E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 15-Sep-2020

Day Change Summary
	Previous	Current
	14-Sep-2020	15-Sep-2020	Change	Change %	Previous Week
Open	3,350.00	3,379.50	29.50	0.9%	3,420.50
High	3,402.75	3,419.00	16.25	0.5%	3,447.00
Low	3,345.50	3,376.00	30.50	0.9%	3,295.50
Close	3,382.50	3,405.25	22.75	0.7%	3,333.75
Range	57.25	43.00	-14.25	-24.9%	151.50
ATR	68.08	66.28	-1.79	-2.6%	0.00
Volume	1,378,626	874,366	-504,260	-36.6%	8,953,196

Daily Pivots for day following 15-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,529.00	3,510.25	3,429.00
R3	3,486.00	3,467.25	3,417.00
R2	3,443.00	3,443.00	3,413.25
R1	3,424.25	3,424.25	3,409.25	3,433.50
PP	3,400.00	3,400.00	3,400.00	3,404.75
S1	3,381.25	3,381.25	3,401.25	3,390.50
S2	3,357.00	3,357.00	3,397.25
S3	3,314.00	3,338.25	3,393.50
S4	3,271.00	3,295.25	3,381.50

Weekly Pivots for week ending 11-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,813.25	3,725.00	3,417.00
R3	3,661.75	3,573.50	3,375.50
R2	3,510.25	3,510.25	3,361.50
R1	3,422.00	3,422.00	3,347.75	3,390.50
PP	3,358.75	3,358.75	3,358.75	3,343.00
S1	3,270.50	3,270.50	3,319.75	3,239.00
S2	3,207.25	3,207.25	3,306.00
S3	3,055.75	3,119.00	3,292.00
S4	2,904.25	2,967.50	3,250.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,424.25	3,295.50	128.75	3.8%	78.50	2.3%	85%	False	False	1,694,648
10	3,587.00	3,295.50	291.50	8.6%	91.75	2.7%	38%	False	False	2,020,958
20	3,587.00	3,295.50	291.50	8.6%	63.00	1.9%	38%	False	False	1,651,914
40	3,587.00	3,191.50	395.50	11.6%	53.00	1.6%	54%	False	False	1,534,162
60	3,587.00	2,983.50	603.50	17.7%	57.50	1.7%	70%	False	False	1,587,730
80	3,587.00	2,895.50	691.50	20.3%	61.50	1.8%	74%	False	False	1,384,039
100	3,587.00	2,748.75	838.25	24.6%	63.50	1.9%	78%	False	False	1,107,890
120	3,587.00	2,397.25	1,189.75	34.9%	71.50	2.1%	85%	False	False	924,317

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	16.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3,601.75
2.618	3,531.50
1.618	3,488.50
1.000	3,462.00
0.618	3,445.50
HIGH	3,419.00
0.618	3,402.50
0.500	3,397.50
0.382	3,392.50
LOW	3,376.00
0.618	3,349.50
1.000	3,333.00
1.618	3,306.50
2.618	3,263.50
4.250	3,193.25

Fisher Pivots for day following 15-Sep-2020
Pivot	1 day	3 day
R1	3,402.75	3,391.50
PP	3,400.00	3,377.75
S1	3,397.50	3,364.00

Download as Excel Spreadsheet

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

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