E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 3,467.50 3,534.00 66.50 1.9% 3,360.00
High 3,541.00 3,535.75 -5.25 -0.1% 3,480.00
Low 3,464.25 3,491.50 27.25 0.8% 3,330.50
Close 3,532.75 3,504.75 -28.00 -0.8% 3,473.25
Range 76.75 44.25 -32.50 -42.3% 149.50
ATR 68.27 66.55 -1.72 -2.5% 0.00
Volume 1,401,063 1,617,226 216,163 15.4% 6,469,410
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,643.50 3,618.25 3,529.00
R3 3,599.25 3,574.00 3,517.00
R2 3,555.00 3,555.00 3,512.75
R1 3,529.75 3,529.75 3,508.75 3,520.25
PP 3,510.75 3,510.75 3,510.75 3,506.00
S1 3,485.50 3,485.50 3,500.75 3,476.00
S2 3,466.50 3,466.50 3,496.75
S3 3,422.25 3,441.25 3,492.50
S4 3,378.00 3,397.00 3,480.50
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 3,541.00 3,332.25 208.75 6.0% 56.50 1.6% 83% False False 1,341,832
10 3,541.00 3,291.25 249.75 7.1% 64.00 1.8% 85% False False 1,520,513
20 3,541.00 3,198.00 343.00 9.8% 68.75 2.0% 89% False False 1,744,747
40 3,576.25 3,198.00 378.25 10.8% 65.75 1.9% 81% False False 1,048,513
60 3,576.25 3,181.25 395.00 11.3% 58.00 1.7% 82% False False 699,982
80 3,576.25 2,972.00 604.25 17.2% 60.00 1.7% 88% False False 525,487
100 3,576.25 2,891.00 685.25 19.6% 62.25 1.8% 90% False False 420,577
120 3,576.25 2,745.50 830.75 23.7% 63.25 1.8% 91% False False 350,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,723.75
2.618 3,651.50
1.618 3,607.25
1.000 3,580.00
0.618 3,563.00
HIGH 3,535.75
0.618 3,518.75
0.500 3,513.50
0.382 3,508.50
LOW 3,491.50
0.618 3,464.25
1.000 3,447.25
1.618 3,420.00
2.618 3,375.75
4.250 3,303.50
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 3,513.50 3,501.00
PP 3,510.75 3,497.00
S1 3,507.75 3,493.00

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

View Archives - Comment on this page... - Back to Index of Symbols