E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	3,166.25	3,142.25	-24.00	-0.8%	3,121.25
High	3,170.75	3,181.25	10.50	0.3%	3,184.00
Low	3,105.25	3,111.50	6.25	0.2%	3,105.25
Close	3,141.00	3,178.50	37.50	1.2%	3,178.50
Range	65.50	69.75	4.25	6.5%	78.75
ATR	72.22	72.05	-0.18	-0.2%	0.00
Volume	1,881,833	1,408,591	-473,242	-25.1%	7,611,014

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,366.25	3,342.25	3,216.75
R3	3,296.50	3,272.50	3,197.75
R2	3,226.75	3,226.75	3,191.25
R1	3,202.75	3,202.75	3,185.00	3,214.75
PP	3,157.00	3,157.00	3,157.00	3,163.00
S1	3,133.00	3,133.00	3,172.00	3,145.00
S2	3,087.25	3,087.25	3,165.75
S3	3,017.50	3,063.25	3,159.25
S4	2,947.75	2,993.50	3,140.25

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,392.25	3,364.00	3,221.75
R3	3,313.50	3,285.25	3,200.25
R2	3,234.75	3,234.75	3,193.00
R1	3,206.50	3,206.50	3,185.75	3,220.50
PP	3,156.00	3,156.00	3,156.00	3,163.00
S1	3,127.75	3,127.75	3,171.25	3,142.00
S2	3,077.25	3,077.25	3,164.00
S3	2,998.50	3,049.00	3,156.75
S4	2,919.75	2,970.25	3,135.25

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	3,105.25	78.75	2.5%	59.25	1.9%	93%	False	False	1,522,202
10	3,184.00	2,983.50	200.50	6.3%	64.00	2.0%	97%	False	False	1,621,858
20	3,184.00	2,923.75	260.25	8.2%	77.00	2.4%	98%	False	False	1,881,118
40	3,220.50	2,751.50	469.00	14.8%	72.25	2.3%	91%	False	False	974,494
60	3,220.50	2,711.00	509.50	16.0%	73.00	2.3%	92%	False	False	650,606
80	3,220.50	2,165.50	1,055.00	33.2%	92.00	2.9%	96%	False	False	489,941
100	3,396.50	2,165.50	1,231.00	38.7%	106.00	3.3%	82%	False	False	392,275
120	3,396.50	2,165.50	1,231.00	38.7%	94.50	3.0%	82%	False	False	326,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.25
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3,477.75
2.618	3,363.75
1.618	3,294.00
1.000	3,251.00
0.618	3,224.25
HIGH	3,181.25
0.618	3,154.50
0.500	3,146.50
0.382	3,138.25
LOW	3,111.50
0.618	3,068.50
1.000	3,041.75
1.618	2,998.75
2.618	2,929.00
4.250	2,815.00

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	3,167.75	3,166.75
PP	3,157.00	3,155.00
S1	3,146.50	3,143.25

Download as Excel Spreadsheet

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

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