E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 14-Aug-2020

Day Change Summary
	Previous	Current
	13-Aug-2020	14-Aug-2020	Change	Change %	Previous Week
Open	3,367.75	3,369.25	1.50	0.0%	3,347.00
High	3,382.00	3,380.50	-1.50	0.0%	3,382.50
Low	3,357.50	3,350.00	-7.50	-0.2%	3,319.50
Close	3,367.75	3,361.50	-6.25	-0.2%	3,361.50
Range	24.50	30.50	6.00	24.5%	63.00
ATR	49.26	47.92	-1.34	-2.7%	0.00
Volume	1,205,758	1,084,771	-120,987	-10.0%	6,634,038

Daily Pivots for day following 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,455.50	3,439.00	3,378.25
R3	3,425.00	3,408.50	3,370.00
R2	3,394.50	3,394.50	3,367.00
R1	3,378.00	3,378.00	3,364.25	3,371.00
PP	3,364.00	3,364.00	3,364.00	3,360.50
S1	3,347.50	3,347.50	3,358.75	3,340.50
S2	3,333.50	3,333.50	3,356.00
S3	3,303.00	3,317.00	3,353.00
S4	3,272.50	3,286.50	3,344.75

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,543.50	3,515.50	3,396.25
R3	3,480.50	3,452.50	3,378.75
R2	3,417.50	3,417.50	3,373.00
R1	3,389.50	3,389.50	3,367.25	3,403.50
PP	3,354.50	3,354.50	3,354.50	3,361.50
S1	3,326.50	3,326.50	3,355.75	3,340.50
S2	3,291.50	3,291.50	3,350.00
S3	3,228.50	3,263.50	3,344.25
S4	3,165.50	3,200.50	3,326.75

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%	39.75	1.2%	67%	False	False	1,326,807
10	3,382.50	3,254.75	127.75	3.8%	37.00	1.1%	84%	False	False	1,310,857
20	3,382.50	3,190.25	192.25	5.7%	44.75	1.3%	89%	False	False	1,448,503
40	3,382.50	2,983.50	399.00	11.9%	56.25	1.7%	95%	False	False	1,585,462
60	3,382.50	2,895.50	487.00	14.5%	61.25	1.8%	96%	False	False	1,282,146
80	3,382.50	2,748.75	633.75	18.9%	64.00	1.9%	97%	False	False	962,425
100	3,382.50	2,380.00	1,002.50	29.8%	74.75	2.2%	98%	False	False	771,329
120	3,382.50	2,165.50	1,217.00	36.2%	95.00	2.8%	98%	False	False	643,312

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	True
Bear Hook	False
Bull Hook	False
Stretch	13.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,510.00
2.618	3,460.25
1.618	3,429.75
1.000	3,411.00
0.618	3,399.25
HIGH	3,380.50
0.618	3,368.75
0.500	3,365.25
0.382	3,361.75
LOW	3,350.00
0.618	3,331.25
1.000	3,319.50
1.618	3,300.75
2.618	3,270.25
4.250	3,220.50

Fisher Pivots for day following 14-Aug-2020
Pivot	1 day	3 day
R1	3,365.25	3,359.00
PP	3,364.00	3,356.75
S1	3,362.75	3,354.50

Download as Excel Spreadsheet

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

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