E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 2,733.75 2,426.00 -307.75 -11.3% 2,919.75
High 2,748.00 2,680.75 -67.25 -2.4% 2,919.75
Low 2,420.00 2,369.50 -50.50 -2.1% 2,369.50
Close 2,445.00 2,672.50 227.50 9.3% 2,672.50
Range 328.00 311.25 -16.75 -5.1% 550.25
ATR 129.26 142.26 13.00 10.1% 0.00
Volume 3,246 2,863 -383 -11.8% 8,605
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,508.00 3,401.50 2,843.75
R3 3,196.75 3,090.25 2,758.00
R2 2,885.50 2,885.50 2,729.50
R1 2,779.00 2,779.00 2,701.00 2,832.25
PP 2,574.25 2,574.25 2,574.25 2,601.00
S1 2,467.75 2,467.75 2,644.00 2,521.00
S2 2,263.00 2,263.00 2,615.50
S3 1,951.75 2,156.50 2,587.00
S4 1,640.50 1,845.25 2,501.25
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 4,304.75 4,038.75 2,975.25
R3 3,754.50 3,488.50 2,823.75
R2 3,204.25 3,204.25 2,773.50
R1 2,938.25 2,938.25 2,723.00 2,796.00
PP 2,654.00 2,654.00 2,654.00 2,582.75
S1 2,388.00 2,388.00 2,622.00 2,246.00
S2 2,103.75 2,103.75 2,571.50
S3 1,553.50 1,837.75 2,521.25
S4 1,003.25 1,287.50 2,369.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,919.75 2,369.50 550.25 20.6% 243.00 9.1% 55% False True 1,721
10 3,122.75 2,369.50 753.25 28.2% 198.00 7.4% 40% False True 1,665
20 3,396.50 2,369.50 1,027.00 38.4% 139.50 5.2% 30% False True 1,126
40 3,396.50 2,369.50 1,027.00 38.4% 87.75 3.3% 30% False True 600
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 19.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,003.50
2.618 3,495.50
1.618 3,184.25
1.000 2,992.00
0.618 2,873.00
HIGH 2,680.75
0.618 2,561.75
0.500 2,525.00
0.382 2,488.50
LOW 2,369.50
0.618 2,177.25
1.000 2,058.25
1.618 1,866.00
2.618 1,554.75
4.250 1,046.75
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 2,623.50 2,650.50
PP 2,574.25 2,628.75
S1 2,525.00 2,607.00

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

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