E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 07-Apr-2020
Day Change Summary
Previous Current
06-Apr-2020 07-Apr-2020 Change Change % Previous Week
Open 2,550.00 2,640.00 90.00 3.5% 2,467.00
High 2,660.75 2,742.00 81.25 3.1% 2,627.75
Low 2,539.25 2,620.25 81.00 3.2% 2,422.50
Close 2,638.75 2,633.75 -5.00 -0.2% 2,478.00
Range 121.50 121.75 0.25 0.2% 205.25
ATR 147.90 146.03 -1.87 -1.3% 0.00
Volume 663 928 265 40.0% 8,244
Daily Pivots for day following 07-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,030.50 2,954.00 2,700.75
R3 2,908.75 2,832.25 2,667.25
R2 2,787.00 2,787.00 2,656.00
R1 2,710.50 2,710.50 2,645.00 2,688.00
PP 2,665.25 2,665.25 2,665.25 2,654.00
S1 2,588.75 2,588.75 2,622.50 2,566.00
S2 2,543.50 2,543.50 2,611.50
S3 2,421.75 2,467.00 2,600.25
S4 2,300.00 2,345.25 2,566.75
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,125.25 3,006.75 2,591.00
R3 2,920.00 2,801.50 2,534.50
R2 2,714.75 2,714.75 2,515.75
R1 2,596.25 2,596.25 2,496.75 2,655.50
PP 2,509.50 2,509.50 2,509.50 2,539.00
S1 2,391.00 2,391.00 2,459.25 2,450.25
S2 2,304.25 2,304.25 2,440.25
S3 2,099.00 2,185.75 2,421.50
S4 1,893.75 1,980.50 2,365.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,742.00 2,422.50 319.50 12.1% 105.00 4.0% 66% True False 1,743
10 2,742.00 2,381.75 360.25 13.7% 127.50 4.8% 70% True False 1,224
20 2,790.00 2,168.25 621.75 23.6% 150.75 5.7% 75% False False 668
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 27.08
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,259.50
2.618 3,060.75
1.618 2,939.00
1.000 2,863.75
0.618 2,817.25
HIGH 2,742.00
0.618 2,695.50
0.500 2,681.00
0.382 2,666.75
LOW 2,620.25
0.618 2,545.00
1.000 2,498.50
1.618 2,423.25
2.618 2,301.50
4.250 2,102.75
Fisher Pivots for day following 07-Apr-2020
Pivot 1 day 3 day
R1 2,681.00 2,620.50
PP 2,665.25 2,607.25
S1 2,649.50 2,594.00

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

View Archives - Comment on this page... - Back to Index of Symbols