E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 3,269.25 3,272.00 2.75 0.1% 3,210.75
High 3,273.75 3,295.50 21.75 0.7% 3,273.75
Low 3,212.50 3,254.75 42.25 1.3% 3,192.00
Close 3,263.50 3,288.50 25.00 0.8% 3,263.50
Range 61.25 40.75 -20.50 -33.5% 81.75
ATR 59.68 58.33 -1.35 -2.3% 0.00
Volume 2,282,794 1,250,449 -1,032,345 -45.2% 8,176,351
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,401.75 3,386.00 3,311.00
R3 3,361.00 3,345.25 3,299.75
R2 3,320.25 3,320.25 3,296.00
R1 3,304.50 3,304.50 3,292.25 3,312.50
PP 3,279.50 3,279.50 3,279.50 3,283.50
S1 3,263.75 3,263.75 3,284.75 3,271.50
S2 3,238.75 3,238.75 3,281.00
S3 3,198.00 3,223.00 3,277.25
S4 3,157.25 3,182.25 3,266.00
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,488.25 3,457.75 3,308.50
R3 3,406.50 3,376.00 3,286.00
R2 3,324.75 3,324.75 3,278.50
R1 3,294.25 3,294.25 3,271.00 3,309.50
PP 3,243.00 3,243.00 3,243.00 3,250.75
S1 3,212.50 3,212.50 3,256.00 3,227.75
S2 3,161.25 3,161.25 3,248.50
S3 3,079.50 3,130.75 3,241.00
S4 2,997.75 3,049.00 3,218.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,295.50 3,195.00 100.50 3.1% 53.50 1.6% 93% True False 1,625,457
10 3,295.50 3,191.50 104.00 3.2% 50.75 1.5% 93% True False 1,571,077
20 3,295.50 3,105.25 190.25 5.8% 53.25 1.6% 96% True False 1,613,252
40 3,295.50 2,923.75 371.75 11.3% 67.75 2.1% 98% True False 1,622,146
60 3,295.50 2,751.50 544.00 16.5% 67.25 2.0% 99% True False 1,085,111
80 3,295.50 2,695.75 599.75 18.2% 70.25 2.1% 99% True False 814,541
100 3,295.50 2,165.50 1,130.00 34.4% 93.25 2.8% 99% True False 653,249
120 3,396.50 2,165.50 1,231.00 37.4% 96.25 2.9% 91% False False 544,511
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 12.75
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,468.75
2.618 3,402.25
1.618 3,361.50
1.000 3,336.25
0.618 3,320.75
HIGH 3,295.50
0.618 3,280.00
0.500 3,275.00
0.382 3,270.25
LOW 3,254.75
0.618 3,229.50
1.000 3,214.00
1.618 3,188.75
2.618 3,148.00
4.250 3,081.50
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 3,284.00 3,274.00
PP 3,279.50 3,259.75
S1 3,275.00 3,245.25

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

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