E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 23-Mar-2020
Day Change Summary
Previous Current
20-Mar-2020 23-Mar-2020 Change Change % Previous Week
Open 2,412.50 2,222.25 -190.25 -7.9% 2,400.00
High 2,426.75 2,367.25 -59.50 -2.5% 2,497.25
Low 2,245.25 2,168.25 -77.00 -3.4% 2,245.25
Close 2,274.25 2,214.25 -60.00 -2.6% 2,274.25
Range 181.50 199.00 17.50 9.6% 252.00
ATR 152.94 156.23 3.29 2.2% 0.00
Volume 15 40 25 166.7% 27
Daily Pivots for day following 23-Mar-2020
Classic Woodie Camarilla DeMark
R4 2,847.00 2,729.50 2,323.75
R3 2,648.00 2,530.50 2,269.00
R2 2,449.00 2,449.00 2,250.75
R1 2,331.50 2,331.50 2,232.50 2,290.75
PP 2,250.00 2,250.00 2,250.00 2,229.50
S1 2,132.50 2,132.50 2,196.00 2,091.75
S2 2,051.00 2,051.00 2,177.75
S3 1,852.00 1,933.50 2,159.50
S4 1,653.00 1,734.50 2,104.75
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,095.00 2,936.50 2,412.75
R3 2,843.00 2,684.50 2,343.50
R2 2,591.00 2,591.00 2,320.50
R1 2,432.50 2,432.50 2,297.25 2,385.75
PP 2,339.00 2,339.00 2,339.00 2,315.50
S1 2,180.50 2,180.50 2,251.25 2,133.75
S2 2,087.00 2,087.00 2,228.00
S3 1,835.00 1,928.50 2,205.00
S4 1,583.00 1,676.50 2,135.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,489.00 2,168.25 320.75 14.5% 152.25 6.9% 14% False True 12
10 2,845.75 2,168.25 677.50 30.6% 169.50 7.7% 7% False True 11
20 3,238.50 2,168.25 1,070.25 48.3% 134.75 6.1% 4% False True 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,213.00
2.618 2,888.25
1.618 2,689.25
1.000 2,566.25
0.618 2,490.25
HIGH 2,367.25
0.618 2,291.25
0.500 2,267.75
0.382 2,244.25
LOW 2,168.25
0.618 2,045.25
1.000 1,969.25
1.618 1,846.25
2.618 1,647.25
4.250 1,322.50
Fisher Pivots for day following 23-Mar-2020
Pivot 1 day 3 day
R1 2,267.75 2,299.00
PP 2,250.00 2,270.75
S1 2,232.00 2,242.50

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

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