E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 21-Sep-2020

Day Change Summary
	Previous	Current
	18-Sep-2020	21-Sep-2020	Change	Change %	Previous Week
Open	3,345.00	3,314.50	-30.50	-0.9%	3,340.00
High	3,363.00	3,326.25	-36.75	-1.1%	3,419.50
Low	3,280.75	3,217.75	-63.00	-1.9%	3,280.75
Close	3,316.25	3,275.00	-41.25	-1.2%	3,316.25
Range	82.25	108.50	26.25	31.9%	138.75
ATR	66.60	69.59	2.99	4.5%	0.00
Volume	2,365,554	2,507,980	142,426	6.0%	10,952,096

Daily Pivots for day following 21-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,598.50	3,545.25	3,334.75
R3	3,490.00	3,436.75	3,304.75
R2	3,381.50	3,381.50	3,295.00
R1	3,328.25	3,328.25	3,285.00	3,300.50
PP	3,273.00	3,273.00	3,273.00	3,259.25
S1	3,219.75	3,219.75	3,265.00	3,192.00
S2	3,164.50	3,164.50	3,255.00
S3	3,056.00	3,111.25	3,245.25
S4	2,947.50	3,002.75	3,215.25

Weekly Pivots for week ending 18-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,755.00	3,674.50	3,392.50
R3	3,616.25	3,535.75	3,354.50
R2	3,477.50	3,477.50	3,341.75
R1	3,397.00	3,397.00	3,329.00	3,368.00
PP	3,338.75	3,338.75	3,338.75	3,324.25
S1	3,258.25	3,258.25	3,303.50	3,229.00
S2	3,200.00	3,200.00	3,290.75
S3	3,061.25	3,119.50	3,278.00
S4	2,922.50	2,980.75	3,240.00

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	3,217.75	201.75	6.2%	71.00	2.2%	28%	False	True	2,248,148
10	3,436.50	3,217.75	218.75	6.7%	82.25	2.5%	26%	False	True	1,622,245
20	3,576.25	3,217.75	358.50	10.9%	71.50	2.2%	16%	False	True	818,244
40	3,576.25	3,182.00	394.25	12.0%	55.50	1.7%	24%	False	False	410,888
60	3,576.25	2,972.00	604.25	18.5%	56.25	1.7%	50%	False	False	274,490
80	3,576.25	2,916.50	659.75	20.1%	61.50	1.9%	54%	False	False	206,238
100	3,576.25	2,745.75	830.50	25.4%	62.50	1.9%	64%	False	False	165,512
120	3,576.25	2,422.50	1,153.75	35.2%	66.75	2.0%	74%	False	False	138,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.75
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,787.50
2.618	3,610.25
1.618	3,501.75
1.000	3,434.75
0.618	3,393.25
HIGH	3,326.25
0.618	3,284.75
0.500	3,272.00
0.382	3,259.25
LOW	3,217.75
0.618	3,150.75
1.000	3,109.25
1.618	3,042.25
2.618	2,933.75
4.250	2,756.50

Fisher Pivots for day following 21-Sep-2020
Pivot	1 day	3 day
R1	3,274.00	3,302.00
PP	3,273.00	3,293.00
S1	3,272.00	3,284.00

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

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