E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 2,451.00 2,608.50 157.50 6.4% 2,240.50
High 2,617.25 2,631.25 14.00 0.5% 2,626.75
Low 2,439.25 2,553.50 114.25 4.7% 2,165.50
Close 2,607.00 2,566.50 -40.50 -1.6% 2,518.25
Range 178.00 77.75 -100.25 -56.3% 461.25
ATR 175.83 168.82 -7.01 -4.0% 0.00
Volume 10,169 14,376 4,207 41.4% 53,955
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 2,817.00 2,769.50 2,609.25
R3 2,739.25 2,691.75 2,588.00
R2 2,661.50 2,661.50 2,580.75
R1 2,614.00 2,614.00 2,573.75 2,599.00
PP 2,583.75 2,583.75 2,583.75 2,576.25
S1 2,536.25 2,536.25 2,559.25 2,521.00
S2 2,506.00 2,506.00 2,552.25
S3 2,428.25 2,458.50 2,545.00
S4 2,350.50 2,380.75 2,523.75
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 2,631.25 2,380.00 251.25 9.8% 155.75 6.1% 74% True False 11,833
10 2,631.25 2,165.50 465.75 18.1% 184.00 7.2% 86% True False 9,325
20 3,111.50 2,165.50 946.00 36.9% 197.75 7.7% 42% False False 5,808
40 3,396.50 2,165.50 1,231.00 48.0% 135.75 5.3% 33% False False 3,159
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 39.45
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 2,961.75
2.618 2,834.75
1.618 2,757.00
1.000 2,709.00
0.618 2,679.25
HIGH 2,631.25
0.618 2,601.50
0.500 2,592.50
0.382 2,583.25
LOW 2,553.50
0.618 2,505.50
1.000 2,475.75
1.618 2,427.75
2.618 2,350.00
4.250 2,223.00
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 2,592.50 2,556.00
PP 2,583.75 2,545.75
S1 2,575.00 2,535.25

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

View Archives - Comment on this page... - Back to Index of Symbols