E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 3,183.50 3,149.75 -33.75 -1.1% 3,121.25
High 3,226.25 3,192.25 -34.00 -1.1% 3,184.00
Low 3,140.50 3,119.00 -21.50 -0.7% 3,105.25
Close 3,148.25 3,183.50 35.25 1.1% 3,178.50
Range 85.75 73.25 -12.50 -14.6% 78.75
ATR 73.03 73.04 0.02 0.0% 0.00
Volume 2,074,726 2,256,766 182,040 8.8% 7,611,014
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,384.75 3,357.25 3,223.75
R3 3,311.50 3,284.00 3,203.75
R2 3,238.25 3,238.25 3,197.00
R1 3,210.75 3,210.75 3,190.25 3,224.50
PP 3,165.00 3,165.00 3,165.00 3,171.75
S1 3,137.50 3,137.50 3,176.75 3,151.25
S2 3,091.75 3,091.75 3,170.00
S3 3,018.50 3,064.25 3,163.25
S4 2,945.25 2,991.00 3,143.25
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 3,226.25 3,105.25 121.00 3.8% 67.00 2.1% 65% False False 1,829,905
10 3,226.25 3,030.25 196.00 6.2% 64.25 2.0% 78% False False 1,675,650
20 3,226.25 2,983.50 242.75 7.6% 72.50 2.3% 82% False False 1,813,104
40 3,226.25 2,842.50 383.75 12.1% 72.75 2.3% 89% False False 1,082,537
60 3,226.25 2,711.00 515.25 16.2% 73.25 2.3% 92% False False 722,666
80 3,226.25 2,165.50 1,060.75 33.3% 89.00 2.8% 96% False False 543,952
100 3,368.00 2,165.50 1,202.50 37.8% 106.75 3.4% 85% False False 435,588
120 3,396.50 2,165.50 1,231.00 38.7% 95.50 3.0% 83% False False 363,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,503.50
2.618 3,384.00
1.618 3,310.75
1.000 3,265.50
0.618 3,237.50
HIGH 3,192.25
0.618 3,164.25
0.500 3,155.50
0.382 3,147.00
LOW 3,119.00
0.618 3,073.75
1.000 3,045.75
1.618 3,000.50
2.618 2,927.25
4.250 2,807.75
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 3,174.25 3,178.50
PP 3,165.00 3,173.75
S1 3,155.50 3,169.00

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

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