E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 3,366.00 3,379.25 13.25 0.4% 3,347.00
High 3,382.75 3,390.75 8.00 0.2% 3,382.50
Low 3,364.75 3,365.25 0.50 0.0% 3,319.50
Close 3,379.75 3,387.00 7.25 0.2% 3,361.50
Range 18.00 25.50 7.50 41.7% 63.00
ATR 46.01 44.55 -1.47 -3.2% 0.00
Volume 759,304 1,019,552 260,248 34.3% 6,634,038
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,457.50 3,447.75 3,401.00
R3 3,432.00 3,422.25 3,394.00
R2 3,406.50 3,406.50 3,391.75
R1 3,396.75 3,396.75 3,389.25 3,401.50
PP 3,381.00 3,381.00 3,381.00 3,383.50
S1 3,371.25 3,371.25 3,384.75 3,376.00
S2 3,355.50 3,355.50 3,382.25
S3 3,330.00 3,345.75 3,380.00
S4 3,304.50 3,320.25 3,373.00
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 3,390.75 3,326.25 64.50 1.9% 31.00 0.9% 94% True False 1,095,620
10 3,390.75 3,292.00 98.75 2.9% 34.50 1.0% 96% True False 1,249,171
20 3,390.75 3,191.50 199.25 5.9% 42.25 1.2% 98% True False 1,394,191
40 3,390.75 2,983.50 407.25 12.0% 53.00 1.6% 99% True False 1,546,319
60 3,390.75 2,923.75 467.00 13.8% 60.50 1.8% 99% True False 1,311,694
80 3,390.75 2,751.50 639.25 18.9% 63.00 1.9% 99% True False 984,579
100 3,390.75 2,422.25 968.50 28.6% 71.00 2.1% 100% True False 788,904
120 3,390.75 2,165.50 1,225.25 36.2% 93.25 2.8% 100% True False 658,124
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,499.00
2.618 3,457.50
1.618 3,432.00
1.000 3,416.25
0.618 3,406.50
HIGH 3,390.75
0.618 3,381.00
0.500 3,378.00
0.382 3,375.00
LOW 3,365.25
0.618 3,349.50
1.000 3,339.75
1.618 3,324.00
2.618 3,298.50
4.250 3,257.00
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 3,384.00 3,381.50
PP 3,381.00 3,376.00
S1 3,378.00 3,370.50

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

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