E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 16-Jul-2020
Day Change Summary
Previous Current
15-Jul-2020 16-Jul-2020 Change Change % Previous Week
Open 3,199.00 3,212.50 13.50 0.4% 3,115.25
High 3,222.00 3,217.00 -5.00 -0.2% 3,173.50
Low 3,180.00 3,178.00 -2.00 -0.1% 3,095.00
Close 3,208.50 3,183.50 -25.00 -0.8% 3,167.50
Range 42.00 39.00 -3.00 -7.1% 78.50
ATR 70.47 68.22 -2.25 -3.2% 0.00
Volume 1,863 959 -904 -48.5% 5,478
Daily Pivots for day following 16-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,309.75 3,285.75 3,205.00
R3 3,270.75 3,246.75 3,194.25
R2 3,231.75 3,231.75 3,190.75
R1 3,207.75 3,207.75 3,187.00 3,200.25
PP 3,192.75 3,192.75 3,192.75 3,189.00
S1 3,168.75 3,168.75 3,180.00 3,161.25
S2 3,153.75 3,153.75 3,176.25
S3 3,114.75 3,129.75 3,172.75
S4 3,075.75 3,090.75 3,162.00
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 3,222.00 3,101.25 120.75 3.8% 61.50 1.9% 68% False False 1,709
10 3,222.00 3,085.50 136.50 4.3% 59.00 1.9% 72% False False 1,452
20 3,222.00 2,972.00 250.00 7.9% 68.75 2.2% 85% False False 2,093
40 3,222.00 2,891.00 331.00 10.4% 69.00 2.2% 88% False False 1,451
60 3,222.00 2,712.75 509.25 16.0% 69.50 2.2% 92% False False 1,840
80 3,222.00 2,234.00 988.00 31.0% 80.75 2.5% 96% False False 1,649
100 3,238.50 2,168.25 1,070.25 33.6% 91.50 2.9% 95% False False 1,324
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.55
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3,382.75
2.618 3,319.00
1.618 3,280.00
1.000 3,256.00
0.618 3,241.00
HIGH 3,217.00
0.618 3,202.00
0.500 3,197.50
0.382 3,193.00
LOW 3,178.00
0.618 3,154.00
1.000 3,139.00
1.618 3,115.00
2.618 3,076.00
4.250 3,012.25
Fisher Pivots for day following 16-Jul-2020
Pivot 1 day 3 day
R1 3,197.50 3,177.50
PP 3,192.75 3,171.25
S1 3,188.25 3,165.25

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

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