E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 28-Oct-2020
Day Change Summary
Previous Current
27-Oct-2020 28-Oct-2020 Change Change % Previous Week
Open 3,394.25 3,369.00 -25.25 -0.7% 3,471.00
High 3,410.00 3,370.25 -39.75 -1.2% 3,496.50
Low 3,368.25 3,260.75 -107.50 -3.2% 3,402.50
Close 3,383.00 3,263.50 -119.50 -3.5% 3,451.75
Range 41.75 109.50 67.75 162.3% 94.00
ATR 60.37 64.79 4.42 7.3% 0.00
Volume 1,566,246 2,627,180 1,060,934 67.7% 7,746,883
Daily Pivots for day following 28-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,626.75 3,554.50 3,323.75
R3 3,517.25 3,445.00 3,293.50
R2 3,407.75 3,407.75 3,283.50
R1 3,335.50 3,335.50 3,273.50 3,317.00
PP 3,298.25 3,298.25 3,298.25 3,288.75
S1 3,226.00 3,226.00 3,253.50 3,207.50
S2 3,188.75 3,188.75 3,243.50
S3 3,079.25 3,116.50 3,233.50
S4 2,969.75 3,007.00 3,203.25
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 3,462.50 3,260.75 201.75 6.2% 64.50 2.0% 1% False True 1,773,755
10 3,508.50 3,260.75 247.75 7.6% 60.00 1.8% 1% False True 1,694,718
20 3,541.00 3,260.75 280.25 8.6% 60.00 1.8% 1% False True 1,576,071
40 3,576.25 3,198.00 378.25 11.6% 72.25 2.2% 17% False False 1,509,181
60 3,576.25 3,198.00 378.25 11.6% 60.00 1.8% 17% False False 1,007,716
80 3,576.25 3,095.00 481.25 14.7% 57.75 1.8% 35% False False 756,227
100 3,576.25 2,916.50 659.75 20.2% 62.50 1.9% 53% False False 605,403
120 3,576.25 2,745.75 830.50 25.4% 62.75 1.9% 62% False False 504,778
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 13.08
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3,835.50
2.618 3,657.00
1.618 3,547.50
1.000 3,479.75
0.618 3,438.00
HIGH 3,370.25
0.618 3,328.50
0.500 3,315.50
0.382 3,302.50
LOW 3,260.75
0.618 3,193.00
1.000 3,151.25
1.618 3,083.50
2.618 2,974.00
4.250 2,795.50
Fisher Pivots for day following 28-Oct-2020
Pivot 1 day 3 day
R1 3,315.50 3,353.50
PP 3,298.25 3,323.50
S1 3,280.75 3,293.50

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

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