E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 3,290.75 3,300.75 10.00 0.3% 3,210.75
High 3,300.50 3,323.25 22.75 0.7% 3,273.75
Low 3,271.00 3,292.00 21.00 0.6% 3,192.00
Close 3,300.00 3,316.00 16.00 0.5% 3,263.50
Range 29.50 31.25 1.75 5.9% 81.75
ATR 56.27 54.48 -1.79 -3.2% 0.00
Volume 1,145,269 1,116,787 -28,482 -2.5% 8,176,351
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,404.25 3,391.25 3,333.25
R3 3,373.00 3,360.00 3,324.50
R2 3,341.75 3,341.75 3,321.75
R1 3,328.75 3,328.75 3,318.75 3,335.25
PP 3,310.50 3,310.50 3,310.50 3,313.50
S1 3,297.50 3,297.50 3,313.25 3,304.00
S2 3,279.25 3,279.25 3,310.25
S3 3,248.00 3,266.25 3,307.50
S4 3,216.75 3,235.00 3,298.75
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 3,323.25 3,195.00 128.25 3.9% 47.25 1.4% 94% True False 1,559,204
10 3,323.25 3,191.50 131.75 4.0% 49.00 1.5% 94% True False 1,515,465
20 3,323.25 3,105.25 218.00 6.6% 51.75 1.6% 97% True False 1,583,301
40 3,323.25 2,923.75 399.50 12.0% 67.00 2.0% 98% True False 1,674,102
60 3,323.25 2,751.50 571.75 17.2% 66.25 2.0% 99% True False 1,122,726
80 3,323.25 2,711.00 612.25 18.5% 68.25 2.1% 99% True False 842,729
100 3,323.25 2,165.50 1,157.75 34.9% 87.50 2.6% 99% True False 675,808
120 3,396.50 2,165.50 1,231.00 37.1% 96.25 2.9% 93% False False 563,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.95
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,456.00
2.618 3,405.00
1.618 3,373.75
1.000 3,354.50
0.618 3,342.50
HIGH 3,323.25
0.618 3,311.25
0.500 3,307.50
0.382 3,304.00
LOW 3,292.00
0.618 3,272.75
1.000 3,260.75
1.618 3,241.50
2.618 3,210.25
4.250 3,159.25
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 3,313.25 3,307.00
PP 3,310.50 3,298.00
S1 3,307.50 3,289.00

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

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