E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 3,344.75 3,367.00 22.25 0.7% 3,291.00
High 3,388.00 3,375.50 -12.50 -0.4% 3,388.00
Low 3,343.25 3,300.25 -43.00 -1.3% 3,287.50
Close 3,367.75 3,339.25 -28.50 -0.8% 3,339.25
Range 44.75 75.25 30.50 68.2% 100.50
ATR 69.34 69.77 0.42 0.6% 0.00
Volume 1,517,912 2,028,921 511,009 33.7% 8,539,835
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,564.00 3,527.00 3,380.75
R3 3,488.75 3,451.75 3,360.00
R2 3,413.50 3,413.50 3,353.00
R1 3,376.50 3,376.50 3,346.25 3,357.50
PP 3,338.25 3,338.25 3,338.25 3,328.75
S1 3,301.25 3,301.25 3,332.25 3,282.00
S2 3,263.00 3,263.00 3,325.50
S3 3,187.75 3,226.00 3,318.50
S4 3,112.50 3,150.75 3,297.75
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,639.75 3,590.00 3,394.50
R3 3,539.25 3,489.50 3,367.00
R2 3,438.75 3,438.75 3,357.75
R1 3,389.00 3,389.00 3,348.50 3,414.00
PP 3,338.25 3,338.25 3,338.25 3,350.75
S1 3,288.50 3,288.50 3,330.00 3,313.50
S2 3,237.75 3,237.75 3,320.75
S3 3,137.25 3,188.00 3,311.50
S4 3,036.75 3,087.50 3,284.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,388.00 3,287.50 100.50 3.0% 64.50 1.9% 51% False False 1,707,967
10 3,388.00 3,198.00 190.00 5.7% 74.25 2.2% 74% False False 1,857,789
20 3,473.50 3,198.00 275.50 8.3% 79.75 2.4% 51% False False 1,617,004
40 3,576.25 3,198.00 378.25 11.3% 61.00 1.8% 37% False False 811,949
60 3,576.25 3,101.25 475.00 14.2% 57.25 1.7% 50% False False 542,029
80 3,576.25 2,916.50 659.75 19.8% 63.50 1.9% 64% False False 407,018
100 3,576.25 2,745.75 830.50 24.9% 63.00 1.9% 71% False False 325,983
120 3,576.25 2,707.25 869.00 26.0% 64.25 1.9% 73% False False 271,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,695.25
2.618 3,572.50
1.618 3,497.25
1.000 3,450.75
0.618 3,422.00
HIGH 3,375.50
0.618 3,346.75
0.500 3,338.00
0.382 3,329.00
LOW 3,300.25
0.618 3,253.75
1.000 3,225.00
1.618 3,178.50
2.618 3,103.25
4.250 2,980.50
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 3,338.75 3,339.50
PP 3,338.25 3,339.50
S1 3,338.00 3,339.50

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

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