E-mini S&P 500 Future December 2020

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

Day Change Summary
	Previous	Current
	14-Aug-2020	17-Aug-2020	Change	Change %	Previous Week
Open	3,360.00	3,354.25	-5.75	-0.2%	3,333.00
High	3,369.00	3,372.00	3.00	0.1%	3,371.75
Low	3,339.00	3,354.25	15.25	0.5%	3,309.50
Close	3,351.00	3,369.25	18.25	0.5%	3,351.00
Range	30.00	17.75	-12.25	-40.8%	62.25
ATR	47.33	45.45	-1.88	-4.0%	0.00
Volume	936	1,629	693	74.0%	21,134

Daily Pivots for day following 17-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,418.50	3,411.50	3,379.00
R3	3,400.75	3,393.75	3,374.25
R2	3,383.00	3,383.00	3,372.50
R1	3,376.00	3,376.00	3,371.00	3,379.50
PP	3,365.25	3,365.25	3,365.25	3,367.00
S1	3,358.25	3,358.25	3,367.50	3,361.75
S2	3,347.50	3,347.50	3,366.00
S3	3,329.75	3,340.50	3,364.25
S4	3,312.00	3,322.75	3,359.50

Weekly Pivots for week ending 14-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,530.75	3,503.25	3,385.25
R3	3,468.50	3,441.00	3,368.00
R2	3,406.25	3,406.25	3,362.50
R1	3,378.75	3,378.75	3,356.75	3,392.50
PP	3,344.00	3,344.00	3,344.00	3,351.00
S1	3,316.50	3,316.50	3,345.25	3,330.25
S2	3,281.75	3,281.75	3,339.50
S3	3,219.50	3,254.25	3,334.00
S4	3,157.25	3,192.00	3,316.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,372.00	3,309.50	62.50	1.9%	37.25	1.1%	96%	True	False	3,740
10	3,372.00	3,260.75	111.25	3.3%	34.50	1.0%	98%	True	False	3,793
20	3,372.00	3,181.25	190.75	5.7%	42.25	1.3%	99%	True	False	2,921
40	3,372.00	2,972.00	400.00	11.9%	54.25	1.6%	99%	True	False	2,460
60	3,372.00	2,891.00	481.00	14.3%	60.00	1.8%	99%	True	False	1,953
80	3,372.00	2,745.50	626.50	18.6%	62.00	1.8%	100%	True	False	2,132
100	3,372.00	2,393.25	978.75	29.0%	70.25	2.1%	100%	True	False	1,896
120	3,372.00	2,168.25	1,203.75	35.7%	82.50	2.4%	100%	True	False	1,606

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	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.95
Narrowest range in 114 trading days

Fibonacci Retracements and Extensions
4.250	3,447.50
2.618	3,418.50
1.618	3,400.75
1.000	3,389.75
0.618	3,383.00
HIGH	3,372.00
0.618	3,365.25
0.500	3,363.00
0.382	3,361.00
LOW	3,354.25
0.618	3,343.25
1.000	3,336.50
1.618	3,325.50
2.618	3,307.75
4.250	3,278.75

Fisher Pivots for day following 17-Aug-2020
Pivot	1 day	3 day
R1	3,367.25	3,364.75
PP	3,365.25	3,360.00
S1	3,363.00	3,355.50

Download as Excel Spreadsheet

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

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