E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 10-Aug-2020

Day Change Summary
	Previous	Current
	07-Aug-2020	10-Aug-2020	Change	Change %	Previous Week
Open	3,343.75	3,347.00	3.25	0.1%	3,272.00
High	3,347.75	3,357.25	9.50	0.3%	3,347.75
Low	3,322.25	3,329.00	6.75	0.2%	3,254.75
Close	3,344.75	3,352.75	8.00	0.2%	3,344.75
Range	25.50	28.25	2.75	10.8%	93.00
ATR	51.78	50.10	-1.68	-3.2%	0.00
Volume	1,615,367	1,201,751	-413,616	-25.6%	6,474,537

Daily Pivots for day following 10-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,431.00	3,420.25	3,368.25
R3	3,402.75	3,392.00	3,360.50
R2	3,374.50	3,374.50	3,358.00
R1	3,363.75	3,363.75	3,355.25	3,369.00
PP	3,346.25	3,346.25	3,346.25	3,349.00
S1	3,335.50	3,335.50	3,350.25	3,341.00
S2	3,318.00	3,318.00	3,347.50
S3	3,289.75	3,307.25	3,345.00
S4	3,261.50	3,279.00	3,337.25

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,594.75	3,562.75	3,396.00
R3	3,501.75	3,469.75	3,370.25
R2	3,408.75	3,408.75	3,361.75
R1	3,376.75	3,376.75	3,353.25	3,392.75
PP	3,315.75	3,315.75	3,315.75	3,323.75
S1	3,283.75	3,283.75	3,336.25	3,299.75
S2	3,222.75	3,222.75	3,327.75
S3	3,129.75	3,190.75	3,319.25
S4	3,036.75	3,097.75	3,293.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,357.25	3,271.00	86.25	2.6%	32.00	1.0%	95%	True	False	1,285,167
10	3,357.25	3,195.00	162.25	4.8%	42.75	1.3%	97%	True	False	1,455,312
20	3,357.25	3,119.00	238.25	7.1%	45.50	1.4%	98%	True	False	1,523,233
40	3,357.25	2,923.75	433.50	12.9%	60.75	1.8%	99%	True	False	1,686,016
60	3,357.25	2,801.00	556.25	16.6%	63.25	1.9%	99%	True	False	1,191,895
80	3,357.25	2,711.00	646.25	19.3%	66.25	2.0%	99%	True	False	894,654
100	3,357.25	2,165.50	1,191.75	35.5%	81.25	2.4%	100%	True	False	717,316
120	3,396.50	2,165.50	1,231.00	36.7%	96.50	2.9%	96%	False	False	598,057

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,477.25
2.618	3,431.25
1.618	3,403.00
1.000	3,385.50
0.618	3,374.75
HIGH	3,357.25
0.618	3,346.50
0.500	3,343.00
0.382	3,339.75
LOW	3,329.00
0.618	3,311.50
1.000	3,300.75
1.618	3,283.25
2.618	3,255.00
4.250	3,209.00

Fisher Pivots for day following 10-Aug-2020
Pivot	1 day	3 day
R1	3,349.50	3,344.75
PP	3,346.25	3,336.75
S1	3,343.00	3,329.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols