E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 3,135.25 3,166.25 31.00 1.0% 2,986.25
High 3,166.25 3,170.75 4.50 0.1% 3,156.50
Low 3,125.50 3,105.25 -20.25 -0.6% 2,983.50
Close 3,163.50 3,141.00 -22.50 -0.7% 3,129.00
Range 40.75 65.50 24.75 60.7% 173.00
ATR 72.74 72.22 -0.52 -0.7% 0.00
Volume 1,527,612 1,881,833 354,221 23.2% 6,399,148
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,335.50 3,303.75 3,177.00
R3 3,270.00 3,238.25 3,159.00
R2 3,204.50 3,204.50 3,153.00
R1 3,172.75 3,172.75 3,147.00 3,156.00
PP 3,139.00 3,139.00 3,139.00 3,130.50
S1 3,107.25 3,107.25 3,135.00 3,090.50
S2 3,073.50 3,073.50 3,129.00
S3 3,008.00 3,041.75 3,123.00
S4 2,942.50 2,976.25 3,105.00
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 3,095.50 88.50 2.8% 57.50 1.8% 51% False False 1,550,988
10 3,184.00 2,983.50 200.50 6.4% 64.50 2.1% 79% False False 1,677,723
20 3,184.00 2,923.75 260.25 8.3% 83.00 2.6% 83% False False 1,850,968
40 3,220.50 2,751.50 469.00 14.9% 72.75 2.3% 83% False False 939,417
60 3,220.50 2,711.00 509.50 16.2% 73.25 2.3% 84% False False 627,208
80 3,220.50 2,165.50 1,055.00 33.6% 93.50 3.0% 92% False False 472,401
100 3,396.50 2,165.50 1,231.00 39.2% 105.50 3.4% 79% False False 378,192
120 3,396.50 2,165.50 1,231.00 39.2% 94.00 3.0% 79% False False 315,172
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,449.00
2.618 3,342.25
1.618 3,276.75
1.000 3,236.25
0.618 3,211.25
HIGH 3,170.75
0.618 3,145.75
0.500 3,138.00
0.382 3,130.25
LOW 3,105.25
0.618 3,064.75
1.000 3,039.75
1.618 2,999.25
2.618 2,933.75
4.250 2,827.00
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 3,140.00 3,144.50
PP 3,139.00 3,143.50
S1 3,138.00 3,142.25

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

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