E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 3,235.00 3,215.00 -20.00 -0.6% 3,214.50
High 3,246.75 3,257.00 10.25 0.3% 3,284.50
Low 3,208.00 3,204.25 -3.75 -0.1% 3,190.25
Close 3,213.00 3,252.50 39.50 1.2% 3,204.00
Range 38.75 52.75 14.00 36.1% 94.25
ATR 58.88 58.45 -0.44 -0.7% 0.00
Volume 1,375,293 1,218,031 -157,262 -11.4% 7,685,142
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,396.25 3,377.00 3,281.50
R3 3,343.50 3,324.25 3,267.00
R2 3,290.75 3,290.75 3,262.25
R1 3,271.50 3,271.50 3,257.25 3,281.00
PP 3,238.00 3,238.00 3,238.00 3,242.75
S1 3,218.75 3,218.75 3,247.75 3,228.50
S2 3,185.25 3,185.25 3,242.75
S3 3,132.50 3,166.00 3,238.00
S4 3,079.75 3,113.25 3,223.50
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% 50.50 1.6% 66% False False 1,471,727
10 3,284.50 3,188.50 96.00 3.0% 46.25 1.4% 67% False False 1,431,040
20 3,284.50 3,062.75 221.75 6.8% 53.75 1.7% 86% False False 1,564,022
40 3,284.50 2,923.75 360.75 11.1% 68.25 2.1% 91% False False 1,486,601
60 3,284.50 2,751.50 533.00 16.4% 67.25 2.1% 94% False False 993,017
80 3,284.50 2,482.50 802.00 24.7% 73.50 2.3% 96% False False 745,656
100 3,284.50 2,165.50 1,119.00 34.4% 97.25 3.0% 97% False False 597,934
120 3,396.50 2,165.50 1,231.00 37.8% 95.50 2.9% 88% False False 498,399
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 12.68
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,481.25
2.618 3,395.00
1.618 3,342.25
1.000 3,309.75
0.618 3,289.50
HIGH 3,257.00
0.618 3,236.75
0.500 3,230.50
0.382 3,224.50
LOW 3,204.25
0.618 3,171.75
1.000 3,151.50
1.618 3,119.00
2.618 3,066.25
4.250 2,980.00
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 3,245.25 3,243.25
PP 3,238.00 3,233.75
S1 3,230.50 3,224.50

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

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