 3,388.75 3,425.50
PP 3,358.00 3,358.00 3,358.00 3,365.50
S1 3,328.75 3,328.75 3,373.75 3,343.50
S2 3,276.00 3,276.00 3,366.25
S3 3,194.00 3,246.75 3,358.75
S4 3,112.00 3,164.75 3,336.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,396.50 3,340.00 56.50 1.7% 33.75 1.0% 52% True True 94
10 3,396.50 3,305.50 91.00 2.7% 31.50 0.9% 70% True False 104
20 3,396.50 3,212.75 183.75 5.5% 39.25 1.2% 85% True False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3,636.50
2.618 3,544.50
1.618 3,488.00
1.000 3,453.00
0.618 3,431.50
HIGH 3,396.50
0.618 3,375.00
0.500 3,368.25
0.382 3,361.50
LOW 3,340.00
0.618 3,305.00
1.000 3,283.50
1.618 3,248.50
2.618 3,192.00
4.250 3,100.00
Fisher Pivots for day following 20-Feb-2020
Pivot 1 day 3 day
R1 3,369.00 3,369.00
PP 3,368.50 3,368.50
S1 3,368.25 3,368.25

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

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