E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 26-Oct-2020

Day Change Summary
	Previous	Current
	23-Oct-2020	26-Oct-2020	Change	Change %	Previous Week
Open	3,455.75	3,445.75	-10.00	-0.3%	3,471.00
High	3,462.50	3,446.25	-16.25	-0.5%	3,496.50
Low	3,431.50	3,356.00	-75.50	-2.2%	3,402.50
Close	3,451.75	3,393.50	-58.25	-1.7%	3,451.75
Range	31.00	90.25	59.25	191.1%	94.00
ATR	59.19	61.80	2.61	4.4%	0.00
Volume	1,216,313	1,957,780	741,467	61.0%	7,746,883

Daily Pivots for day following 26-Oct-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,669.25	3,621.75	3,443.25
R3	3,579.00	3,531.50	3,418.25
R2	3,488.75	3,488.75	3,410.00
R1	3,441.25	3,441.25	3,401.75	3,420.00
PP	3,398.50	3,398.50	3,398.50	3,388.00
S1	3,351.00	3,351.00	3,385.25	3,329.50
S2	3,308.25	3,308.25	3,377.00
S3	3,218.00	3,260.75	3,368.75
S4	3,127.75	3,170.50	3,343.75

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	3,469.75	3,356.00	113.75	3.4%	52.00	1.5%	33%	False	True	1,611,762
10	3,535.75	3,356.00	179.75	5.3%	54.50	1.6%	21%	False	True	1,591,070
20	3,541.00	3,291.25	249.75	7.4%	59.25	1.7%	41%	False	False	1,541,260
40	3,576.25	3,198.00	378.25	11.1%	70.50	2.1%	52%	False	False	1,404,828
60	3,576.25	3,198.00	378.25	11.1%	58.50	1.7%	52%	False	False	937,922
80	3,576.25	3,095.00	481.25	14.2%	57.50	1.7%	62%	False	False	703,835
100	3,576.25	2,916.50	659.75	19.4%	62.50	1.8%	72%	False	False	563,480
120	3,576.25	2,745.75	830.50	24.5%	62.50	1.8%	78%	False	False	469,841

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	13.75
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	3,829.75
2.618	3,682.50
1.618	3,592.25
1.000	3,536.50
0.618	3,502.00
HIGH	3,446.25
0.618	3,411.75
0.500	3,401.00
0.382	3,390.50
LOW	3,356.00
0.618	3,300.25
1.000	3,265.75
1.618	3,210.00
2.618	3,119.75
4.250	2,972.50

Fisher Pivots for day following 26-Oct-2020
Pivot	1 day	3 day
R1	3,401.00	3,409.25
PP	3,398.50	3,404.00
S1	3,396.00	3,398.75

Download as Excel Spreadsheet

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

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