E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 11-Jun-2020

Day Change Summary
	Previous	Current
	10-Jun-2020	11-Jun-2020	Change	Change %	Previous Week
Open	3,194.25	3,173.00	-21.25	-0.7%	3,020.00
High	3,216.75	3,177.75	-39.00	-1.2%	3,199.75
Low	3,168.75	2,985.25	-183.50	-5.8%	2,998.50
Close	3,175.50	2,999.50	-176.00	-5.5%	3,176.50
Range	48.00	192.50	144.50	301.0%	201.25
ATR	66.08	75.11	9.03	13.7%	0.00
Volume	160,505	805,593	645,088	401.9%	144,011

Daily Pivots for day following 11-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,631.75	3,508.00	3,105.50
R3	3,439.25	3,315.50	3,052.50
R2	3,246.75	3,246.75	3,034.75
R1	3,123.00	3,123.00	3,017.25	3,088.50
PP	3,054.25	3,054.25	3,054.25	3,037.00
S1	2,930.50	2,930.50	2,981.75	2,896.00
S2	2,861.75	2,861.75	2,964.25
S3	2,669.25	2,738.00	2,946.50
S4	2,476.75	2,545.50	2,893.50

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	2,985.25	235.25	7.8%	86.50	2.9%	6%	False	True	241,313
10	3,220.50	2,982.25	238.25	7.9%	68.50	2.3%	7%	False	False	130,568
20	3,220.50	2,751.50	469.00	15.6%	67.75	2.3%	53%	False	False	67,870
40	3,220.50	2,711.00	509.50	17.0%	71.00	2.4%	57%	False	False	35,349
60	3,220.50	2,165.50	1,055.00	35.2%	97.00	3.2%	79%	False	False	26,216
80	3,396.50	2,165.50	1,231.00	41.0%	113.25	3.8%	68%	False	False	20,064
100	3,396.50	2,165.50	1,231.00	41.0%	98.00	3.3%	68%	False	False	16,068

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	12.08
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	3,996.00
2.618	3,681.75
1.618	3,489.25
1.000	3,370.25
0.618	3,296.75
HIGH	3,177.75
0.618	3,104.25
0.500	3,081.50
0.382	3,058.75
LOW	2,985.25
0.618	2,866.25
1.000	2,792.75
1.618	2,673.75
2.618	2,481.25
4.250	2,167.00

Fisher Pivots for day following 11-Jun-2020
Pivot	1 day	3 day
R1	3,081.50	3,102.50
PP	3,054.25	3,068.25
S1	3,026.75	3,034.00

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

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