E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 13-Aug-2020

Day Change Summary
	Previous	Current
	12-Aug-2020	13-Aug-2020	Change	Change %	Previous Week
Open	3,339.50	3,367.75	28.25	0.8%	3,272.00
High	3,382.50	3,382.00	-0.50	0.0%	3,347.75
Low	3,326.25	3,357.50	31.25	0.9%	3,254.75
Close	3,370.00	3,367.75	-2.25	-0.1%	3,344.75
Range	56.25	24.50	-31.75	-56.4%	93.00
ATR	51.16	49.26	-1.90	-3.7%	0.00
Volume	1,408,718	1,205,758	-202,960	-14.4%	6,474,537

Daily Pivots for day following 13-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,442.50	3,429.75	3,381.25
R3	3,418.00	3,405.25	3,374.50
R2	3,393.50	3,393.50	3,372.25
R1	3,380.75	3,380.75	3,370.00	3,380.00
PP	3,369.00	3,369.00	3,369.00	3,368.75
S1	3,356.25	3,356.25	3,365.50	3,355.50
S2	3,344.50	3,344.50	3,363.25
S3	3,320.00	3,331.75	3,361.00
S4	3,295.50	3,307.25	3,354.25

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	3,382.50	3,319.50	63.00	1.9%	38.75	1.2%	77%	False	False	1,432,926
10	3,382.50	3,212.50	170.00	5.0%	40.25	1.2%	91%	False	False	1,430,659
20	3,382.50	3,190.25	192.25	5.7%	44.75	1.3%	92%	False	False	1,457,320
40	3,382.50	2,983.50	399.00	11.8%	57.00	1.7%	96%	False	False	1,599,248
60	3,382.50	2,895.50	487.00	14.5%	61.75	1.8%	97%	False	False	1,264,130
80	3,382.50	2,711.75	670.75	19.9%	64.75	1.9%	98%	False	False	948,891
100	3,382.50	2,226.25	1,156.25	34.3%	76.50	2.3%	99%	False	False	760,549
120	3,382.50	2,165.50	1,217.00	36.1%	96.00	2.9%	99%	False	False	634,277

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	12.33
Narrowest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	3,486.00
2.618	3,446.25
1.618	3,421.75
1.000	3,406.50
0.618	3,397.25
HIGH	3,382.00
0.618	3,372.75
0.500	3,369.75
0.382	3,366.75
LOW	3,357.50
0.618	3,342.25
1.000	3,333.00
1.618	3,317.75
2.618	3,293.25
4.250	3,253.50

Fisher Pivots for day following 13-Aug-2020
Pivot	1 day	3 day
R1	3,369.75	3,362.25
PP	3,369.00	3,356.50
S1	3,368.50	3,351.00

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

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