E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 23-Jun-2020
Day Change Summary
Previous Current
22-Jun-2020 23-Jun-2020 Change Change % Previous Week
Open 3,040.25 3,111.75 71.50 2.4% 2,983.25
High 3,114.25 3,145.75 31.50 1.0% 3,156.25
Low 3,027.25 3,060.00 32.75 1.1% 2,923.75
Close 3,110.75 3,118.50 7.75 0.2% 3,059.50
Range 87.00 85.75 -1.25 -1.4% 232.50
ATR 80.25 80.64 0.39 0.5% 0.00
Volume 1,392,325 1,528,485 136,160 9.8% 11,406,707
Daily Pivots for day following 23-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,365.25 3,327.75 3,165.75
R3 3,279.50 3,242.00 3,142.00
R2 3,193.75 3,193.75 3,134.25
R1 3,156.25 3,156.25 3,126.25 3,175.00
PP 3,108.00 3,108.00 3,108.00 3,117.50
S1 3,070.50 3,070.50 3,110.75 3,089.25
S2 3,022.25 3,022.25 3,102.75
S3 2,936.50 2,984.75 3,095.00
S4 2,850.75 2,899.00 3,071.25
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 3,147.00 3,027.25 119.75 3.8% 73.75 2.4% 76% False False 1,671,920
10 3,216.75 2,923.75 293.00 9.4% 95.50 3.1% 66% False False 1,801,473
20 3,220.50 2,923.75 296.75 9.5% 76.00 2.4% 66% False False 918,583
40 3,220.50 2,751.50 469.00 15.0% 73.25 2.3% 78% False False 460,993
60 3,220.50 2,422.25 798.25 25.6% 82.50 2.6% 87% False False 309,214
80 3,220.50 2,165.50 1,055.00 33.8% 112.75 3.6% 90% False False 233,102
100 3,396.50 2,165.50 1,231.00 39.5% 102.50 3.3% 77% False False 186,550
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 24.18
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,510.25
2.618 3,370.25
1.618 3,284.50
1.000 3,231.50
0.618 3,198.75
HIGH 3,145.75
0.618 3,113.00
0.500 3,103.00
0.382 3,092.75
LOW 3,060.00
0.618 3,007.00
1.000 2,974.25
1.618 2,921.25
2.618 2,835.50
4.250 2,695.50
Fisher Pivots for day following 23-Jun-2020
Pivot 1 day 3 day
R1 3,113.25 3,107.75
PP 3,108.00 3,097.25
S1 3,103.00 3,086.50

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

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