E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 28-Sep-2020

Day Change Summary
	Previous	Current
	25-Sep-2020	28-Sep-2020	Change	Change %	Previous Week
Open	3,243.50	3,291.00	47.50	1.5%	3,314.50
High	3,296.25	3,351.25	55.00	1.7%	3,326.25
Low	3,206.50	3,287.50	81.00	2.5%	3,198.00
Close	3,287.25	3,346.00	58.75	1.8%	3,287.25
Range	89.75	63.75	-26.00	-29.0%	128.25
ATR	71.92	71.36	-0.57	-0.8%	0.00
Volume	1,697,090	1,495,804	-201,286	-11.9%	10,038,060

Daily Pivots for day following 28-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,519.50	3,496.50	3,381.00
R3	3,455.75	3,432.75	3,363.50
R2	3,392.00	3,392.00	3,357.75
R1	3,369.00	3,369.00	3,351.75	3,380.50
PP	3,328.25	3,328.25	3,328.25	3,334.00
S1	3,305.25	3,305.25	3,340.25	3,316.75
S2	3,264.50	3,264.50	3,334.25
S3	3,200.75	3,241.50	3,328.50
S4	3,137.00	3,177.75	3,311.00

Weekly Pivots for week ending 25-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,655.25	3,599.50	3,357.75
R3	3,527.00	3,471.25	3,322.50
R2	3,398.75	3,398.75	3,310.75
R1	3,343.00	3,343.00	3,299.00	3,306.75
PP	3,270.50	3,270.50	3,270.50	3,252.50
S1	3,214.75	3,214.75	3,275.50	3,178.50
S2	3,142.25	3,142.25	3,263.75
S3	3,014.00	3,086.50	3,252.00
S4	2,885.75	2,958.25	3,216.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,351.25	3,198.00	153.25	4.6%	75.00	2.2%	97%	True	False	1,805,176
10	3,419.50	3,198.00	221.50	6.6%	73.00	2.2%	67%	False	False	2,026,662
20	3,576.25	3,198.00	378.25	11.3%	81.75	2.4%	39%	False	False	1,268,397
40	3,576.25	3,198.00	378.25	11.3%	58.25	1.7%	39%	False	False	636,254
60	3,576.25	3,095.00	481.25	14.4%	56.75	1.7%	52%	False	False	424,694
80	3,576.25	2,916.50	659.75	19.7%	63.25	1.9%	65%	False	False	319,035
100	3,576.25	2,745.75	830.50	24.8%	63.00	1.9%	72%	False	False	255,557
120	3,576.25	2,615.25	961.00	28.7%	65.50	2.0%	76%	False	False	213,231

Crabel Price Patterns
NR	True
NR4	True
NR5	False
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	16.18
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,622.25
2.618	3,518.25
1.618	3,454.50
1.000	3,415.00
0.618	3,390.75
HIGH	3,351.25
0.618	3,327.00
0.500	3,319.50
0.382	3,311.75
LOW	3,287.50
0.618	3,248.00
1.000	3,223.75
1.618	3,184.25
2.618	3,120.50
4.250	3,016.50

Fisher Pivots for day following 28-Sep-2020
Pivot	1 day	3 day
R1	3,337.00	3,322.25
PP	3,328.25	3,298.50
S1	3,319.50	3,274.50

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

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