E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 23-Sep-2020

Day Change Summary
	Previous	Current
	22-Sep-2020	23-Sep-2020	Change	Change %	Previous Week
Open	3,271.50	3,303.75	32.25	1.0%	3,340.00
High	3,309.50	3,319.75	10.25	0.3%	3,419.50
Low	3,256.50	3,221.00	-35.50	-1.1%	3,280.75
Close	3,299.25	3,231.25	-68.00	-2.1%	3,316.25
Range	53.00	98.75	45.75	86.3%	138.75
ATR	68.41	70.57	2.17	3.2%	0.00
Volume	1,576,319	1,979,661	403,342	25.6%	10,952,096

Daily Pivots for day following 23-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,553.50	3,491.25	3,285.50
R3	3,454.75	3,392.50	3,258.50
R2	3,356.00	3,356.00	3,249.25
R1	3,293.75	3,293.75	3,240.25	3,275.50
PP	3,257.25	3,257.25	3,257.25	3,248.25
S1	3,195.00	3,195.00	3,222.25	3,176.75
S2	3,158.50	3,158.50	3,213.25
S3	3,059.75	3,096.25	3,204.00
S4	2,961.00	2,997.50	3,177.00

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	3,386.50	3,217.75	168.75	5.2%	83.75	2.6%	8%	False	False	2,221,162
10	3,419.50	3,217.75	201.75	6.2%	72.75	2.3%	7%	False	False	1,959,450
20	3,576.25	3,217.75	358.50	11.1%	76.00	2.4%	4%	False	False	995,566
40	3,576.25	3,184.75	391.50	12.1%	57.25	1.8%	12%	False	False	499,748
60	3,576.25	3,020.50	555.75	17.2%	56.00	1.7%	38%	False	False	333,647
80	3,576.25	2,916.50	659.75	20.4%	62.25	1.9%	48%	False	False	250,680
100	3,576.25	2,745.75	830.50	25.7%	62.50	1.9%	58%	False	False	201,062
120	3,576.25	2,446.25	1,130.00	35.0%	66.25	2.1%	69%	False	False	167,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,739.50
2.618	3,578.25
1.618	3,479.50
1.000	3,418.50
0.618	3,380.75
HIGH	3,319.75
0.618	3,282.00
0.500	3,270.50
0.382	3,258.75
LOW	3,221.00
0.618	3,160.00
1.000	3,122.25
1.618	3,061.25
2.618	2,962.50
4.250	2,801.25

Fisher Pivots for day following 23-Sep-2020
Pivot	1 day	3 day
R1	3,270.50	3,272.00
PP	3,257.25	3,258.50
S1	3,244.25	3,244.75

Download as Excel Spreadsheet

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

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