E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 3,046.00 3,085.25 39.25 1.3% 3,040.25
High 3,101.25 3,117.75 16.50 0.5% 3,145.75
Low 3,030.25 3,062.75 32.50 1.1% 2,992.50
Close 3,090.25 3,103.00 12.75 0.4% 3,007.00
Range 71.00 55.00 -16.00 -22.5% 153.25
ATR 80.78 78.94 -1.84 -2.3% 0.00
Volume 1,724,164 1,537,321 -186,843 -10.8% 9,484,389
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,259.50 3,236.25 3,133.25
R3 3,204.50 3,181.25 3,118.00
R2 3,149.50 3,149.50 3,113.00
R1 3,126.25 3,126.25 3,108.00 3,138.00
PP 3,094.50 3,094.50 3,094.50 3,100.25
S1 3,071.25 3,071.25 3,098.00 3,083.00
S2 3,039.50 3,039.50 3,093.00
S3 2,984.50 3,016.25 3,088.00
S4 2,929.50 2,961.25 3,072.75
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 3,117.75 2,983.50 134.25 4.3% 71.50 2.3% 89% True False 1,804,458
10 3,145.75 2,983.50 162.25 5.2% 78.25 2.5% 74% False False 1,791,951
20 3,220.50 2,923.75 296.75 9.6% 82.75 2.7% 60% False False 1,484,867
40 3,220.50 2,751.50 469.00 15.1% 74.00 2.4% 75% False False 745,858
60 3,220.50 2,616.25 604.25 19.5% 78.00 2.5% 81% False False 498,319
80 3,220.50 2,165.50 1,055.00 34.0% 106.00 3.4% 89% False False 375,616
100 3,396.50 2,165.50 1,231.00 39.7% 104.25 3.4% 76% False False 300,646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20.28
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3,351.50
2.618 3,261.75
1.618 3,206.75
1.000 3,172.75
0.618 3,151.75
HIGH 3,117.75
0.618 3,096.75
0.500 3,090.25
0.382 3,083.75
LOW 3,062.75
0.618 3,028.75
1.000 3,007.75
1.618 2,973.75
2.618 2,918.75
4.250 2,829.00
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 3,098.75 3,085.50
PP 3,094.50 3,068.00
S1 3,090.25 3,050.50

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

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