E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 2,466.25 2,618.50 152.25 6.2% 2,240.50
High 2,619.50 2,626.75 7.25 0.3% 2,626.75
Low 2,397.25 2,499.75 102.50 4.3% 2,165.50
Close 2,601.75 2,518.25 -83.50 -3.2% 2,518.25
Range 222.25 127.00 -95.25 -42.9% 461.25
ATR 179.41 175.66 -3.74 -2.1% 0.00
Volume 8,915 13,238 4,323 48.5% 53,955
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 2,929.25 2,850.75 2,588.00
R3 2,802.25 2,723.75 2,553.25
R2 2,675.25 2,675.25 2,541.50
R1 2,596.75 2,596.75 2,530.00 2,572.50
PP 2,548.25 2,548.25 2,548.25 2,536.00
S1 2,469.75 2,469.75 2,506.50 2,445.50
S2 2,421.25 2,421.25 2,495.00
S3 2,294.25 2,342.75 2,483.25
S4 2,167.25 2,215.75 2,448.50
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,820.50 3,630.75 2,772.00
R3 3,359.25 3,169.50 2,645.00
R2 2,898.00 2,898.00 2,602.75
R1 2,708.25 2,708.25 2,560.50 2,803.00
PP 2,436.75 2,436.75 2,436.75 2,484.25
S1 2,247.00 2,247.00 2,476.00 2,342.00
S2 1,975.50 1,975.50 2,433.75
S3 1,514.25 1,785.75 2,391.50
S4 1,053.00 1,324.50 2,264.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,626.75 2,165.50 461.25 18.3% 189.75 7.5% 76% True False 10,791
10 2,648.25 2,165.50 482.75 19.2% 208.50 8.3% 73% False False 7,865
20 3,122.75 2,165.50 957.25 38.0% 203.25 8.1% 37% False False 4,765
40 3,396.50 2,165.50 1,231.00 48.9% 132.50 5.3% 29% False False 2,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 41.28
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3,166.50
2.618 2,959.25
1.618 2,832.25
1.000 2,753.75
0.618 2,705.25
HIGH 2,626.75
0.618 2,578.25
0.500 2,563.25
0.382 2,548.25
LOW 2,499.75
0.618 2,421.25
1.000 2,372.75
1.618 2,294.25
2.618 2,167.25
4.250 1,960.00
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 2,563.25 2,513.25
PP 2,548.25 2,508.25
S1 2,533.25 2,503.50

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

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