E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 26-May-2020
Day Change Summary
Previous Current
22-May-2020 26-May-2020 Change Change % Previous Week
Open 2,927.50 2,942.00 14.50 0.5% 2,848.00
High 2,948.25 3,010.50 62.25 2.1% 2,967.00
Low 2,895.50 2,939.00 43.50 1.5% 2,842.50
Close 2,943.75 2,985.00 41.25 1.4% 2,943.75
Range 52.75 71.50 18.75 35.5% 124.50
ATR 80.83 80.16 -0.67 -0.8% 0.00
Volume 2,796 5,726 2,930 104.8% 18,879
Daily Pivots for day following 26-May-2020
Classic Woodie Camarilla DeMark
R4 3,192.75 3,160.25 3,024.25
R3 3,121.25 3,088.75 3,004.75
R2 3,049.75 3,049.75 2,998.00
R1 3,017.25 3,017.25 2,991.50 3,033.50
PP 2,978.25 2,978.25 2,978.25 2,986.25
S1 2,945.75 2,945.75 2,978.50 2,962.00
S2 2,906.75 2,906.75 2,972.00
S3 2,835.25 2,874.25 2,965.25
S4 2,763.75 2,802.75 2,945.75
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 3,291.25 3,242.00 3,012.25
R3 3,166.75 3,117.50 2,978.00
R2 3,042.25 3,042.25 2,966.50
R1 2,993.00 2,993.00 2,955.25 3,017.50
PP 2,917.75 2,917.75 2,917.75 2,930.00
S1 2,868.50 2,868.50 2,932.25 2,893.00
S2 2,793.25 2,793.25 2,921.00
S3 2,668.75 2,744.00 2,909.50
S4 2,544.25 2,619.50 2,875.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,010.50 2,895.50 115.00 3.9% 58.50 2.0% 78% True False 4,016
10 3,010.50 2,751.50 259.00 8.7% 74.25 2.5% 90% True False 4,254
20 3,010.50 2,751.50 259.00 8.7% 70.50 2.4% 90% True False 3,404
40 3,010.50 2,422.25 588.25 19.7% 85.75 2.9% 96% True False 4,530
60 3,122.75 2,165.50 957.25 32.1% 125.00 4.2% 86% False False 4,608
80 3,396.50 2,165.50 1,231.00 41.2% 109.00 3.7% 67% False False 3,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,314.50
2.618 3,197.75
1.618 3,126.25
1.000 3,082.00
0.618 3,054.75
HIGH 3,010.50
0.618 2,983.25
0.500 2,974.75
0.382 2,966.25
LOW 2,939.00
0.618 2,894.75
1.000 2,867.50
1.618 2,823.25
2.618 2,751.75
4.250 2,635.00
Fisher Pivots for day following 26-May-2020
Pivot 1 day 3 day
R1 2,981.50 2,974.25
PP 2,978.25 2,963.75
S1 2,974.75 2,953.00

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

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