E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 23-Nov-2020

Day Change Summary
	Previous	Current
	20-Nov-2020	23-Nov-2020	Change	Change %	Previous Week
Open	3,560.00	3,546.50	-13.50	-0.4%	3,587.00
High	3,582.50	3,588.00	5.50	0.2%	3,637.00
Low	3,542.75	3,545.50	2.75	0.1%	3,542.25
Close	3,554.25	3,576.00	21.75	0.6%	3,554.25
Range	39.75	42.50	2.75	6.9%	94.75
ATR	67.95	66.14	-1.82	-2.7%	0.00
Volume	1,189,621	1,204,848	15,227	1.3%	6,378,194

Daily Pivots for day following 23-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,697.25	3,679.25	3,599.50
R3	3,654.75	3,636.75	3,587.75
R2	3,612.25	3,612.25	3,583.75
R1	3,594.25	3,594.25	3,580.00	3,603.25
PP	3,569.75	3,569.75	3,569.75	3,574.50
S1	3,551.75	3,551.75	3,572.00	3,560.75
S2	3,527.25	3,527.25	3,568.25
S3	3,484.75	3,509.25	3,564.25
S4	3,442.25	3,466.75	3,552.50

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	3,630.00	3,542.25	87.75	2.5%	47.00	1.3%	38%	False	False	1,255,820
10	3,637.00	3,506.50	130.50	3.6%	52.00	1.5%	53%	False	False	1,408,876
20	3,668.00	3,225.00	443.00	12.4%	73.00	2.0%	79%	False	False	1,749,311
40	3,668.00	3,225.00	443.00	12.4%	66.00	1.8%	79%	False	False	1,645,285
60	3,668.00	3,198.00	470.00	13.1%	71.25	2.0%	80%	False	False	1,519,656
80	3,668.00	3,198.00	470.00	13.1%	62.25	1.7%	80%	False	False	1,140,769
100	3,668.00	3,095.00	573.00	16.0%	60.50	1.7%	84%	False	False	912,930
120	3,668.00	2,916.50	751.50	21.0%	64.25	1.8%	88%	False	False	761,119

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3,768.50
2.618	3,699.25
1.618	3,656.75
1.000	3,630.50
0.618	3,614.25
HIGH	3,588.00
0.618	3,571.75
0.500	3,566.75
0.382	3,561.75
LOW	3,545.50
0.618	3,519.25
1.000	3,503.00
1.618	3,476.75
2.618	3,434.25
4.250	3,365.00

Fisher Pivots for day following 23-Nov-2020
Pivot	1 day	3 day
R1	3,573.00	3,572.50
PP	3,569.75	3,568.75
S1	3,566.75	3,565.00

Download as Excel Spreadsheet

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

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