E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 20-Nov-2020

Day Change Summary
	Previous	Current
	19-Nov-2020	20-Nov-2020	Change	Change %	Previous Week
Open	3,562.00	3,560.00	-2.00	-0.1%	3,587.00
High	3,582.75	3,582.50	-0.25	0.0%	3,637.00
Low	3,542.25	3,542.75	0.50	0.0%	3,542.25
Close	3,580.00	3,554.25	-25.75	-0.7%	3,554.25
Range	40.50	39.75	-0.75	-1.9%	94.75
ATR	70.12	67.95	-2.17	-3.1%	0.00
Volume	1,291,117	1,189,621	-101,496	-7.9%	6,378,194

Daily Pivots for day following 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,679.00	3,656.50	3,576.00
R3	3,639.25	3,616.75	3,565.25
R2	3,599.50	3,599.50	3,561.50
R1	3,577.00	3,577.00	3,558.00	3,568.50
PP	3,559.75	3,559.75	3,559.75	3,555.50
S1	3,537.25	3,537.25	3,550.50	3,528.50
S2	3,520.00	3,520.00	3,547.00
S3	3,480.25	3,497.50	3,543.25
S4	3,440.50	3,457.75	3,532.50

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,862.00	3,803.00	3,606.25
R3	3,767.25	3,708.25	3,580.25
R2	3,672.50	3,672.50	3,571.50
R1	3,613.50	3,613.50	3,563.00	3,595.50
PP	3,577.75	3,577.75	3,577.75	3,569.00
S1	3,518.75	3,518.75	3,545.50	3,501.00
S2	3,483.00	3,483.00	3,537.00
S3	3,388.25	3,424.00	3,528.25
S4	3,293.50	3,329.25	3,502.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,637.00	3,542.25	94.75	2.7%	48.75	1.4%	13%	False	False	1,275,638
10	3,668.00	3,506.50	161.50	4.5%	63.00	1.8%	30%	False	False	1,548,923
20	3,668.00	3,225.00	443.00	12.5%	75.25	2.1%	74%	False	False	1,786,957
40	3,668.00	3,225.00	443.00	12.5%	66.75	1.9%	74%	False	False	1,652,559
60	3,668.00	3,198.00	470.00	13.2%	71.00	2.0%	76%	False	False	1,499,637
80	3,668.00	3,198.00	470.00	13.2%	62.25	1.8%	76%	False	False	1,125,781
100	3,668.00	3,085.50	582.50	16.4%	60.75	1.7%	80%	False	False	900,902
120	3,668.00	2,916.50	751.50	21.1%	64.25	1.8%	85%	False	False	751,081

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.55
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	3,751.50
2.618	3,686.50
1.618	3,646.75
1.000	3,622.25
0.618	3,607.00
HIGH	3,582.50
0.618	3,567.25
0.500	3,562.50
0.382	3,558.00
LOW	3,542.75
0.618	3,518.25
1.000	3,503.00
1.618	3,478.50
2.618	3,438.75
4.250	3,373.75

Fisher Pivots for day following 20-Nov-2020
Pivot	1 day	3 day
R1	3,562.50	3,582.75
PP	3,559.75	3,573.25
S1	3,557.00	3,563.75

Download as Excel Spreadsheet

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

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