E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	3,210.75	3,235.00	24.25	0.8%	3,214.50
High	3,235.00	3,246.75	11.75	0.4%	3,284.50
Low	3,192.00	3,208.00	16.00	0.5%	3,190.25
Close	3,232.25	3,213.00	-19.25	-0.6%	3,204.00
Range	43.00	38.75	-4.25	-9.9%	94.25
ATR	60.43	58.88	-1.55	-2.6%	0.00
Volume	1,299,512	1,375,293	75,781	5.8%	7,685,142

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,338.75	3,314.75	3,234.25
R3	3,300.00	3,276.00	3,223.75
R2	3,261.25	3,261.25	3,220.00
R1	3,237.25	3,237.25	3,216.50	3,230.00
PP	3,222.50	3,222.50	3,222.50	3,219.00
S1	3,198.50	3,198.50	3,209.50	3,191.00
S2	3,183.75	3,183.75	3,206.00
S3	3,145.00	3,159.75	3,202.25
S4	3,106.25	3,121.00	3,191.75

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,509.00	3,450.75	3,255.75
R3	3,414.75	3,356.50	3,230.00
R2	3,320.50	3,320.50	3,221.25
R1	3,262.25	3,262.25	3,212.75	3,244.25
PP	3,226.25	3,226.25	3,226.25	3,217.25
S1	3,168.00	3,168.00	3,195.25	3,150.00
S2	3,132.00	3,132.00	3,186.75
S3	3,037.75	3,073.75	3,178.00
S4	2,943.50	2,979.50	3,152.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,284.50	3,191.50	93.00	2.9%	48.75	1.5%	23%	False	False	1,498,969
10	3,284.50	3,188.50	96.00	3.0%	45.00	1.4%	26%	False	False	1,503,006
20	3,284.50	3,030.25	254.25	7.9%	54.50	1.7%	72%	False	False	1,589,328
40	3,284.50	2,923.75	360.75	11.2%	68.00	2.1%	80%	False	False	1,456,653
60	3,284.50	2,751.50	533.00	16.6%	67.50	2.1%	87%	False	False	972,756
80	3,284.50	2,446.50	838.00	26.1%	73.75	2.3%	91%	False	False	730,524
100	3,284.50	2,165.50	1,119.00	34.8%	98.25	3.1%	94%	False	False	585,772
120	3,396.50	2,165.50	1,231.00	38.3%	95.25	3.0%	85%	False	False	488,249

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	12.80
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,411.50
2.618	3,348.25
1.618	3,309.50
1.000	3,285.50
0.618	3,270.75
HIGH	3,246.75
0.618	3,232.00
0.500	3,227.50
0.382	3,222.75
LOW	3,208.00
0.618	3,184.00
1.000	3,169.25
1.618	3,145.25
2.618	3,106.50
4.250	3,043.25

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	3,227.50	3,219.00
PP	3,222.50	3,217.00
S1	3,217.75	3,215.00

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

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