E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 2,467.00 2,607.75 140.75 5.7% 2,222.25
High 2,611.75 2,627.75 16.00 0.6% 2,622.00
Low 2,448.75 2,552.25 103.50 4.2% 2,168.25
Close 2,604.00 2,564.50 -39.50 -1.5% 2,513.75
Range 163.00 75.50 -87.50 -53.7% 453.75
ATR 162.50 156.28 -6.21 -3.8% 0.00
Volume 186 930 744 400.0% 3,482
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 2,808.00 2,761.75 2,606.00
R3 2,732.50 2,686.25 2,585.25
R2 2,657.00 2,657.00 2,578.25
R1 2,610.75 2,610.75 2,571.50 2,596.00
PP 2,581.50 2,581.50 2,581.50 2,574.25
S1 2,535.25 2,535.25 2,557.50 2,520.50
S2 2,506.00 2,506.00 2,550.75
S3 2,430.50 2,459.75 2,543.75
S4 2,355.00 2,384.25 2,523.00
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,796.00 3,608.50 2,763.25
R3 3,342.25 3,154.75 2,638.50
R2 2,888.50 2,888.50 2,597.00
R1 2,701.00 2,701.00 2,555.25 2,794.75
PP 2,434.75 2,434.75 2,434.75 2,481.50
S1 2,247.25 2,247.25 2,472.25 2,341.00
S2 1,981.00 1,981.00 2,430.50
S3 1,527.25 1,793.50 2,389.00
S4 1,073.50 1,339.75 2,264.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,627.75 2,381.75 246.00 9.6% 150.00 5.8% 74% True False 704
10 2,627.75 2,168.25 459.50 17.9% 159.50 6.2% 86% True False 461
20 3,093.00 2,168.25 924.75 36.1% 147.75 5.8% 43% False False 239
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 32.20
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2,948.50
2.618 2,825.50
1.618 2,750.00
1.000 2,703.25
0.618 2,674.50
HIGH 2,627.75
0.618 2,599.00
0.500 2,590.00
0.382 2,581.00
LOW 2,552.25
0.618 2,505.50
1.000 2,476.75
1.618 2,430.00
2.618 2,354.50
4.250 2,231.50
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 2,590.00 2,555.75
PP 2,581.50 2,547.00
S1 2,573.00 2,538.25

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

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