E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 3,106.75 3,102.25 -4.50 -0.1% 3,020.00
High 3,115.75 3,199.75 84.00 2.7% 3,199.75
Low 3,077.00 3,096.00 19.00 0.6% 2,998.50
Close 3,099.75 3,176.50 76.75 2.5% 3,176.50
Range 38.75 103.75 65.00 167.7% 201.25
ATR 68.70 71.20 2.50 3.6% 0.00
Volume 31,941 56,644 24,703 77.3% 144,011
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,468.75 3,426.25 3,233.50
R3 3,365.00 3,322.50 3,205.00
R2 3,261.25 3,261.25 3,195.50
R1 3,218.75 3,218.75 3,186.00 3,240.00
PP 3,157.50 3,157.50 3,157.50 3,168.00
S1 3,115.00 3,115.00 3,167.00 3,136.25
S2 3,053.75 3,053.75 3,157.50
S3 2,950.00 3,011.25 3,148.00
S4 2,846.25 2,907.50 3,119.50
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,728.75 3,653.75 3,287.25
R3 3,527.50 3,452.50 3,231.75
R2 3,326.25 3,326.25 3,213.50
R1 3,251.25 3,251.25 3,195.00 3,288.75
PP 3,125.00 3,125.00 3,125.00 3,143.50
S1 3,050.00 3,050.00 3,158.00 3,087.50
S2 2,923.75 2,923.75 3,139.50
S3 2,722.50 2,848.75 3,121.25
S4 2,521.25 2,647.50 3,065.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,199.75 2,998.50 201.25 6.3% 58.00 1.8% 88% True False 28,802
10 3,199.75 2,895.50 304.25 9.6% 60.00 1.9% 92% True False 18,163
20 3,199.75 2,751.50 448.25 14.1% 66.25 2.1% 95% True False 11,042
40 3,199.75 2,695.75 504.00 15.9% 72.75 2.3% 95% True False 6,937
60 3,199.75 2,165.50 1,034.25 32.6% 110.50 3.5% 98% True False 7,318
80 3,396.50 2,165.50 1,231.00 38.8% 110.50 3.5% 82% False False 5,694
100 3,396.50 2,165.50 1,231.00 38.8% 95.25 3.0% 82% False False 4,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.50
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3,640.75
2.618 3,471.25
1.618 3,367.50
1.000 3,303.50
0.618 3,263.75
HIGH 3,199.75
0.618 3,160.00
0.500 3,148.00
0.382 3,135.75
LOW 3,096.00
0.618 3,032.00
1.000 2,992.25
1.618 2,928.25
2.618 2,824.50
4.250 2,655.00
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 3,167.00 3,161.50
PP 3,157.50 3,146.50
S1 3,148.00 3,131.50

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

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