E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 3,347.00 3,350.25 3.25 0.1% 3,272.00
High 3,357.25 3,379.00 21.75 0.6% 3,347.75
Low 3,329.00 3,319.50 -9.50 -0.3% 3,254.75
Close 3,352.75 3,330.00 -22.75 -0.7% 3,344.75
Range 28.25 59.50 31.25 110.6% 93.00
ATR 50.10 50.77 0.67 1.3% 0.00
Volume 1,201,751 1,733,040 531,289 44.2% 6,474,537
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,521.25 3,485.25 3,362.75
R3 3,461.75 3,425.75 3,346.25
R2 3,402.25 3,402.25 3,341.00
R1 3,366.25 3,366.25 3,335.50 3,354.50
PP 3,342.75 3,342.75 3,342.75 3,337.00
S1 3,306.75 3,306.75 3,324.50 3,295.00
S2 3,283.25 3,283.25 3,319.00
S3 3,223.75 3,247.25 3,313.75
S4 3,164.25 3,187.75 3,297.25
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 3,379.00 3,292.00 87.00 2.6% 38.00 1.1% 44% True False 1,402,722
10 3,379.00 3,195.00 184.00 5.5% 44.75 1.3% 73% True False 1,491,087
20 3,379.00 3,188.50 190.50 5.7% 45.00 1.3% 74% True False 1,497,047
40 3,379.00 2,983.50 395.50 11.9% 58.75 1.8% 88% True False 1,655,075
60 3,379.00 2,842.50 536.50 16.1% 63.50 1.9% 91% True False 1,220,707
80 3,379.00 2,711.00 668.00 20.1% 66.00 2.0% 93% True False 916,261
100 3,379.00 2,165.50 1,213.50 36.4% 80.25 2.4% 96% True False 734,571
120 3,379.00 2,165.50 1,213.50 36.4% 96.50 2.9% 96% True False 612,498
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.28
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,632.00
2.618 3,534.75
1.618 3,475.25
1.000 3,438.50
0.618 3,415.75
HIGH 3,379.00
0.618 3,356.25
0.500 3,349.25
0.382 3,342.25
LOW 3,319.50
0.618 3,282.75
1.000 3,260.00
1.618 3,223.25
2.618 3,163.75
4.250 3,066.50
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 3,349.25 3,349.25
PP 3,342.75 3,342.75
S1 3,336.50 3,336.50

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

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