E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 18-Sep-2020
Day Change Summary
Previous Current
17-Sep-2020 18-Sep-2020 Change Change % Previous Week
Open 3,392.75 3,355.75 -37.00 -1.1% 3,350.00
High 3,396.50 3,374.25 -22.25 -0.7% 3,429.75
Low 3,320.50 3,341.75 21.25 0.6% 3,320.50
Close 3,361.50 3,353.60 -7.90 -0.2% 3,353.60
Range 76.00 32.50 -43.50 -57.2% 109.25
ATR 65.62 63.25 -2.37 -3.6% 0.00
Volume 384,917 39,684 -345,233 -89.7% 3,249,342
Daily Pivots for day following 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,454.00 3,436.25 3,371.50
R3 3,421.50 3,403.75 3,362.50
R2 3,389.00 3,389.00 3,359.50
R1 3,371.25 3,371.25 3,356.50 3,364.00
PP 3,356.50 3,356.50 3,356.50 3,352.75
S1 3,338.75 3,338.75 3,350.50 3,331.50
S2 3,324.00 3,324.00 3,347.75
S3 3,291.50 3,306.25 3,344.75
S4 3,259.00 3,273.75 3,335.75
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,695.75 3,634.00 3,413.75
R3 3,586.50 3,524.75 3,383.75
R2 3,477.25 3,477.25 3,373.75
R1 3,415.50 3,415.50 3,363.50 3,446.25
PP 3,368.00 3,368.00 3,368.00 3,383.50
S1 3,306.25 3,306.25 3,343.50 3,337.00
S2 3,258.75 3,258.75 3,333.50
S3 3,149.50 3,197.00 3,323.50
S4 3,040.25 3,087.75 3,293.50
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 3,320.50 109.25 3.3% 51.00 1.5% 30% False False 649,868
10 3,484.25 3,295.50 188.75 5.6% 80.25 2.4% 31% False False 1,519,690
20 3,587.00 3,295.50 291.50 8.7% 65.75 2.0% 20% False False 1,522,166
40 3,587.00 3,191.50 395.50 11.8% 53.00 1.6% 41% False False 1,446,005
60 3,587.00 2,983.50 603.50 18.0% 55.25 1.6% 61% False False 1,515,857
80 3,587.00 2,923.75 663.25 19.8% 60.75 1.8% 65% False False 1,396,291
100 3,587.00 2,751.50 835.50 24.9% 63.00 1.9% 72% False False 1,117,765
120 3,587.00 2,422.25 1,164.75 34.7% 68.25 2.0% 80% False False 932,350
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.05
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3,512.50
2.618 3,459.25
1.618 3,426.75
1.000 3,406.75
0.618 3,394.25
HIGH 3,374.25
0.618 3,361.75
0.500 3,358.00
0.382 3,354.25
LOW 3,341.75
0.618 3,321.75
1.000 3,309.25
1.618 3,289.25
2.618 3,256.75
4.250 3,203.50
Fisher Pivots for day following 18-Sep-2020
Pivot 1 day 3 day
R1 3,358.00 3,375.00
PP 3,356.50 3,368.00
S1 3,355.00 3,360.75

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

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