E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 30-Sep-2020

Day Change Summary
	Previous	Current
	29-Sep-2020	30-Sep-2020	Change	Change %	Previous Week
Open	3,348.75	3,330.00	-18.75	-0.6%	3,314.50
High	3,363.00	3,384.00	21.00	0.6%	3,326.25
Low	3,316.50	3,291.25	-25.25	-0.8%	3,198.00
Close	3,333.75	3,352.00	18.25	0.5%	3,287.25
Range	46.50	92.75	46.25	99.5%	128.25
ATR	69.58	71.24	1.65	2.4%	0.00
Volume	1,326,597	2,170,601	844,004	63.6%	10,038,060

Daily Pivots for day following 30-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,620.75	3,579.00	3,403.00
R3	3,528.00	3,486.25	3,377.50
R2	3,435.25	3,435.25	3,369.00
R1	3,393.50	3,393.50	3,360.50	3,414.50
PP	3,342.50	3,342.50	3,342.50	3,352.75
S1	3,300.75	3,300.75	3,343.50	3,321.50
S2	3,249.75	3,249.75	3,335.00
S3	3,157.00	3,208.00	3,326.50
S4	3,064.25	3,115.25	3,301.00

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	3,384.00	3,198.00	186.00	5.5%	72.50	2.2%	83%	True	False	1,793,420
10	3,386.50	3,198.00	188.50	5.6%	78.25	2.3%	82%	False	False	2,007,291
20	3,576.25	3,198.00	378.25	11.3%	84.75	2.5%	41%	False	False	1,442,291
40	3,576.25	3,198.00	378.25	11.3%	60.00	1.8%	41%	False	False	723,538
60	3,576.25	3,095.00	481.25	14.4%	57.00	1.7%	53%	False	False	482,946
80	3,576.25	2,916.50	659.75	19.7%	63.25	1.9%	66%	False	False	362,735
100	3,576.25	2,745.75	830.50	24.8%	63.25	1.9%	73%	False	False	290,520
120	3,576.25	2,697.75	878.50	26.2%	64.75	1.9%	74%	False	False	242,339

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.93
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3,778.25
2.618	3,626.75
1.618	3,534.00
1.000	3,476.75
0.618	3,441.25
HIGH	3,384.00
0.618	3,348.50
0.500	3,337.50
0.382	3,326.75
LOW	3,291.25
0.618	3,234.00
1.000	3,198.50
1.618	3,141.25
2.618	3,048.50
4.250	2,897.00

Fisher Pivots for day following 30-Sep-2020
Pivot	1 day	3 day
R1	3,347.25	3,346.50
PP	3,342.50	3,341.25
S1	3,337.50	3,335.75

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

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