E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 3,305.00 3,386.50 81.50 2.5% 3,497.75
High 3,413.75 3,414.00 0.25 0.0% 3,576.25
Low 3,285.50 3,316.75 31.25 1.0% 3,337.50
Close 3,390.00 3,330.00 -60.00 -1.8% 3,407.25
Range 128.25 97.25 -31.00 -24.2% 238.75
ATR 65.51 67.77 2.27 3.5% 0.00
Volume 85,922 544,080 458,158 533.2% 119,608
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,645.25 3,585.00 3,383.50
R3 3,548.00 3,487.75 3,356.75
R2 3,450.75 3,450.75 3,347.75
R1 3,390.50 3,390.50 3,339.00 3,372.00
PP 3,353.50 3,353.50 3,353.50 3,344.50
S1 3,293.25 3,293.25 3,321.00 3,274.75
S2 3,256.25 3,256.25 3,312.25
S3 3,159.00 3,196.00 3,303.25
S4 3,061.75 3,098.75 3,276.50
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 8.7% 128.50 3.9% 15% False False 161,897
10 3,576.25 3,285.50 290.75 8.7% 84.50 2.5% 15% False False 85,675
20 3,576.25 3,285.50 290.75 8.7% 58.00 1.7% 15% False False 44,943
40 3,576.25 3,178.00 398.25 12.0% 51.50 1.5% 38% False False 23,744
60 3,576.25 2,972.00 604.25 18.1% 57.50 1.7% 59% False False 16,524
80 3,576.25 2,891.00 685.25 20.6% 60.50 1.8% 64% False False 12,609
100 3,576.25 2,707.25 869.00 26.1% 63.00 1.9% 72% False False 10,593
120 3,576.25 2,168.25 1,408.00 42.3% 72.25 2.2% 83% False False 9,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 15.85
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,827.25
2.618 3,668.50
1.618 3,571.25
1.000 3,511.25
0.618 3,474.00
HIGH 3,414.00
0.618 3,376.75
0.500 3,365.50
0.382 3,354.00
LOW 3,316.75
0.618 3,256.75
1.000 3,219.50
1.618 3,159.50
2.618 3,062.25
4.250 2,903.50
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 3,365.50 3,361.00
PP 3,353.50 3,350.75
S1 3,341.75 3,340.25

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

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