E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 27-Nov-2020

Day Change Summary
	Previous	Current
	25-Nov-2020	27-Nov-2020	Change	Change %	Previous Week
Open	3,635.50	3,630.25	-5.25	-0.1%	3,546.50
High	3,655.00	3,642.75	-12.25	-0.3%	3,655.00
Low	3,615.25	3,612.75	-2.50	-0.1%	3,545.50
Close	3,627.25	3,636.50	9.25	0.3%	3,636.50
Range	39.75	30.00	-9.75	-24.5%	109.50
ATR	64.16	61.72	-2.44	-3.8%	0.00
Volume	1,016,343	639,268	-377,075	-37.1%	4,149,452

Daily Pivots for day following 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,720.75	3,708.50	3,653.00
R3	3,690.75	3,678.50	3,644.75
R2	3,660.75	3,660.75	3,642.00
R1	3,648.50	3,648.50	3,639.25	3,654.50
PP	3,630.75	3,630.75	3,630.75	3,633.75
S1	3,618.50	3,618.50	3,633.75	3,624.50
S2	3,600.75	3,600.75	3,631.00
S3	3,570.75	3,588.50	3,628.25
S4	3,540.75	3,558.50	3,620.00

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,940.75	3,898.25	3,696.75
R3	3,831.25	3,788.75	3,666.50
R2	3,721.75	3,721.75	3,656.50
R1	3,679.25	3,679.25	3,646.50	3,700.50
PP	3,612.25	3,612.25	3,612.25	3,623.00
S1	3,569.75	3,569.75	3,626.50	3,591.00
S2	3,502.75	3,502.75	3,616.50
S3	3,393.25	3,460.25	3,606.50
S4	3,283.75	3,350.75	3,576.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,655.00	3,542.75	112.25	3.1%	43.25	1.2%	84%	False	False	1,067,814
10	3,655.00	3,518.00	137.00	3.8%	49.25	1.4%	86%	False	False	1,186,217
20	3,668.00	3,225.00	443.00	12.2%	68.00	1.9%	93%	False	False	1,588,606
40	3,668.00	3,225.00	443.00	12.2%	65.00	1.8%	93%	False	False	1,593,523
60	3,668.00	3,198.00	470.00	12.9%	71.25	2.0%	93%	False	False	1,568,097
80	3,668.00	3,198.00	470.00	12.9%	62.50	1.7%	93%	False	False	1,177,430
100	3,668.00	3,095.00	573.00	15.8%	60.25	1.7%	95%	False	False	942,347
120	3,668.00	2,916.50	751.50	20.7%	63.75	1.8%	96%	False	False	785,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	11.40
Narrowest range in 63 trading days

Fibonacci Retracements and Extensions
4.250	3,770.25
2.618	3,721.25
1.618	3,691.25
1.000	3,672.75
0.618	3,661.25
HIGH	3,642.75
0.618	3,631.25
0.500	3,627.75
0.382	3,624.25
LOW	3,612.75
0.618	3,594.25
1.000	3,582.75
1.618	3,564.25
2.618	3,534.25
4.250	3,485.25

Fisher Pivots for day following 27-Nov-2020
Pivot	1 day	3 day
R1	3,633.50	3,629.50
PP	3,630.75	3,622.25
S1	3,627.75	3,615.00

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

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