E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 17-Jul-2020

Day Change Summary
	Previous	Current
	16-Jul-2020	17-Jul-2020	Change	Change %	Previous Week
Open	3,223.25	3,198.50	-24.75	-0.8%	3,183.50
High	3,228.50	3,225.25	-3.25	-0.1%	3,233.25
Low	3,188.50	3,194.75	6.25	0.2%	3,119.00
Close	3,194.50	3,214.00	19.50	0.6%	3,214.00
Range	40.00	30.50	-9.50	-23.8%	114.25
ATR	69.14	66.39	-2.74	-4.0%	0.00
Volume	1,471,311	1,261,113	-210,198	-14.3%	9,001,612

Daily Pivots for day following 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,302.75	3,289.00	3,230.75
R3	3,272.25	3,258.50	3,222.50
R2	3,241.75	3,241.75	3,219.50
R1	3,228.00	3,228.00	3,216.75	3,235.00
PP	3,211.25	3,211.25	3,211.25	3,214.75
S1	3,197.50	3,197.50	3,211.25	3,204.50
S2	3,180.75	3,180.75	3,208.50
S3	3,150.25	3,167.00	3,205.50
S4	3,119.75	3,136.50	3,197.25

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,531.50	3,487.00	3,276.75
R3	3,417.25	3,372.75	3,245.50
R2	3,303.00	3,303.00	3,235.00
R1	3,258.50	3,258.50	3,224.50	3,280.75
PP	3,188.75	3,188.75	3,188.75	3,200.00
S1	3,144.25	3,144.25	3,203.50	3,166.50
S2	3,074.50	3,074.50	3,193.00
S3	2,960.25	3,030.00	3,182.50
S4	2,846.00	2,915.75	3,151.25

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	3,119.00	114.25	3.6%	54.25	1.7%	83%	False	False	1,800,322
10	3,233.25	3,105.25	128.00	4.0%	56.75	1.8%	85%	False	False	1,661,262
20	3,233.25	2,983.50	249.75	7.8%	67.75	2.1%	92%	False	False	1,722,421
40	3,233.25	2,895.50	337.75	10.5%	69.50	2.2%	94%	False	False	1,198,967
60	3,233.25	2,748.75	484.50	15.1%	70.50	2.2%	96%	False	False	800,399
80	3,233.25	2,380.00	853.25	26.5%	82.00	2.6%	98%	False	False	602,035
100	3,233.25	2,165.50	1,067.75	33.2%	105.00	3.3%	98%	False	False	482,274
120	3,396.50	2,165.50	1,231.00	38.3%	95.50	3.0%	85%	False	False	401,921

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	16.90
Narrowest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	3,355.00
2.618	3,305.00
1.618	3,274.50
1.000	3,255.75
0.618	3,244.00
HIGH	3,225.25
0.618	3,213.50
0.500	3,210.00
0.382	3,206.50
LOW	3,194.75
0.618	3,176.00
1.000	3,164.25
1.618	3,145.50
2.618	3,115.00
4.250	3,065.00

Fisher Pivots for day following 17-Jul-2020
Pivot	1 day	3 day
R1	3,212.75	3,213.00
PP	3,211.25	3,212.00
S1	3,210.00	3,211.00

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

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