E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 06-Nov-2020

Day Change Summary
	Previous	Current
	05-Nov-2020	06-Nov-2020	Change	Change %	Previous Week
Open	3,448.00	3,508.75	60.75	1.8%	3,260.00
High	3,522.50	3,519.00	-3.50	-0.1%	3,522.50
Low	3,428.25	3,456.75	28.50	0.8%	3,243.25
Close	3,504.75	3,500.75	-4.00	-0.1%	3,500.75
Range	94.25	62.25	-32.00	-34.0%	279.25
ATR	76.82	75.78	-1.04	-1.4%	0.00
Volume	1,671,417	1,640,000	-31,417	-1.9%	9,638,510

Daily Pivots for day following 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,679.00	3,652.00	3,535.00
R3	3,616.75	3,589.75	3,517.75
R2	3,554.50	3,554.50	3,512.25
R1	3,527.50	3,527.50	3,506.50	3,510.00
PP	3,492.25	3,492.25	3,492.25	3,483.25
S1	3,465.25	3,465.25	3,495.00	3,447.50
S2	3,430.00	3,430.00	3,489.25
S3	3,367.75	3,403.00	3,483.75
S4	3,305.50	3,340.75	3,466.50

Weekly Pivots for week ending 06-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	4,260.00	4,159.50	3,654.25
R3	3,980.75	3,880.25	3,577.50
R2	3,701.50	3,701.50	3,552.00
R1	3,601.00	3,601.00	3,526.25	3,651.25
PP	3,422.25	3,422.25	3,422.25	3,447.25
S1	3,321.75	3,321.75	3,475.25	3,372.00
S2	3,143.00	3,143.00	3,449.50
S3	2,863.75	3,042.50	3,424.00
S4	2,584.50	2,763.25	3,347.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,522.50	3,243.25	279.25	8.0%	95.75	2.7%	92%	False	False	1,927,702
10	3,522.50	3,225.00	297.50	8.5%	87.50	2.5%	93%	False	False	2,024,991
20	3,541.00	3,225.00	316.00	9.0%	70.25	2.0%	87%	False	False	1,780,195
40	3,541.00	3,198.00	343.00	9.8%	69.00	2.0%	88%	False	False	1,790,082
60	3,576.25	3,198.00	378.25	10.8%	66.00	1.9%	80%	False	False	1,242,145
80	3,576.25	3,179.75	396.50	11.3%	60.50	1.7%	81%	False	False	932,331
100	3,576.25	2,972.00	604.25	17.3%	62.25	1.8%	88%	False	False	746,283
120	3,576.25	2,891.00	685.25	19.6%	63.50	1.8%	89%	False	False	622,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	16.78
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3,783.50
2.618	3,682.00
1.618	3,619.75
1.000	3,581.25
0.618	3,557.50
HIGH	3,519.00
0.618	3,495.25
0.500	3,488.00
0.382	3,480.50
LOW	3,456.75
0.618	3,418.25
1.000	3,394.50
1.618	3,356.00
2.618	3,293.75
4.250	3,192.25

Fisher Pivots for day following 06-Nov-2020
Pivot	1 day	3 day
R1	3,496.50	3,474.00
PP	3,492.25	3,447.50
S1	3,488.00	3,420.75

Download as Excel Spreadsheet

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

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