E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 02-Nov-2020
Day Change Summary
Previous Current
30-Oct-2020 02-Nov-2020 Change Change % Previous Week
Open 3,268.00 3,260.00 -8.00 -0.2% 3,445.75
High 3,296.25 3,323.50 27.25 0.8% 3,446.25
Low 3,225.00 3,243.25 18.25 0.6% 3,225.00
Close 3,264.75 3,300.50 35.75 1.1% 3,264.75
Range 71.25 80.25 9.00 12.6% 221.25
ATR 66.92 67.87 0.95 1.4% 0.00
Volume 2,494,925 1,849,320 -645,605 -25.9% 10,611,408
Daily Pivots for day following 02-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,529.75 3,495.50 3,344.75
R3 3,449.50 3,415.25 3,322.50
R2 3,369.25 3,369.25 3,315.25
R1 3,335.00 3,335.00 3,307.75 3,352.00
PP 3,289.00 3,289.00 3,289.00 3,297.75
S1 3,254.75 3,254.75 3,293.25 3,272.00
S2 3,208.75 3,208.75 3,285.75
S3 3,128.50 3,174.50 3,278.50
S4 3,048.25 3,094.25 3,256.25
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 3,975.75 3,841.50 3,386.50
R3 3,754.50 3,620.25 3,325.50
R2 3,533.25 3,533.25 3,305.25
R1 3,399.00 3,399.00 3,285.00 3,355.50
PP 3,312.00 3,312.00 3,312.00 3,290.25
S1 3,177.75 3,177.75 3,244.50 3,134.25
S2 3,090.75 3,090.75 3,224.25
S3 2,869.50 2,956.50 3,204.00
S4 2,648.25 2,735.25 3,143.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,410.00 3,225.00 185.00 5.6% 77.25 2.3% 41% False False 2,100,589
10 3,469.75 3,225.00 244.75 7.4% 64.75 2.0% 31% False False 1,856,175
20 3,541.00 3,225.00 316.00 9.6% 63.00 1.9% 24% False False 1,660,332
40 3,541.00 3,198.00 343.00 10.4% 69.25 2.1% 30% False False 1,664,412
60 3,576.25 3,198.00 378.25 11.5% 62.25 1.9% 27% False False 1,112,662
80 3,576.25 3,108.50 467.75 14.2% 58.50 1.8% 41% False False 835,054
100 3,576.25 2,916.50 659.75 20.0% 62.00 1.9% 58% False False 668,444
120 3,576.25 2,745.75 830.50 25.2% 62.75 1.9% 67% False False 557,347
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,664.50
2.618 3,533.50
1.618 3,453.25
1.000 3,403.75
0.618 3,373.00
HIGH 3,323.50
0.618 3,292.75
0.500 3,283.50
0.382 3,274.00
LOW 3,243.25
0.618 3,193.75
1.000 3,163.00
1.618 3,113.50
2.618 3,033.25
4.250 2,902.25
Fisher Pivots for day following 02-Nov-2020
Pivot 1 day 3 day
R1 3,294.75 3,293.50
PP 3,289.00 3,286.50
S1 3,283.50 3,279.50

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

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