E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 3,212.50 3,185.00 -27.50 -0.9% 3,171.75
High 3,217.00 3,214.25 -2.75 -0.1% 3,222.00
Low 3,178.00 3,184.25 6.25 0.2% 3,108.50
Close 3,183.50 3,203.25 19.75 0.6% 3,203.25
Range 39.00 30.00 -9.00 -23.1% 113.50
ATR 68.22 65.54 -2.68 -3.9% 0.00
Volume 959 882 -77 -8.0% 7,901
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,290.50 3,277.00 3,219.75
R3 3,260.50 3,247.00 3,211.50
R2 3,230.50 3,230.50 3,208.75
R1 3,217.00 3,217.00 3,206.00 3,223.75
PP 3,200.50 3,200.50 3,200.50 3,204.00
S1 3,187.00 3,187.00 3,200.50 3,193.75
S2 3,170.50 3,170.50 3,197.75
S3 3,140.50 3,157.00 3,195.00
S4 3,110.50 3,127.00 3,186.75
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 3,518.50 3,474.25 3,265.75
R3 3,405.00 3,360.75 3,234.50
R2 3,291.50 3,291.50 3,224.00
R1 3,247.25 3,247.25 3,213.75 3,269.50
PP 3,178.00 3,178.00 3,178.00 3,189.00
S1 3,133.75 3,133.75 3,192.75 3,156.00
S2 3,064.50 3,064.50 3,182.50
S3 2,951.00 3,020.25 3,172.00
S4 2,837.50 2,906.75 3,140.75
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 3,108.50 113.50 3.5% 53.75 1.7% 83% False False 1,580
10 3,222.00 3,095.00 127.00 4.0% 56.00 1.7% 85% False False 1,337
20 3,222.00 2,972.00 250.00 7.8% 67.50 2.1% 93% False False 2,026
40 3,222.00 2,891.00 331.00 10.3% 68.25 2.1% 94% False False 1,448
60 3,222.00 2,745.50 476.50 14.9% 68.75 2.1% 96% False False 1,854
80 3,222.00 2,381.75 840.25 26.2% 78.50 2.5% 98% False False 1,647
100 3,222.00 2,168.25 1,053.75 32.9% 90.75 2.8% 98% False False 1,333
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.95
Narrowest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 3,341.75
2.618 3,292.75
1.618 3,262.75
1.000 3,244.25
0.618 3,232.75
HIGH 3,214.25
0.618 3,202.75
0.500 3,199.25
0.382 3,195.75
LOW 3,184.25
0.618 3,165.75
1.000 3,154.25
1.618 3,135.75
2.618 3,105.75
4.250 3,056.75
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 3,202.00 3,202.25
PP 3,200.50 3,201.00
S1 3,199.25 3,200.00

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

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