E-mini S&P 500 Future September 2020

Trading Metrics calculated at close of trading on 16-Sep-2020

Day Change Summary
	Previous	Current
	15-Sep-2020	16-Sep-2020	Change	Change %	Previous Week
Open	3,379.50	3,405.00	25.50	0.8%	3,420.50
High	3,419.00	3,429.75	10.75	0.3%	3,447.00
Low	3,376.00	3,384.00	8.00	0.2%	3,295.50
Close	3,405.25	3,389.50	-15.75	-0.5%	3,333.75
Range	43.00	45.75	2.75	6.4%	151.50
ATR	66.28	64.82	-1.47	-2.2%	0.00
Volume	874,366	571,749	-302,617	-34.6%	8,953,196

Daily Pivots for day following 16-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,538.25	3,509.75	3,414.75
R3	3,492.50	3,464.00	3,402.00
R2	3,446.75	3,446.75	3,398.00
R1	3,418.25	3,418.25	3,393.75	3,409.50
PP	3,401.00	3,401.00	3,401.00	3,396.75
S1	3,372.50	3,372.50	3,385.25	3,364.00
S2	3,355.25	3,355.25	3,381.00
S3	3,309.50	3,326.75	3,377.00
S4	3,263.75	3,281.00	3,364.25

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	3,429.75	3,308.75	121.00	3.6%	61.75	1.8%	67%	True	False	1,406,771
10	3,587.00	3,295.50	291.50	8.6%	91.75	2.7%	32%	False	False	1,949,771
20	3,587.00	3,295.50	291.50	8.6%	64.00	1.9%	32%	False	False	1,629,523
40	3,587.00	3,191.50	395.50	11.7%	53.25	1.6%	50%	False	False	1,511,857
60	3,587.00	2,983.50	603.50	17.8%	56.75	1.7%	67%	False	False	1,574,054
80	3,587.00	2,923.75	663.25	19.6%	61.25	1.8%	70%	False	False	1,391,151
100	3,587.00	2,751.50	835.50	24.6%	63.25	1.9%	76%	False	False	1,113,568
120	3,587.00	2,422.25	1,164.75	34.4%	70.00	2.1%	83%	False	False	929,007

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	17.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,624.25
2.618	3,549.50
1.618	3,503.75
1.000	3,475.50
0.618	3,458.00
HIGH	3,429.75
0.618	3,412.25
0.500	3,407.00
0.382	3,401.50
LOW	3,384.00
0.618	3,355.75
1.000	3,338.25
1.618	3,310.00
2.618	3,264.25
4.250	3,189.50

Fisher Pivots for day following 16-Sep-2020
Pivot	1 day	3 day
R1	3,407.00	3,389.00
PP	3,401.00	3,388.25
S1	3,395.25	3,387.50

Download as Excel Spreadsheet

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

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