E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 3,488.00 3,508.50 20.50 0.6% 3,398.75
High 3,509.50 3,524.50 15.00 0.4% 3,509.50
Low 3,480.75 3,490.00 9.25 0.3% 3,393.50
Close 3,504.50 3,499.00 -5.50 -0.2% 3,504.50
Range 28.75 34.50 5.75 20.0% 116.00
ATR 40.46 40.03 -0.43 -1.1% 0.00
Volume 1,248,430 1,439,600 191,170 15.3% 6,576,337
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,608.00 3,588.00 3,518.00
R3 3,573.50 3,553.50 3,508.50
R2 3,539.00 3,539.00 3,505.25
R1 3,519.00 3,519.00 3,502.25 3,511.75
PP 3,504.50 3,504.50 3,504.50 3,501.00
S1 3,484.50 3,484.50 3,495.75 3,477.25
S2 3,470.00 3,470.00 3,492.75
S3 3,435.50 3,450.00 3,489.50
S4 3,401.00 3,415.50 3,480.00
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,817.25 3,776.75 3,568.25
R3 3,701.25 3,660.75 3,536.50
R2 3,585.25 3,585.25 3,525.75
R1 3,544.75 3,544.75 3,515.25 3,565.00
PP 3,469.25 3,469.25 3,469.25 3,479.25
S1 3,428.75 3,428.75 3,493.75 3,449.00
S2 3,353.25 3,353.25 3,483.25
S3 3,237.25 3,312.75 3,472.50
S4 3,121.25 3,196.75 3,440.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,524.50 3,421.75 102.75 2.9% 34.00 1.0% 75% True False 1,346,597
10 3,524.50 3,344.75 179.75 5.1% 34.50 1.0% 86% True False 1,282,869
20 3,524.50 3,271.00 253.50 7.2% 34.50 1.0% 90% True False 1,272,306
40 3,524.50 3,105.25 419.25 12.0% 44.00 1.3% 94% True False 1,442,779
60 3,524.50 2,923.75 600.75 17.2% 56.75 1.6% 96% True False 1,505,532
80 3,524.50 2,751.50 773.00 22.1% 59.00 1.7% 97% True False 1,131,910
100 3,524.50 2,695.75 828.75 23.7% 63.00 1.8% 97% True False 906,094
120 3,524.50 2,165.50 1,359.00 38.8% 83.50 2.4% 98% True False 756,425
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,671.00
2.618 3,614.75
1.618 3,580.25
1.000 3,559.00
0.618 3,545.75
HIGH 3,524.50
0.618 3,511.25
0.500 3,507.25
0.382 3,503.25
LOW 3,490.00
0.618 3,468.75
1.000 3,455.50
1.618 3,434.25
2.618 3,399.75
4.250 3,343.50
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 3,507.25 3,497.50
PP 3,504.50 3,496.00
S1 3,501.75 3,494.50

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

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