E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 3,493.25 3,529.00 35.75 1.0% 3,398.75
High 3,530.00 3,587.00 57.00 1.6% 3,509.50
Low 3,484.25 3,526.25 42.00 1.2% 3,393.50
Close 3,527.00 3,579.25 52.25 1.5% 3,504.50
Range 45.75 60.75 15.00 32.8% 116.00
ATR 40.44 41.89 1.45 3.6% 0.00
Volume 1,283,622 1,853,078 569,456 44.4% 6,576,337
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,746.50 3,723.50 3,612.75
R3 3,685.75 3,662.75 3,596.00
R2 3,625.00 3,625.00 3,590.50
R1 3,602.00 3,602.00 3,584.75 3,613.50
PP 3,564.25 3,564.25 3,564.25 3,570.00
S1 3,541.25 3,541.25 3,573.75 3,552.75
S2 3,503.50 3,503.50 3,568.00
S3 3,442.75 3,480.50 3,562.50
S4 3,382.00 3,419.75 3,545.75
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 3,587.00 3,464.75 122.25 3.4% 40.75 1.1% 94% True False 1,491,662
10 3,587.00 3,344.75 242.25 6.8% 39.50 1.1% 97% True False 1,357,742
20 3,587.00 3,300.50 286.50 8.0% 37.00 1.0% 97% True False 1,316,038
40 3,587.00 3,105.25 481.75 13.5% 44.25 1.2% 98% True False 1,449,670
60 3,587.00 2,923.75 663.25 18.5% 57.00 1.6% 99% True False 1,554,747
80 3,587.00 2,751.50 835.50 23.3% 59.00 1.6% 99% True False 1,171,054
100 3,587.00 2,711.00 876.00 24.5% 62.00 1.7% 99% True False 937,391
120 3,587.00 2,165.50 1,421.50 39.7% 79.00 2.2% 99% True False 782,513
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.78
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 3,845.25
2.618 3,746.00
1.618 3,685.25
1.000 3,647.75
0.618 3,624.50
HIGH 3,587.00
0.618 3,563.75
0.500 3,556.50
0.382 3,549.50
LOW 3,526.25
0.618 3,488.75
1.000 3,465.50
1.618 3,428.00
2.618 3,367.25
4.250 3,268.00
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 3,571.75 3,564.75
PP 3,564.25 3,550.25
S1 3,556.50 3,535.50

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

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