E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 3,508.75 3,522.50 13.75 0.4% 3,260.00
High 3,519.00 3,668.00 149.00 4.2% 3,522.50
Low 3,456.75 3,515.75 59.00 1.7% 3,243.25
Close 3,500.75 3,544.00 43.25 1.2% 3,500.75
Range 62.25 152.25 90.00 144.6% 279.25
ATR 75.78 82.31 6.53 8.6% 0.00
Volume 1,640,000 2,605,322 965,322 58.9% 9,638,510
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 4,032.75 3,940.50 3,627.75
R3 3,880.50 3,788.25 3,585.75
R2 3,728.25 3,728.25 3,572.00
R1 3,636.00 3,636.00 3,558.00 3,682.00
PP 3,576.00 3,576.00 3,576.00 3,599.00
S1 3,483.75 3,483.75 3,530.00 3,530.00
S2 3,423.75 3,423.75 3,516.00
S3 3,271.50 3,331.50 3,502.25
S4 3,119.25 3,179.25 3,460.25
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 3,668.00 3,301.25 366.75 10.3% 110.25 3.1% 66% True False 2,078,902
10 3,668.00 3,225.00 443.00 12.5% 93.75 2.6% 72% True False 2,089,746
20 3,668.00 3,225.00 443.00 12.5% 74.00 2.1% 72% True False 1,840,408
40 3,668.00 3,198.00 470.00 13.3% 71.25 2.0% 74% True False 1,799,732
60 3,668.00 3,198.00 470.00 13.3% 68.00 1.9% 74% True False 1,285,551
80 3,668.00 3,179.75 488.25 13.8% 62.00 1.8% 75% True False 964,886
100 3,668.00 2,972.00 696.00 19.6% 63.25 1.8% 82% True False 772,314
120 3,668.00 2,891.00 777.00 21.9% 64.25 1.8% 84% True False 643,740
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 17.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,315.00
2.618 4,066.50
1.618 3,914.25
1.000 3,820.25
0.618 3,762.00
HIGH 3,668.00
0.618 3,609.75
0.500 3,592.00
0.382 3,574.00
LOW 3,515.75
0.618 3,421.75
1.000 3,363.50
1.618 3,269.50
2.618 3,117.25
4.250 2,868.75
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 3,592.00 3,548.00
PP 3,576.00 3,546.75
S1 3,560.00 3,545.50

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

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