E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 2,850.00 2,774.25 -75.75 -2.7% 2,822.25
High 2,862.50 2,819.50 -43.00 -1.5% 2,947.75
Low 2,797.50 2,758.50 -39.00 -1.4% 2,797.50
Close 2,807.25 2,810.50 3.25 0.1% 2,807.25
Range 65.00 61.00 -4.00 -6.2% 150.25
ATR 101.21 98.34 -2.87 -2.8% 0.00
Volume 815 20,052 19,237 2,360.4% 2,537
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 2,979.25 2,955.75 2,844.00
R3 2,918.25 2,894.75 2,827.25
R2 2,857.25 2,857.25 2,821.75
R1 2,833.75 2,833.75 2,816.00 2,845.50
PP 2,796.25 2,796.25 2,796.25 2,802.00
S1 2,772.75 2,772.75 2,805.00 2,784.50
S2 2,735.25 2,735.25 2,799.25
S3 2,674.25 2,711.75 2,793.75
S4 2,613.25 2,650.75 2,777.00
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 3,301.50 3,204.75 2,890.00
R3 3,151.25 3,054.50 2,848.50
R2 3,001.00 3,001.00 2,834.75
R1 2,904.25 2,904.25 2,821.00 2,877.50
PP 2,850.75 2,850.75 2,850.75 2,837.50
S1 2,754.00 2,754.00 2,793.50 2,727.25
S2 2,700.50 2,700.50 2,779.75
S3 2,550.25 2,603.75 2,766.00
S4 2,400.00 2,453.50 2,724.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,947.75 2,758.50 189.25 6.7% 72.75 2.6% 27% False True 4,370
10 2,947.75 2,707.25 240.50 8.6% 75.75 2.7% 43% False False 2,362
20 2,947.75 2,539.25 408.50 14.5% 84.50 3.0% 66% False False 1,668
40 2,947.75 2,168.25 779.50 27.7% 117.25 4.2% 82% False False 1,129
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 17.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3,078.75
2.618 2,979.25
1.618 2,918.25
1.000 2,880.50
0.618 2,857.25
HIGH 2,819.50
0.618 2,796.25
0.500 2,789.00
0.382 2,781.75
LOW 2,758.50
0.618 2,720.75
1.000 2,697.50
1.618 2,659.75
2.618 2,598.75
4.250 2,499.25
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 2,803.25 2,853.00
PP 2,796.25 2,839.00
S1 2,789.00 2,824.75

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

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