E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 09-Sep-2020
Day Change Summary
Previous Current
08-Sep-2020 09-Sep-2020 Change Change % Previous Week
Open 3,410.00 3,305.00 -105.00 -3.1% 3,497.75
High 3,436.50 3,413.75 -22.75 -0.7% 3,576.25
Low 3,317.25 3,285.50 -31.75 -1.0% 3,337.50
Close 3,325.00 3,390.00 65.00 2.0% 3,407.25
Range 119.25 128.25 9.00 7.5% 238.75
ATR 60.68 65.51 4.83 8.0% 0.00
Volume 98,009 85,922 -12,087 -12.3% 119,608
Daily Pivots for day following 09-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,747.75 3,697.25 3,460.50
R3 3,619.50 3,569.00 3,425.25
R2 3,491.25 3,491.25 3,413.50
R1 3,440.75 3,440.75 3,401.75 3,466.00
PP 3,363.00 3,363.00 3,363.00 3,375.75
S1 3,312.50 3,312.50 3,378.25 3,337.75
S2 3,234.75 3,234.75 3,366.50
S3 3,106.50 3,184.25 3,354.75
S4 2,978.25 3,056.00 3,319.50
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 4,156.50 4,020.75 3,538.50
R3 3,917.75 3,782.00 3,473.00
R2 3,679.00 3,679.00 3,451.00
R1 3,543.25 3,543.25 3,429.25 3,491.75
PP 3,440.25 3,440.25 3,440.25 3,414.50
S1 3,304.50 3,304.50 3,385.25 3,253.00
S2 3,201.50 3,201.50 3,363.50
S3 2,962.75 3,065.75 3,341.50
S4 2,724.00 2,827.00 3,276.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,576.25 3,285.50 290.75 8.6% 121.00 3.6% 36% False True 56,843
10 3,576.25 3,285.50 290.75 8.6% 79.25 2.3% 36% False True 31,682
20 3,576.25 3,285.50 290.75 8.6% 56.00 1.6% 36% False True 17,908
40 3,576.25 3,178.00 398.25 11.7% 50.25 1.5% 53% False False 10,189
60 3,576.25 2,972.00 604.25 17.8% 57.25 1.7% 69% False False 7,510
80 3,576.25 2,838.00 738.25 21.8% 60.75 1.8% 75% False False 5,861
100 3,576.25 2,707.25 869.00 25.6% 62.75 1.9% 79% False False 5,153
120 3,576.25 2,168.25 1,408.00 41.5% 73.00 2.2% 87% False False 4,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 13.83
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,958.75
2.618 3,749.50
1.618 3,621.25
1.000 3,542.00
0.618 3,493.00
HIGH 3,413.75
0.618 3,364.75
0.500 3,349.50
0.382 3,334.50
LOW 3,285.50
0.618 3,206.25
1.000 3,157.25
1.618 3,078.00
2.618 2,949.75
4.250 2,740.50
Fisher Pivots for day following 09-Sep-2020
Pivot 1 day 3 day
R1 3,376.50 3,386.50
PP 3,363.00 3,383.00
S1 3,349.50 3,379.50

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

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