E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 14-Oct-2020
Day Change Summary
Previous Current
13-Oct-2020 14-Oct-2020 Change Change % Previous Week
Open 3,534.00 3,502.00 -32.00 -0.9% 3,360.00
High 3,535.75 3,524.00 -11.75 -0.3% 3,480.00
Low 3,491.50 3,472.00 -19.50 -0.6% 3,330.50
Close 3,504.75 3,481.00 -23.75 -0.7% 3,473.25
Range 44.25 52.00 7.75 17.5% 149.50
ATR 66.55 65.51 -1.04 -1.6% 0.00
Volume 1,617,226 1,539,718 -77,508 -4.8% 6,469,410
Daily Pivots for day following 14-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,648.25 3,616.75 3,509.50
R3 3,596.25 3,564.75 3,495.25
R2 3,544.25 3,544.25 3,490.50
R1 3,512.75 3,512.75 3,485.75 3,502.50
PP 3,492.25 3,492.25 3,492.25 3,487.25
S1 3,460.75 3,460.75 3,476.25 3,450.50
S2 3,440.25 3,440.25 3,471.50
S3 3,388.25 3,408.75 3,466.75
S4 3,336.25 3,356.75 3,452.50
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 3,405.50 135.50 3.9% 50.00 1.4% 56% False False 1,369,653
10 3,541.00 3,300.25 240.75 6.9% 60.00 1.7% 75% False False 1,457,425
20 3,541.00 3,198.00 343.00 9.9% 69.00 2.0% 83% False False 1,732,358
40 3,576.25 3,198.00 378.25 10.9% 66.50 1.9% 75% False False 1,086,922
60 3,576.25 3,181.25 395.00 11.3% 58.25 1.7% 76% False False 725,628
80 3,576.25 2,972.00 604.25 17.4% 59.50 1.7% 84% False False 544,694
100 3,576.25 2,916.50 659.75 19.0% 62.25 1.8% 86% False False 435,973
120 3,576.25 2,745.75 830.50 23.9% 63.00 1.8% 89% False False 363,750
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,745.00
2.618 3,660.25
1.618 3,608.25
1.000 3,576.00
0.618 3,556.25
HIGH 3,524.00
0.618 3,504.25
0.500 3,498.00
0.382 3,491.75
LOW 3,472.00
0.618 3,439.75
1.000 3,420.00
1.618 3,387.75
2.618 3,335.75
4.250 3,251.00
Fisher Pivots for day following 14-Oct-2020
Pivot 1 day 3 day
R1 3,498.00 3,502.50
PP 3,492.25 3,495.50
S1 3,486.75 3,488.25

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

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