E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	3,300.75	3,317.00	16.25	0.5%	3,210.75
High	3,323.25	3,345.50	22.25	0.7%	3,273.75
Low	3,292.00	3,300.50	8.50	0.3%	3,192.00
Close	3,316.00	3,344.25	28.25	0.9%	3,263.50
Range	31.25	45.00	13.75	44.0%	81.75
ATR	54.48	53.80	-0.68	-1.2%	0.00
Volume	1,116,787	1,346,665	229,878	20.6%	8,176,351

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,465.00	3,449.75	3,369.00
R3	3,420.00	3,404.75	3,356.50
R2	3,375.00	3,375.00	3,352.50
R1	3,359.75	3,359.75	3,348.50	3,367.50
PP	3,330.00	3,330.00	3,330.00	3,334.00
S1	3,314.75	3,314.75	3,340.00	3,322.50
S2	3,285.00	3,285.00	3,336.00
S3	3,240.00	3,269.75	3,332.00
S4	3,195.00	3,224.75	3,319.50

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	3,345.50	3,212.50	133.00	4.0%	41.50	1.2%	99%	True	False	1,428,392
10	3,345.50	3,191.50	154.00	4.6%	46.50	1.4%	99%	True	False	1,479,686
20	3,345.50	3,111.50	234.00	7.0%	50.75	1.5%	99%	True	False	1,556,543
40	3,345.50	2,923.75	421.75	12.6%	66.75	2.0%	100%	True	False	1,703,756
60	3,345.50	2,751.50	594.00	17.8%	65.50	2.0%	100%	True	False	1,145,126
80	3,345.50	2,711.00	634.50	19.0%	67.75	2.0%	100%	True	False	859,542
100	3,345.50	2,165.50	1,180.00	35.3%	85.00	2.5%	100%	True	False	689,229
120	3,396.50	2,165.50	1,231.00	36.8%	96.50	2.9%	96%	False	False	574,583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	11.93
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,536.75
2.618	3,463.25
1.618	3,418.25
1.000	3,390.50
0.618	3,373.25
HIGH	3,345.50
0.618	3,328.25
0.500	3,323.00
0.382	3,317.75
LOW	3,300.50
0.618	3,272.75
1.000	3,255.50
1.618	3,227.75
2.618	3,182.75
4.250	3,109.25

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	3,337.25	3,332.25
PP	3,330.00	3,320.25
S1	3,323.00	3,308.25

Download as Excel Spreadsheet

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

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