E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 2,902.75 2,903.75 1.00 0.0% 2,774.25
High 2,930.25 2,921.50 -8.75 -0.3% 2,916.00
Low 2,875.00 2,824.25 -50.75 -1.8% 2,758.50
Close 2,908.00 2,837.50 -70.50 -2.4% 2,913.00
Range 55.25 97.25 42.00 76.0% 157.50
ATR 85.57 86.41 0.83 1.0% 0.00
Volume 41 478 437 1,065.9% 21,286
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 3,152.75 3,092.50 2,891.00
R3 3,055.50 2,995.25 2,864.25
R2 2,958.25 2,958.25 2,855.25
R1 2,898.00 2,898.00 2,846.50 2,879.50
PP 2,861.00 2,861.00 2,861.00 2,852.00
S1 2,800.75 2,800.75 2,828.50 2,782.25
S2 2,763.75 2,763.75 2,819.75
S3 2,666.50 2,703.50 2,810.75
S4 2,569.25 2,606.25 2,784.00
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 3,335.00 3,281.50 2,999.50
R3 3,177.50 3,124.00 2,956.25
R2 3,020.00 3,020.00 2,942.00
R1 2,966.50 2,966.50 2,927.50 2,993.25
PP 2,862.50 2,862.50 2,862.50 2,876.00
S1 2,809.00 2,809.00 2,898.50 2,835.75
S2 2,705.00 2,705.00 2,884.00
S3 2,547.50 2,651.50 2,869.75
S4 2,390.00 2,494.00 2,826.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,930.25 2,810.50 119.75 4.2% 61.25 2.2% 23% False False 292
10 2,947.75 2,758.50 189.25 6.7% 66.50 2.3% 42% False False 2,329
20 2,947.75 2,707.25 240.50 8.5% 70.25 2.5% 54% False False 1,422
40 2,947.75 2,168.25 779.50 27.5% 101.25 3.6% 86% False False 1,171
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.35
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3,334.75
2.618 3,176.00
1.618 3,078.75
1.000 3,018.75
0.618 2,981.50
HIGH 2,921.50
0.618 2,884.25
0.500 2,873.00
0.382 2,861.50
LOW 2,824.25
0.618 2,764.25
1.000 2,727.00
1.618 2,667.00
2.618 2,569.75
4.250 2,411.00
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 2,873.00 2,877.25
PP 2,861.00 2,864.00
S1 2,849.25 2,850.75

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

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