E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 07-Jul-2020
Day Change Summary
Previous Current
06-Jul-2020 07-Jul-2020 Change Change % Previous Week
Open 3,121.25 3,170.00 48.75 1.6% 2,986.25
High 3,174.50 3,184.00 9.50 0.3% 3,156.50
Low 3,105.75 3,132.50 26.75 0.9% 2,983.50
Close 3,172.00 3,136.50 -35.50 -1.1% 3,129.00
Range 68.75 51.50 -17.25 -25.1% 173.00
ATR 77.02 75.20 -1.82 -2.4% 0.00
Volume 1,459,512 1,333,466 -126,046 -8.6% 6,399,148
Daily Pivots for day following 07-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,305.50 3,272.50 3,164.75
R3 3,254.00 3,221.00 3,150.75
R2 3,202.50 3,202.50 3,146.00
R1 3,169.50 3,169.50 3,141.25 3,160.25
PP 3,151.00 3,151.00 3,151.00 3,146.50
S1 3,118.00 3,118.00 3,131.75 3,108.75
S2 3,099.50 3,099.50 3,127.00
S3 3,048.00 3,066.50 3,122.25
S4 2,996.50 3,015.00 3,108.25
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,608.75 3,541.75 3,224.25
R3 3,435.75 3,368.75 3,176.50
R2 3,262.75 3,262.75 3,160.75
R1 3,195.75 3,195.75 3,144.75 3,229.25
PP 3,089.75 3,089.75 3,089.75 3,106.50
S1 3,022.75 3,022.75 3,113.25 3,056.25
S2 2,916.75 2,916.75 3,097.25
S3 2,743.75 2,849.75 3,081.50
S4 2,570.75 2,676.75 3,033.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,184.00 3,030.25 153.75 4.9% 61.50 2.0% 69% True False 1,521,396
10 3,184.00 2,983.50 200.50 6.4% 73.25 2.3% 76% True False 1,728,419
20 3,220.00 2,923.75 296.25 9.4% 82.25 2.6% 72% False False 1,693,188
40 3,220.50 2,751.50 469.00 15.0% 74.00 2.4% 82% False False 854,323
60 3,220.50 2,704.00 516.50 16.5% 75.00 2.4% 84% False False 570,459
80 3,220.50 2,165.50 1,055.00 33.6% 100.00 3.2% 92% False False 429,876
100 3,396.50 2,165.50 1,231.00 39.2% 105.00 3.3% 79% False False 344,097
120 3,396.50 2,165.50 1,231.00 39.2% 93.50 3.0% 79% False False 286,760
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 16.95
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3,403.00
2.618 3,318.75
1.618 3,267.25
1.000 3,235.50
0.618 3,215.75
HIGH 3,184.00
0.618 3,164.25
0.500 3,158.25
0.382 3,152.25
LOW 3,132.50
0.618 3,100.75
1.000 3,081.00
1.618 3,049.25
2.618 2,997.75
4.250 2,913.50
Fisher Pivots for day following 07-Jul-2020
Pivot 1 day 3 day
R1 3,158.25 3,139.75
PP 3,151.00 3,138.75
S1 3,143.75 3,137.50

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

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