E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 3,434.00 3,467.75 33.75 1.0% 3,354.25
High 3,472.75 3,487.75 15.00 0.4% 3,385.75
Low 3,426.75 3,454.50 27.75 0.8% 3,334.00
Close 3,469.75 3,474.75 5.00 0.1% 3,382.00
Range 46.00 33.25 -12.75 -27.7% 51.75
ATR 41.45 40.87 -0.59 -1.4% 0.00
Volume 4,147 5,435 1,288 31.1% 19,677
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,572.00 3,556.75 3,493.00
R3 3,538.75 3,523.50 3,484.00
R2 3,505.50 3,505.50 3,480.75
R1 3,490.25 3,490.25 3,477.75 3,498.00
PP 3,472.25 3,472.25 3,472.25 3,476.25
S1 3,457.00 3,457.00 3,471.75 3,464.50
S2 3,439.00 3,439.00 3,468.75
S3 3,405.75 3,423.75 3,465.50
S4 3,372.50 3,390.50 3,456.50
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,522.50 3,504.00 3,410.50
R3 3,470.75 3,452.25 3,396.25
R2 3,419.00 3,419.00 3,391.50
R1 3,400.50 3,400.50 3,386.75 3,409.75
PP 3,367.25 3,367.25 3,367.25 3,372.00
S1 3,348.75 3,348.75 3,377.25 3,358.00
S2 3,315.50 3,315.50 3,372.50
S3 3,263.75 3,297.00 3,367.75
S4 3,212.00 3,245.25 3,353.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,487.75 3,346.25 141.50 4.1% 36.25 1.0% 91% True False 4,408
10 3,487.75 3,334.00 153.75 4.4% 32.50 0.9% 92% True False 3,973
20 3,487.75 3,202.25 285.50 8.2% 36.00 1.0% 95% True False 4,212
40 3,487.75 3,085.50 402.25 11.6% 45.00 1.3% 97% True False 2,801
60 3,487.75 2,916.50 571.25 16.4% 57.25 1.6% 98% True False 2,526
80 3,487.75 2,745.75 742.00 21.4% 58.50 1.7% 98% True False 2,301
100 3,487.75 2,615.25 872.50 25.1% 63.00 1.8% 99% True False 2,171
120 3,487.75 2,168.25 1,319.50 38.0% 78.00 2.2% 99% True False 1,913
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,629.00
2.618 3,574.75
1.618 3,541.50
1.000 3,521.00
0.618 3,508.25
HIGH 3,487.75
0.618 3,475.00
0.500 3,471.00
0.382 3,467.25
LOW 3,454.50
0.618 3,434.00
1.000 3,421.25
1.618 3,400.75
2.618 3,367.50
4.250 3,313.25
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 3,473.50 3,466.25
PP 3,472.25 3,458.00
S1 3,471.00 3,449.50

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

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