E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 3,181.50 3,216.00 34.50 1.1% 3,020.00
High 3,220.50 3,220.00 -0.50 0.0% 3,199.75
Low 3,173.00 3,179.00 6.00 0.2% 2,998.50
Close 3,216.75 3,194.50 -22.25 -0.7% 3,176.50
Range 47.50 41.00 -6.50 -13.7% 201.25
ATR 69.51 67.47 -2.04 -2.9% 0.00
Volume 90,503 93,321 2,818 3.1% 144,011
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,320.75 3,298.75 3,217.00
R3 3,279.75 3,257.75 3,205.75
R2 3,238.75 3,238.75 3,202.00
R1 3,216.75 3,216.75 3,198.25 3,207.25
PP 3,197.75 3,197.75 3,197.75 3,193.00
S1 3,175.75 3,175.75 3,190.75 3,166.25
S2 3,156.75 3,156.75 3,187.00
S3 3,115.75 3,134.75 3,183.25
S4 3,074.75 3,093.75 3,172.00
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 3,063.00 157.50 4.9% 57.25 1.8% 83% False False 59,196
10 3,220.50 2,956.00 264.50 8.3% 56.25 1.8% 90% False False 35,693
20 3,220.50 2,751.50 469.00 14.7% 65.25 2.0% 94% False False 19,973
40 3,220.50 2,711.00 509.50 15.9% 69.50 2.2% 95% False False 11,357
60 3,220.50 2,165.50 1,055.00 33.0% 101.25 3.2% 98% False False 10,280
80 3,396.50 2,165.50 1,231.00 38.5% 110.75 3.5% 84% False False 7,991
100 3,396.50 2,165.50 1,231.00 38.5% 96.00 3.0% 84% False False 6,408
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,394.25
2.618 3,327.25
1.618 3,286.25
1.000 3,261.00
0.618 3,245.25
HIGH 3,220.00
0.618 3,204.25
0.500 3,199.50
0.382 3,194.75
LOW 3,179.00
0.618 3,153.75
1.000 3,138.00
1.618 3,112.75
2.618 3,071.75
4.250 3,004.75
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 3,199.50 3,182.50
PP 3,197.75 3,170.25
S1 3,196.25 3,158.25

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

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