E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 16-Sep-2020
Day Change Summary
Previous Current
15-Sep-2020 16-Sep-2020 Change Change % Previous Week
Open 3,369.75 3,395.75 26.00 0.8% 3,410.00
High 3,409.00 3,419.50 10.50 0.3% 3,436.50
Low 3,366.25 3,373.75 7.50 0.2% 3,285.50
Close 3,395.00 3,379.50 -15.50 -0.5% 3,323.25
Range 42.75 45.75 3.00 7.0% 151.00
ATR 66.01 64.56 -1.45 -2.2% 0.00
Volume 1,903,406 1,787,505 -115,901 -6.1% 2,762,378
Daily Pivots for day following 16-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,528.25 3,499.50 3,404.75
R3 3,482.50 3,453.75 3,392.00
R2 3,436.75 3,436.75 3,388.00
R1 3,408.00 3,408.00 3,383.75 3,399.50
PP 3,391.00 3,391.00 3,391.00 3,386.50
S1 3,362.25 3,362.25 3,375.25 3,353.75
S2 3,345.25 3,345.25 3,371.00
S3 3,299.50 3,316.50 3,367.00
S4 3,253.75 3,270.75 3,354.25
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,801.50 3,713.25 3,406.25
R3 3,650.50 3,562.25 3,364.75
R2 3,499.50 3,499.50 3,351.00
R1 3,411.25 3,411.25 3,337.00 3,380.00
PP 3,348.50 3,348.50 3,348.50 3,332.75
S1 3,260.25 3,260.25 3,309.50 3,229.00
S2 3,197.50 3,197.50 3,295.50
S3 3,046.50 3,109.25 3,281.75
S4 2,895.50 2,958.25 3,240.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,419.50 3,298.25 121.25 3.6% 61.75 1.8% 67% True False 1,697,738
10 3,576.25 3,285.50 290.75 8.6% 91.25 2.7% 32% False False 877,291
20 3,576.25 3,285.50 290.75 8.6% 63.75 1.9% 32% False False 441,487
40 3,576.25 3,181.25 395.00 11.7% 52.75 1.6% 50% False False 222,264
60 3,576.25 2,972.00 604.25 17.9% 56.25 1.7% 67% False False 148,806
80 3,576.25 2,916.50 659.75 19.5% 60.50 1.8% 70% False False 111,877
100 3,576.25 2,745.75 830.50 24.6% 62.00 1.8% 76% False False 90,029
120 3,576.25 2,422.50 1,153.75 34.1% 67.50 2.0% 83% False False 75,184
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 17.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,614.00
2.618 3,539.25
1.618 3,493.50
1.000 3,465.25
0.618 3,447.75
HIGH 3,419.50
0.618 3,402.00
0.500 3,396.50
0.382 3,391.25
LOW 3,373.75
0.618 3,345.50
1.000 3,328.00
1.618 3,299.75
2.618 3,254.00
4.250 3,179.25
Fisher Pivots for day following 16-Sep-2020
Pivot 1 day 3 day
R1 3,396.50 3,379.00
PP 3,391.00 3,378.50
S1 3,385.25 3,378.00

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

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