E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	3,057.00	3,096.00	39.00	1.3%	3,181.50
High	3,145.75	3,135.75	-10.00	-0.3%	3,210.75
Low	3,052.75	3,086.00	33.25	1.1%	2,963.00
Close	3,109.50	3,098.25	-11.25	-0.4%	3,015.00
Range	93.00	49.75	-43.25	-46.5%	247.75
ATR	80.81	78.59	-2.22	-2.7%	0.00
Volume	3,198	790	-2,408	-75.3%	6,395

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,256.00	3,226.75	3,125.50
R3	3,206.25	3,177.00	3,112.00
R2	3,156.50	3,156.50	3,107.25
R1	3,127.25	3,127.25	3,102.75	3,142.00
PP	3,106.75	3,106.75	3,106.75	3,114.00
S1	3,077.50	3,077.50	3,093.75	3,092.00
S2	3,057.00	3,057.00	3,089.25
S3	3,007.25	3,027.75	3,084.50
S4	2,957.50	2,978.00	3,071.00

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,806.25	3,658.25	3,151.25
R3	3,558.50	3,410.50	3,083.25
R2	3,310.75	3,310.75	3,060.50
R1	3,162.75	3,162.75	3,037.75	3,113.00
PP	3,063.00	3,063.00	3,063.00	3,038.00
S1	2,915.00	2,915.00	2,992.25	2,865.00
S2	2,815.25	2,815.25	2,969.50
S3	2,567.50	2,667.25	2,946.75
S4	2,319.75	2,419.50	2,878.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,167.75	2,916.50	251.25	8.1%	116.00	3.7%	72%	False	False	1,279
10	3,210.75	2,916.50	294.25	9.5%	85.25	2.7%	62%	False	False	1,218
20	3,210.75	2,891.00	319.75	10.3%	69.50	2.2%	65%	False	False	810
40	3,210.75	2,712.75	498.00	16.1%	70.00	2.3%	77%	False	False	1,714
60	3,210.75	2,234.00	976.75	31.5%	84.75	2.7%	88%	False	False	1,501
80	3,238.50	2,168.25	1,070.25	34.5%	97.25	3.1%	87%	False	False	1,132

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	14.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,347.25
2.618	3,266.00
1.618	3,216.25
1.000	3,185.50
0.618	3,166.50
HIGH	3,135.75
0.618	3,116.75
0.500	3,111.00
0.382	3,105.00
LOW	3,086.00
0.618	3,055.25
1.000	3,036.25
1.618	3,005.50
2.618	2,955.75
4.250	2,874.50

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	3,111.00	3,076.00
PP	3,106.75	3,053.50
S1	3,102.50	3,031.00

Download as Excel Spreadsheet

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

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