E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 20-Jul-2020

Day Change Summary
	Previous	Current
	17-Jul-2020	20-Jul-2020	Change	Change %	Previous Week
Open	3,185.00	3,204.75	19.75	0.6%	3,171.75
High	3,214.25	3,238.25	24.00	0.7%	3,222.00
Low	3,184.25	3,179.75	-4.50	-0.1%	3,108.50
Close	3,203.25	3,234.50	31.25	1.0%	3,203.25
Range	30.00	58.50	28.50	95.0%	113.50
ATR	65.54	65.04	-0.50	-0.8%	0.00
Volume	882	1,038	156	17.7%	7,901

Daily Pivots for day following 20-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,393.00	3,372.25	3,266.75
R3	3,334.50	3,313.75	3,250.50
R2	3,276.00	3,276.00	3,245.25
R1	3,255.25	3,255.25	3,239.75	3,265.50
PP	3,217.50	3,217.50	3,217.50	3,222.75
S1	3,196.75	3,196.75	3,229.25	3,207.00
S2	3,159.00	3,159.00	3,223.75
S3	3,100.50	3,138.25	3,218.50
S4	3,042.00	3,079.75	3,202.25

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	3,238.25	3,108.50	129.75	4.0%	48.25	1.5%	97%	True	False	1,497
10	3,238.25	3,095.00	143.25	4.4%	55.00	1.7%	97%	True	False	1,343
20	3,238.25	2,972.00	266.25	8.2%	66.25	2.0%	99%	True	False	2,000
40	3,238.25	2,891.00	347.25	10.7%	68.75	2.1%	99%	True	False	1,469
60	3,238.25	2,745.50	492.75	15.2%	68.75	2.1%	99%	True	False	1,870
80	3,238.25	2,393.25	845.00	26.1%	77.25	2.4%	100%	True	False	1,640
100	3,238.25	2,168.25	1,070.00	33.1%	90.50	2.8%	100%	True	False	1,343

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.48
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,487.00
2.618	3,391.50
1.618	3,333.00
1.000	3,296.75
0.618	3,274.50
HIGH	3,238.25
0.618	3,216.00
0.500	3,209.00
0.382	3,202.00
LOW	3,179.75
0.618	3,143.50
1.000	3,121.25
1.618	3,085.00
2.618	3,026.50
4.250	2,931.00

Fisher Pivots for day following 20-Jul-2020
Pivot	1 day	3 day
R1	3,226.00	3,225.75
PP	3,217.50	3,217.00
S1	3,209.00	3,208.00

Download as Excel Spreadsheet

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

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