E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 03-Dec-2020
Day Change Summary
Previous Current
02-Dec-2020 03-Dec-2020 Change Change % Previous Week
Open 3,661.25 3,671.00 9.75 0.3% 3,546.50
High 3,672.75 3,682.00 9.25 0.3% 3,655.00
Low 3,642.25 3,655.25 13.00 0.4% 3,545.50
Close 3,667.25 3,664.50 -2.75 -0.1% 3,636.50
Range 30.50 26.75 -3.75 -12.3% 109.50
ATR 58.87 56.58 -2.29 -3.9% 0.00
Volume 1,106,696 1,124,033 17,337 1.6% 4,149,452
Daily Pivots for day following 03-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,747.50 3,732.75 3,679.25
R3 3,720.75 3,706.00 3,671.75
R2 3,694.00 3,694.00 3,669.50
R1 3,679.25 3,679.25 3,667.00 3,673.25
PP 3,667.25 3,667.25 3,667.25 3,664.25
S1 3,652.50 3,652.50 3,662.00 3,646.50
S2 3,640.50 3,640.50 3,659.50
S3 3,613.75 3,625.75 3,657.25
S4 3,587.00 3,599.00 3,649.75
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 3,682.00 3,592.25 89.75 2.4% 39.75 1.1% 81% True False 1,189,519
10 3,682.00 3,542.25 139.75 3.8% 42.50 1.2% 87% True False 1,193,852
20 3,682.00 3,428.25 253.75 6.9% 56.75 1.5% 93% True False 1,412,921
40 3,682.00 3,225.00 457.00 12.5% 61.50 1.7% 96% True False 1,571,029
60 3,682.00 3,198.00 484.00 13.2% 65.00 1.8% 96% True False 1,652,146
80 3,682.00 3,198.00 484.00 13.2% 62.75 1.7% 96% True False 1,243,586
100 3,682.00 3,178.00 504.00 13.8% 59.00 1.6% 97% True False 995,363
120 3,682.00 2,972.00 710.00 19.4% 61.25 1.7% 98% True False 829,828
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.65
Narrowest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 3,795.75
2.618 3,752.00
1.618 3,725.25
1.000 3,708.75
0.618 3,698.50
HIGH 3,682.00
0.618 3,671.75
0.500 3,668.50
0.382 3,665.50
LOW 3,655.25
0.618 3,638.75
1.000 3,628.50
1.618 3,612.00
2.618 3,585.25
4.250 3,541.50
Fisher Pivots for day following 03-Dec-2020
Pivot 1 day 3 day
R1 3,668.50 3,661.00
PP 3,667.25 3,657.50
S1 3,666.00 3,654.00

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

View Archives - Comment on this page... - Back to Index of Symbols