E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 15-Apr-2020
Day Change Summary
Previous Current
14-Apr-2020 15-Apr-2020 Change Change % Previous Week
Open 2,757.25 2,832.00 74.75 2.7% 2,483.75
High 2,837.25 2,836.00 -1.25 0.0% 2,802.00
Low 2,745.00 2,743.75 -1.25 0.0% 2,482.50
Close 2,835.25 2,767.00 -68.25 -2.4% 2,772.50
Range 92.25 92.25 0.00 0.0% 319.50
ATR 143.21 139.57 -3.64 -2.5% 0.00
Volume 1,640 4,746 3,106 189.4% 27,344
Daily Pivots for day following 15-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,059.00 3,005.25 2,817.75
R3 2,966.75 2,913.00 2,792.25
R2 2,874.50 2,874.50 2,784.00
R1 2,820.75 2,820.75 2,775.50 2,801.50
PP 2,782.25 2,782.25 2,782.25 2,772.50
S1 2,728.50 2,728.50 2,758.50 2,709.25
S2 2,690.00 2,690.00 2,750.00
S3 2,597.75 2,636.25 2,741.75
S4 2,505.50 2,544.00 2,716.25
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,644.25 3,527.75 2,948.25
R3 3,324.75 3,208.25 2,860.25
R2 3,005.25 3,005.25 2,831.00
R1 2,888.75 2,888.75 2,801.75 2,947.00
PP 2,685.75 2,685.75 2,685.75 2,714.75
S1 2,569.25 2,569.25 2,743.25 2,627.50
S2 2,366.25 2,366.25 2,714.00
S3 2,046.75 2,249.75 2,684.75
S4 1,727.25 1,930.25 2,596.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,837.25 2,616.25 221.00 8.0% 105.50 3.8% 68% False False 3,727
10 2,837.25 2,422.25 415.00 15.0% 113.75 4.1% 83% False False 6,571
20 2,837.25 2,165.50 671.75 24.3% 149.00 5.4% 90% False False 7,948
40 3,396.50 2,165.50 1,231.00 44.5% 155.25 5.6% 49% False False 4,779
60 3,396.50 2,165.50 1,231.00 44.5% 116.00 4.2% 49% False False 3,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.33
Fibonacci Retracements and Extensions
4.250 3,228.00
2.618 3,077.50
1.618 2,985.25
1.000 2,928.25
0.618 2,893.00
HIGH 2,836.00
0.618 2,800.75
0.500 2,790.00
0.382 2,779.00
LOW 2,743.75
0.618 2,686.75
1.000 2,651.50
1.618 2,594.50
2.618 2,502.25
4.250 2,351.75
Fisher Pivots for day following 15-Apr-2020
Pivot 1 day 3 day
R1 2,790.00 2,770.50
PP 2,782.25 2,769.50
S1 2,774.50 2,768.25

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

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