E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 23-Oct-2020

Day Change Summary
	Previous	Current
	22-Oct-2020	23-Oct-2020	Change	Change %	Previous Week
Open	3,430.25	3,455.75	25.50	0.7%	3,471.00
High	3,453.00	3,462.50	9.50	0.3%	3,496.50
Low	3,402.50	3,431.50	29.00	0.9%	3,402.50
Close	3,449.25	3,451.75	2.50	0.1%	3,451.75
Range	50.50	31.00	-19.50	-38.6%	94.00
ATR	61.36	59.19	-2.17	-3.5%	0.00
Volume	1,501,259	1,216,313	-284,946	-19.0%	7,746,883

Daily Pivots for day following 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,541.50	3,527.75	3,468.75
R3	3,510.50	3,496.75	3,460.25
R2	3,479.50	3,479.50	3,457.50
R1	3,465.75	3,465.75	3,454.50	3,457.00
PP	3,448.50	3,448.50	3,448.50	3,444.25
S1	3,434.75	3,434.75	3,449.00	3,426.00
S2	3,417.50	3,417.50	3,446.00
S3	3,386.50	3,403.75	3,443.25
S4	3,355.50	3,372.75	3,434.75

Weekly Pivots for week ending 23-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,732.25	3,686.00	3,503.50
R3	3,638.25	3,592.00	3,477.50
R2	3,544.25	3,544.25	3,469.00
R1	3,498.00	3,498.00	3,460.25	3,474.00
PP	3,450.25	3,450.25	3,450.25	3,438.25
S1	3,404.00	3,404.00	3,443.25	3,380.00
S2	3,356.25	3,356.25	3,434.50
S3	3,262.25	3,310.00	3,426.00
S4	3,168.25	3,216.00	3,400.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,496.50	3,402.50	94.00	2.7%	51.25	1.5%	52%	False	False	1,549,376
10	3,541.00	3,402.50	138.50	4.0%	53.00	1.5%	36%	False	False	1,535,398
20	3,541.00	3,287.50	253.50	7.3%	58.00	1.7%	65%	False	False	1,518,161
40	3,576.25	3,198.00	378.25	11.0%	69.00	2.0%	67%	False	False	1,355,976
60	3,576.25	3,198.00	378.25	11.0%	58.00	1.7%	67%	False	False	905,388
80	3,576.25	3,085.50	490.75	14.2%	57.00	1.7%	75%	False	False	679,388
100	3,576.25	2,916.50	659.75	19.1%	62.00	1.8%	81%	False	False	543,906
120	3,576.25	2,745.75	830.50	24.1%	62.00	1.8%	85%	False	False	453,526

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	14.03
Narrowest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	3,594.25
2.618	3,543.75
1.618	3,512.75
1.000	3,493.50
0.618	3,481.75
HIGH	3,462.50
0.618	3,450.75
0.500	3,447.00
0.382	3,443.25
LOW	3,431.50
0.618	3,412.25
1.000	3,400.50
1.618	3,381.25
2.618	3,350.25
4.250	3,299.75

Fisher Pivots for day following 23-Oct-2020
Pivot	1 day	3 day
R1	3,450.25	3,445.25
PP	3,448.50	3,439.00
S1	3,447.00	3,432.50

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

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