E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 27-Feb-2020

Day Change Summary
	Previous	Current
	26-Feb-2020	27-Feb-2020	Change	Change %	Previous Week
Open	3,141.25	3,096.50	-44.75	-1.4%	3,387.25
High	3,177.00	3,109.25	-67.75	-2.1%	3,396.50
Low	3,087.75	2,938.50	-149.25	-4.8%	3,327.25
Close	3,105.25	2,949.75	-155.50	-5.0%	3,338.50
Range	89.25	170.75	81.50	91.3%	69.25
ATR	52.19	60.66	8.47	16.2%	0.00
Volume	676	779	103	15.2%	673

Daily Pivots for day following 27-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,511.50	3,401.25	3,043.75
R3	3,340.75	3,230.50	2,996.75
R2	3,170.00	3,170.00	2,981.00
R1	3,059.75	3,059.75	2,965.50	3,029.50
PP	2,999.25	2,999.25	2,999.25	2,984.00
S1	2,889.00	2,889.00	2,934.00	2,858.75
S2	2,828.50	2,828.50	2,918.50
S3	2,657.75	2,718.25	2,902.75
S4	2,487.00	2,547.50	2,855.75

Weekly Pivots for week ending 21-Feb-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,561.75	3,519.50	3,376.50
R3	3,492.50	3,450.25	3,357.50
R2	3,423.25	3,423.25	3,351.25
R1	3,381.00	3,381.00	3,344.75	3,367.50
PP	3,354.00	3,354.00	3,354.00	3,347.50
S1	3,311.75	3,311.75	3,332.25	3,298.25
S2	3,284.75	3,284.75	3,325.75
S3	3,215.50	3,242.50	3,319.50
S4	3,146.25	3,173.25	3,300.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,368.00	2,938.50	429.50	14.6%	107.00	3.6%	3%	False	True	596
10	3,396.50	2,938.50	458.00	15.5%	70.25	2.4%	2%	False	True	345
20	3,396.50	2,938.50	458.00	15.5%	57.00	1.9%	2%	False	True	228

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.60
Widest range in 32 trading days

Fibonacci Retracements and Extensions
4.250	3,835.00
2.618	3,556.25
1.618	3,385.50
1.000	3,280.00
0.618	3,214.75
HIGH	3,109.25
0.618	3,044.00
0.500	3,024.00
0.382	3,003.75
LOW	2,938.50
0.618	2,833.00
1.000	2,767.75
1.618	2,662.25
2.618	2,491.50
4.250	2,212.75

Fisher Pivots for day following 27-Feb-2020
Pivot	1 day	3 day
R1	3,024.00	3,097.25
PP	2,999.25	3,048.00
S1	2,974.50	2,999.00

Download as Excel Spreadsheet

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

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