E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 10-Jul-2020
Day Change Summary
Previous Current
09-Jul-2020 10-Jul-2020 Change Change % Previous Week
Open 3,158.50 3,138.00 -20.50 -0.6% 3,115.25
High 3,160.00 3,170.00 10.00 0.3% 3,173.50
Low 3,095.00 3,101.25 6.25 0.2% 3,095.00
Close 3,130.50 3,167.50 37.00 1.2% 3,167.50
Range 65.00 68.75 3.75 5.8% 78.50
ATR 71.27 71.09 -0.18 -0.3% 0.00
Volume 988 1,527 539 54.6% 5,478
Daily Pivots for day following 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,352.50 3,328.75 3,205.25
R3 3,283.75 3,260.00 3,186.50
R2 3,215.00 3,215.00 3,180.00
R1 3,191.25 3,191.25 3,173.75 3,203.00
PP 3,146.25 3,146.25 3,146.25 3,152.25
S1 3,122.50 3,122.50 3,161.25 3,134.50
S2 3,077.50 3,077.50 3,155.00
S3 3,008.75 3,053.75 3,148.50
S4 2,940.00 2,985.00 3,129.75
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,380.75 3,352.75 3,210.75
R3 3,302.25 3,274.25 3,189.00
R2 3,223.75 3,223.75 3,182.00
R1 3,195.75 3,195.75 3,174.75 3,209.75
PP 3,145.25 3,145.25 3,145.25 3,152.50
S1 3,117.25 3,117.25 3,160.25 3,131.25
S2 3,066.75 3,066.75 3,153.00
S3 2,988.25 3,038.75 3,146.00
S4 2,909.75 2,960.25 3,124.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,173.50 3,095.00 78.50 2.5% 58.50 1.8% 92% False False 1,095
10 3,173.50 2,972.00 201.50 6.4% 63.25 2.0% 97% False False 1,916
20 3,173.50 2,916.50 257.00 8.1% 76.25 2.4% 98% False False 2,006
40 3,210.75 2,745.75 465.00 14.7% 71.00 2.2% 91% False False 1,932
60 3,210.75 2,707.25 503.50 15.9% 71.00 2.2% 91% False False 1,756
80 3,210.75 2,168.25 1,042.50 32.9% 85.75 2.7% 96% False False 1,562
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.45
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3,462.25
2.618 3,350.00
1.618 3,281.25
1.000 3,238.75
0.618 3,212.50
HIGH 3,170.00
0.618 3,143.75
0.500 3,135.50
0.382 3,127.50
LOW 3,101.25
0.618 3,058.75
1.000 3,032.50
1.618 2,990.00
2.618 2,921.25
4.250 2,809.00
Fisher Pivots for day following 10-Jul-2020
Pivot 1 day 3 day
R1 3,157.00 3,155.75
PP 3,146.25 3,144.25
S1 3,135.50 3,132.50

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

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