E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 09-Oct-2020
Day Change Summary
Previous Current
08-Oct-2020 09-Oct-2020 Change Change % Previous Week
Open 3,406.25 3,447.25 41.00 1.2% 3,360.00
High 3,447.25 3,480.00 32.75 1.0% 3,480.00
Low 3,405.50 3,445.25 39.75 1.2% 3,330.50
Close 3,437.50 3,473.25 35.75 1.0% 3,473.25
Range 41.75 34.75 -7.00 -16.8% 149.50
ATR 69.55 67.62 -1.93 -2.8% 0.00
Volume 1,104,986 1,185,272 80,286 7.3% 6,469,410
Daily Pivots for day following 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,570.50 3,556.50 3,492.25
R3 3,535.75 3,521.75 3,482.75
R2 3,501.00 3,501.00 3,479.50
R1 3,487.00 3,487.00 3,476.50 3,494.00
PP 3,466.25 3,466.25 3,466.25 3,469.50
S1 3,452.25 3,452.25 3,470.00 3,459.25
S2 3,431.50 3,431.50 3,467.00
S3 3,396.75 3,417.50 3,463.75
S4 3,362.00 3,382.75 3,454.25
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,876.50 3,824.25 3,555.50
R3 3,727.00 3,674.75 3,514.25
R2 3,577.50 3,577.50 3,500.75
R1 3,525.25 3,525.25 3,487.00 3,551.50
PP 3,428.00 3,428.00 3,428.00 3,441.00
S1 3,375.75 3,375.75 3,459.50 3,402.00
S2 3,278.50 3,278.50 3,445.75
S3 3,129.00 3,226.25 3,432.25
S4 2,979.50 3,076.75 3,391.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,480.00 3,330.50 149.50 4.3% 61.25 1.8% 95% True False 1,293,882
10 3,480.00 3,287.50 192.50 5.5% 63.00 1.8% 96% True False 1,500,924
20 3,480.00 3,198.00 282.00 8.1% 67.50 1.9% 98% True False 1,799,970
40 3,576.25 3,198.00 378.25 10.9% 63.75 1.8% 73% False False 973,120
60 3,576.25 3,179.75 396.50 11.4% 57.25 1.7% 74% False False 649,710
80 3,576.25 2,972.00 604.25 17.4% 60.25 1.7% 83% False False 487,805
100 3,576.25 2,891.00 685.25 19.7% 62.00 1.8% 85% False False 390,406
120 3,576.25 2,712.75 863.50 24.9% 63.50 1.8% 88% False False 325,775
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 11.83
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 3,627.75
2.618 3,571.00
1.618 3,536.25
1.000 3,514.75
0.618 3,501.50
HIGH 3,480.00
0.618 3,466.75
0.500 3,462.50
0.382 3,458.50
LOW 3,445.25
0.618 3,423.75
1.000 3,410.50
1.618 3,389.00
2.618 3,354.25
4.250 3,297.50
Fisher Pivots for day following 09-Oct-2020
Pivot 1 day 3 day
R1 3,469.75 3,451.00
PP 3,466.25 3,428.50
S1 3,462.50 3,406.00

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

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