E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 3,046.75 3,071.25 24.50 0.8% 3,040.25
High 3,079.50 3,082.00 2.50 0.1% 3,145.75
Low 3,005.00 2,992.50 -12.50 -0.4% 2,992.50
Close 3,070.75 3,007.00 -63.75 -2.1% 3,007.00
Range 74.50 89.50 15.00 20.1% 153.25
ATR 82.07 82.60 0.53 0.6% 0.00
Volume 1,967,245 2,208,418 241,173 12.3% 9,484,389
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,295.75 3,240.75 3,056.25
R3 3,206.25 3,151.25 3,031.50
R2 3,116.75 3,116.75 3,023.50
R1 3,061.75 3,061.75 3,015.25 3,044.50
PP 3,027.25 3,027.25 3,027.25 3,018.50
S1 2,972.25 2,972.25 2,998.75 2,955.00
S2 2,937.75 2,937.75 2,990.50
S3 2,848.25 2,882.75 2,982.50
S4 2,758.75 2,793.25 2,957.75
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,508.25 3,410.75 3,091.25
R3 3,355.00 3,257.50 3,049.25
R2 3,201.75 3,201.75 3,035.00
R1 3,104.25 3,104.25 3,021.00 3,076.50
PP 3,048.50 3,048.50 3,048.50 3,034.50
S1 2,951.00 2,951.00 2,993.00 2,923.00
S2 2,895.25 2,895.25 2,979.00
S3 2,742.00 2,797.75 2,964.75
S4 2,588.75 2,644.50 2,922.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,145.75 2,992.50 153.25 5.1% 89.00 3.0% 9% False True 1,896,877
10 3,156.25 2,923.75 232.50 7.7% 88.25 2.9% 36% False False 2,089,109
20 3,220.50 2,923.75 296.75 9.9% 80.25 2.7% 28% False False 1,245,307
40 3,220.50 2,751.50 469.00 15.6% 74.00 2.5% 54% False False 624,900
60 3,220.50 2,422.25 798.25 26.5% 80.75 2.7% 73% False False 418,010
80 3,220.50 2,165.50 1,055.00 35.1% 109.75 3.6% 80% False False 315,089
100 3,396.50 2,165.50 1,231.00 40.9% 103.25 3.4% 68% False False 252,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,462.50
2.618 3,316.25
1.618 3,226.75
1.000 3,171.50
0.618 3,137.25
HIGH 3,082.00
0.618 3,047.75
0.500 3,037.25
0.382 3,026.75
LOW 2,992.50
0.618 2,937.25
1.000 2,903.00
1.618 2,847.75
2.618 2,758.25
4.250 2,612.00
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 3,037.25 3,060.50
PP 3,027.25 3,042.75
S1 3,017.00 3,024.75

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

View Archives - Comment on this page... - Back to Index of Symbols