E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 3,338.00 3,406.25 68.25 2.0% 3,291.00
High 3,416.75 3,447.25 30.50 0.9% 3,388.00
Low 3,332.25 3,405.50 73.25 2.2% 3,287.50
Close 3,406.75 3,437.50 30.75 0.9% 3,339.25
Range 84.50 41.75 -42.75 -50.6% 100.50
ATR 71.69 69.55 -2.14 -3.0% 0.00
Volume 1,400,616 1,104,986 -295,630 -21.1% 8,539,835
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,555.25 3,538.25 3,460.50
R3 3,513.50 3,496.50 3,449.00
R2 3,471.75 3,471.75 3,445.25
R1 3,454.75 3,454.75 3,441.25 3,463.25
PP 3,430.00 3,430.00 3,430.00 3,434.50
S1 3,413.00 3,413.00 3,433.75 3,421.50
S2 3,388.25 3,388.25 3,429.75
S3 3,346.50 3,371.25 3,426.00
S4 3,304.75 3,329.50 3,414.50
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 3,447.25 3,300.25 147.00 4.3% 69.25 2.0% 93% True False 1,462,611
10 3,447.25 3,206.50 240.75 7.0% 68.50 2.0% 96% True False 1,552,106
20 3,447.25 3,198.00 249.25 7.3% 69.25 2.0% 96% True False 1,842,424
40 3,576.25 3,198.00 378.25 11.0% 63.50 1.9% 63% False False 943,684
60 3,576.25 3,178.00 398.25 11.6% 57.50 1.7% 65% False False 629,971
80 3,576.25 2,972.00 604.25 17.6% 60.25 1.8% 77% False False 472,999
100 3,576.25 2,891.00 685.25 19.9% 62.25 1.8% 80% False False 378,572
120 3,576.25 2,707.25 869.00 25.3% 64.00 1.9% 84% False False 315,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.33
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3,624.75
2.618 3,556.50
1.618 3,514.75
1.000 3,489.00
0.618 3,473.00
HIGH 3,447.25
0.618 3,431.25
0.500 3,426.50
0.382 3,421.50
LOW 3,405.50
0.618 3,379.75
1.000 3,363.75
1.618 3,338.00
2.618 3,296.25
4.250 3,228.00
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 3,433.75 3,421.25
PP 3,430.00 3,405.00
S1 3,426.50 3,389.00

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

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