E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 24-Aug-2020

Day Change Summary
	Previous	Current
	21-Aug-2020	24-Aug-2020	Change	Change %	Previous Week
Open	3,383.50	3,398.75	15.25	0.5%	3,366.00
High	3,396.25	3,429.50	33.25	1.0%	3,396.25
Low	3,356.75	3,393.50	36.75	1.1%	3,344.75
Close	3,392.50	3,427.50	35.00	1.0%	3,392.50
Range	39.50	36.00	-3.50	-8.9%	51.50
ATR	43.15	42.72	-0.44	-1.0%	0.00
Volume	1,221,450	1,282,950	61,500	5.0%	5,572,060

Daily Pivots for day following 24-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,524.75	3,512.25	3,447.25
R3	3,488.75	3,476.25	3,437.50
R2	3,452.75	3,452.75	3,434.00
R1	3,440.25	3,440.25	3,430.75	3,446.50
PP	3,416.75	3,416.75	3,416.75	3,420.00
S1	3,404.25	3,404.25	3,424.25	3,410.50
S2	3,380.75	3,380.75	3,421.00
S3	3,344.75	3,368.25	3,417.50
S4	3,308.75	3,332.25	3,407.75

Weekly Pivots for week ending 21-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,532.25	3,514.00	3,420.75
R3	3,480.75	3,462.50	3,406.75
R2	3,429.25	3,429.25	3,402.00
R1	3,411.00	3,411.00	3,397.25	3,420.00
PP	3,377.75	3,377.75	3,377.75	3,382.50
S1	3,359.50	3,359.50	3,387.75	3,368.50
S2	3,326.25	3,326.25	3,383.00
S3	3,274.75	3,308.00	3,378.25
S4	3,223.25	3,256.50	3,364.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,429.50	3,344.75	84.75	2.5%	34.75	1.0%	98%	True	False	1,219,141
10	3,429.50	3,319.50	110.00	3.2%	36.25	1.1%	98%	True	False	1,228,729
20	3,429.50	3,195.00	234.50	6.8%	39.50	1.2%	99%	True	False	1,342,021
40	3,429.50	2,983.50	446.00	13.0%	47.75	1.4%	100%	True	False	1,470,921
60	3,429.50	2,923.75	505.75	14.8%	58.50	1.7%	100%	True	False	1,395,716
80	3,429.50	2,751.50	678.00	19.8%	60.75	1.8%	100%	True	False	1,047,910
100	3,429.50	2,422.25	1,007.25	29.4%	67.50	2.0%	100%	True	False	839,174
120	3,429.50	2,165.50	1,264.00	36.9%	89.00	2.6%	100%	True	False	700,366

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.80
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,582.50
2.618	3,523.75
1.618	3,487.75
1.000	3,465.50
0.618	3,451.75
HIGH	3,429.50
0.618	3,415.75
0.500	3,411.50
0.382	3,407.25
LOW	3,393.50
0.618	3,371.25
1.000	3,357.50
1.618	3,335.25
2.618	3,299.25
4.250	3,240.50

Fisher Pivots for day following 24-Aug-2020
Pivot	1 day	3 day
R1	3,422.25	3,414.00
PP	3,416.75	3,400.50
S1	3,411.50	3,387.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols