E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 22-Jun-2020

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	3,096.75	3,040.25	-56.50	-1.8%	2,983.25
High	3,144.75	3,114.25	-30.50	-1.0%	3,156.25
Low	3,056.75	3,027.25	-29.50	-1.0%	2,923.75
Close	3,059.50	3,110.75	51.25	1.7%	3,059.50
Range	88.00	87.00	-1.00	-1.1%	232.50
ATR	79.73	80.25	0.52	0.7%	0.00
Volume	1,952,273	1,392,325	-559,948	-28.7%	11,406,707

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,345.00	3,315.00	3,158.50
R3	3,258.00	3,228.00	3,134.75
R2	3,171.00	3,171.00	3,126.75
R1	3,141.00	3,141.00	3,118.75	3,156.00
PP	3,084.00	3,084.00	3,084.00	3,091.50
S1	3,054.00	3,054.00	3,102.75	3,069.00
S2	2,997.00	2,997.00	3,094.75
S3	2,910.00	2,967.00	3,086.75
S4	2,823.00	2,880.00	3,063.00

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,744.00	3,634.25	3,187.50
R3	3,511.50	3,401.75	3,123.50
R2	3,279.00	3,279.00	3,102.00
R1	3,169.25	3,169.25	3,080.75	3,224.00
PP	3,046.50	3,046.50	3,046.50	3,074.00
S1	2,936.75	2,936.75	3,038.25	2,991.50
S2	2,814.00	2,814.00	3,017.00
S3	2,581.50	2,704.25	2,995.50
S4	2,349.00	2,471.75	2,931.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,156.25	3,027.25	129.00	4.1%	75.75	2.4%	65%	False	True	1,965,673
10	3,220.00	2,923.75	296.25	9.5%	91.00	2.9%	63%	False	False	1,657,957
20	3,220.50	2,923.75	296.75	9.5%	75.25	2.4%	63%	False	False	842,445
40	3,220.50	2,751.50	469.00	15.1%	72.75	2.3%	77%	False	False	422,840
60	3,220.50	2,422.25	798.25	25.7%	83.25	2.7%	86%	False	False	283,960
80	3,220.50	2,165.50	1,055.00	33.9%	113.50	3.6%	90%	False	False	214,026
100	3,396.50	2,165.50	1,231.00	39.6%	102.25	3.3%	77%	False	False	171,267

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	True
Bull Hook	False
Stretch	21.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,484.00
2.618	3,342.00
1.618	3,255.00
1.000	3,201.25
0.618	3,168.00
HIGH	3,114.25
0.618	3,081.00
0.500	3,070.75
0.382	3,060.50
LOW	3,027.25
0.618	2,973.50
1.000	2,940.25
1.618	2,886.50
2.618	2,799.50
4.250	2,657.50

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	3,097.50	3,102.50
PP	3,084.00	3,094.25
S1	3,070.75	3,086.00

Download as Excel Spreadsheet

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

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