E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 19-Oct-2020
Day Change Summary
Previous Current
16-Oct-2020 19-Oct-2020 Change Change % Previous Week
Open 3,478.50 3,471.00 -7.50 -0.2% 3,467.50
High 3,508.50 3,496.50 -12.00 -0.3% 3,541.00
Low 3,461.25 3,410.75 -50.50 -1.5% 3,431.50
Close 3,462.25 3,422.75 -39.50 -1.1% 3,462.25
Range 47.25 85.75 38.50 81.5% 109.50
ATR 63.51 65.10 1.59 2.5% 0.00
Volume 1,398,947 1,645,853 246,906 17.6% 7,607,104
Daily Pivots for day following 19-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,700.50 3,647.50 3,470.00
R3 3,614.75 3,561.75 3,446.25
R2 3,529.00 3,529.00 3,438.50
R1 3,476.00 3,476.00 3,430.50 3,459.50
PP 3,443.25 3,443.25 3,443.25 3,435.25
S1 3,390.25 3,390.25 3,415.00 3,374.00
S2 3,357.50 3,357.50 3,407.00
S3 3,271.75 3,304.50 3,399.25
S4 3,186.00 3,218.75 3,375.50
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,806.75 3,744.00 3,522.50
R3 3,697.25 3,634.50 3,492.25
R2 3,587.75 3,587.75 3,482.25
R1 3,525.00 3,525.00 3,472.25 3,501.50
PP 3,478.25 3,478.25 3,478.25 3,466.50
S1 3,415.50 3,415.50 3,452.25 3,392.00
S2 3,368.75 3,368.75 3,442.25
S3 3,259.25 3,306.00 3,432.25
S4 3,149.75 3,196.50 3,402.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,535.75 3,410.75 125.00 3.7% 56.75 1.7% 10% False True 1,570,378
10 3,541.00 3,330.50 210.50 6.2% 61.25 1.8% 44% False False 1,464,489
20 3,541.00 3,198.00 343.00 10.0% 65.00 1.9% 66% False False 1,589,614
40 3,576.25 3,198.00 378.25 11.1% 68.25 2.0% 59% False False 1,203,929
60 3,576.25 3,182.00 394.25 11.5% 58.75 1.7% 61% False False 803,796
80 3,576.25 2,972.00 604.25 17.7% 58.50 1.7% 75% False False 603,271
100 3,576.25 2,916.50 659.75 19.3% 62.25 1.8% 77% False False 482,913
120 3,576.25 2,745.75 830.50 24.3% 62.75 1.8% 82% False False 402,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.53
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3,861.00
2.618 3,721.00
1.618 3,635.25
1.000 3,582.25
0.618 3,549.50
HIGH 3,496.50
0.618 3,463.75
0.500 3,453.50
0.382 3,443.50
LOW 3,410.75
0.618 3,357.75
1.000 3,325.00
1.618 3,272.00
2.618 3,186.25
4.250 3,046.25
Fisher Pivots for day following 19-Oct-2020
Pivot 1 day 3 day
R1 3,453.50 3,459.50
PP 3,443.25 3,447.25
S1 3,433.00 3,435.00

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

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