E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	3,149.75	3,204.00	54.25	1.7%	3,121.25
High	3,192.25	3,233.25	41.00	1.3%	3,184.00
Low	3,119.00	3,192.00	73.00	2.3%	3,105.25
Close	3,183.50	3,219.50	36.00	1.1%	3,178.50
Range	73.25	41.25	-32.00	-43.7%	78.75
ATR	73.04	71.38	-1.66	-2.3%	0.00
Volume	2,256,766	1,937,696	-319,070	-14.1%	7,611,014

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,338.75	3,320.25	3,242.25
R3	3,297.50	3,279.00	3,230.75
R2	3,256.25	3,256.25	3,227.00
R1	3,237.75	3,237.75	3,223.25	3,247.00
PP	3,215.00	3,215.00	3,215.00	3,219.50
S1	3,196.50	3,196.50	3,215.75	3,205.75
S2	3,173.75	3,173.75	3,212.00
S3	3,132.50	3,155.25	3,208.25
S4	3,091.25	3,114.00	3,196.75

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	3,233.25	3,105.25	128.00	4.0%	67.00	2.1%	89%	True	False	1,911,922
10	3,233.25	3,062.75	170.50	5.3%	61.25	1.9%	92%	True	False	1,697,004
20	3,233.25	2,983.50	249.75	7.8%	69.75	2.2%	94%	True	False	1,760,126
40	3,233.25	2,895.50	337.75	10.5%	71.00	2.2%	96%	True	False	1,130,866
60	3,233.25	2,711.00	522.25	16.2%	72.75	2.3%	97%	True	False	754,938
80	3,233.25	2,165.50	1,067.75	33.2%	86.50	2.7%	99%	True	False	568,122
100	3,301.25	2,165.50	1,135.75	35.3%	106.75	3.3%	93%	False	False	454,963
120	3,396.50	2,165.50	1,231.00	38.2%	95.75	3.0%	86%	False	False	379,153

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	18.88
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,408.50
2.618	3,341.25
1.618	3,300.00
1.000	3,274.50
0.618	3,258.75
HIGH	3,233.25
0.618	3,217.50
0.500	3,212.50
0.382	3,207.75
LOW	3,192.00
0.618	3,166.50
1.000	3,150.75
1.618	3,125.25
2.618	3,084.00
4.250	3,016.75

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	3,217.25	3,205.00
PP	3,215.00	3,190.50
S1	3,212.50	3,176.00

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

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