E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 3,379.25 3,388.75 9.50 0.3% 3,347.00
High 3,390.75 3,395.75 5.00 0.1% 3,382.50
Low 3,365.25 3,365.50 0.25 0.0% 3,319.50
Close 3,387.00 3,372.75 -14.25 -0.4% 3,361.50
Range 25.50 30.25 4.75 18.6% 63.00
ATR 44.55 43.53 -1.02 -2.3% 0.00
Volume 1,019,552 1,368,420 348,868 34.2% 6,634,038
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,468.75 3,451.00 3,389.50
R3 3,438.50 3,420.75 3,381.00
R2 3,408.25 3,408.25 3,378.25
R1 3,390.50 3,390.50 3,375.50 3,384.25
PP 3,378.00 3,378.00 3,378.00 3,375.00
S1 3,360.25 3,360.25 3,370.00 3,354.00
S2 3,347.75 3,347.75 3,367.25
S3 3,317.50 3,330.00 3,364.50
S4 3,287.25 3,299.75 3,356.00
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 3,395.75 3,350.00 45.75 1.4% 25.75 0.8% 50% True False 1,087,561
10 3,395.75 3,300.50 95.25 2.8% 34.25 1.0% 76% True False 1,274,334
20 3,395.75 3,191.50 204.25 6.1% 41.50 1.2% 89% True False 1,394,900
40 3,395.75 2,983.50 412.25 12.2% 51.75 1.5% 94% True False 1,542,317
60 3,395.75 2,923.75 472.00 14.0% 59.75 1.8% 95% True False 1,334,406
80 3,395.75 2,751.50 644.25 19.1% 62.50 1.9% 96% True False 1,001,655
100 3,395.75 2,422.25 973.50 28.9% 70.25 2.1% 98% True False 802,455
120 3,395.75 2,165.50 1,230.25 36.5% 92.25 2.7% 98% True False 669,507
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,524.25
2.618 3,475.00
1.618 3,444.75
1.000 3,426.00
0.618 3,414.50
HIGH 3,395.75
0.618 3,384.25
0.500 3,380.50
0.382 3,377.00
LOW 3,365.50
0.618 3,346.75
1.000 3,335.25
1.618 3,316.50
2.618 3,286.25
4.250 3,237.00
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 3,380.50 3,380.25
PP 3,378.00 3,377.75
S1 3,375.50 3,375.25

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

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