E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 08-Jun-2020

Day Change Summary
	Previous	Current
	05-Jun-2020	08-Jun-2020	Change	Change %	Previous Week
Open	3,102.25	3,181.50	79.25	2.6%	3,020.00
High	3,199.75	3,220.50	20.75	0.6%	3,199.75
Low	3,096.00	3,173.00	77.00	2.5%	2,998.50
Close	3,176.50	3,216.75	40.25	1.3%	3,176.50
Range	103.75	47.50	-56.25	-54.2%	201.25
ATR	71.20	69.51	-1.69	-2.4%	0.00
Volume	56,644	90,503	33,859	59.8%	144,011

Daily Pivots for day following 08-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,346.00	3,328.75	3,243.00
R3	3,298.50	3,281.25	3,229.75
R2	3,251.00	3,251.00	3,225.50
R1	3,233.75	3,233.75	3,221.00	3,242.50
PP	3,203.50	3,203.50	3,203.50	3,207.75
S1	3,186.25	3,186.25	3,212.50	3,195.00
S2	3,156.00	3,156.00	3,208.00
S3	3,108.50	3,138.75	3,203.75
S4	3,061.00	3,091.25	3,190.50

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	3,220.50	3,024.50	196.00	6.1%	57.50	1.8%	98%	True	False	44,556
10	3,220.50	2,939.00	281.50	8.8%	59.25	1.8%	99%	True	False	26,933
20	3,220.50	2,751.50	469.00	14.6%	66.00	2.1%	99%	True	False	15,458
40	3,220.50	2,704.00	516.50	16.1%	71.25	2.2%	99%	True	False	9,095
60	3,220.50	2,165.50	1,055.00	32.8%	105.75	3.3%	100%	True	False	8,772
80	3,396.50	2,165.50	1,231.00	38.3%	110.75	3.4%	85%	False	False	6,825
100	3,396.50	2,165.50	1,231.00	38.3%	95.75	3.0%	85%	False	False	5,475

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	13.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,422.50
2.618	3,344.75
1.618	3,297.25
1.000	3,268.00
0.618	3,249.75
HIGH	3,220.50
0.618	3,202.25
0.500	3,196.75
0.382	3,191.25
LOW	3,173.00
0.618	3,143.75
1.000	3,125.50
1.618	3,096.25
2.618	3,048.75
4.250	2,971.00

Fisher Pivots for day following 08-Jun-2020
Pivot	1 day	3 day
R1	3,210.00	3,194.00
PP	3,203.50	3,171.50
S1	3,196.75	3,148.75

Download as Excel Spreadsheet

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

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