E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 17-Sep-2020
Day Change Summary
Previous Current
16-Sep-2020 17-Sep-2020 Change Change % Previous Week
Open 3,395.75 3,381.50 -14.25 -0.4% 3,410.00
High 3,419.50 3,386.50 -33.00 -1.0% 3,436.50
Low 3,373.75 3,310.25 -63.50 -1.9% 3,285.50
Close 3,379.50 3,351.00 -28.50 -0.8% 3,323.25
Range 45.75 76.25 30.50 66.7% 151.00
ATR 64.56 65.39 0.84 1.3% 0.00
Volume 1,787,505 2,676,297 888,792 49.7% 2,762,378
Daily Pivots for day following 17-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,578.00 3,540.75 3,393.00
R3 3,501.75 3,464.50 3,372.00
R2 3,425.50 3,425.50 3,365.00
R1 3,388.25 3,388.25 3,358.00 3,368.75
PP 3,349.25 3,349.25 3,349.25 3,339.50
S1 3,312.00 3,312.00 3,344.00 3,292.50
S2 3,273.00 3,273.00 3,337.00
S3 3,196.75 3,235.75 3,330.00
S4 3,120.50 3,159.50 3,309.00
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% 57.50 1.7% 44% False False 2,124,181
10 3,576.25 3,285.50 290.75 8.7% 93.00 2.8% 23% False False 1,143,039
20 3,576.25 3,285.50 290.75 8.7% 66.00 2.0% 23% False False 574,915
40 3,576.25 3,181.25 395.00 11.8% 53.50 1.6% 43% False False 289,142
60 3,576.25 2,972.00 604.25 18.0% 56.25 1.7% 63% False False 193,375
80 3,576.25 2,916.50 659.75 19.7% 60.75 1.8% 66% False False 145,328
100 3,576.25 2,745.75 830.50 24.8% 62.00 1.9% 73% False False 116,784
120 3,576.25 2,422.50 1,153.75 34.4% 67.00 2.0% 80% False False 97,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3,710.50
2.618 3,586.00
1.618 3,509.75
1.000 3,462.75
0.618 3,433.50
HIGH 3,386.50
0.618 3,357.25
0.500 3,348.50
0.382 3,339.50
LOW 3,310.25
0.618 3,263.25
1.000 3,234.00
1.618 3,187.00
2.618 3,110.75
4.250 2,986.25
Fisher Pivots for day following 17-Sep-2020
Pivot 1 day 3 day
R1 3,350.00 3,365.00
PP 3,349.25 3,360.25
S1 3,348.50 3,355.50

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

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