E-mini S&P 500 Future December 2020

Trading Metrics calculated at close of trading on 07-Dec-2020

Day Change Summary
	Previous	Current
	04-Dec-2020	07-Dec-2020	Change	Change %	Previous Week
Open	3,668.25	3,694.75	26.50	0.7%	3,643.75
High	3,700.00	3,705.00	5.00	0.1%	3,700.00
Low	3,665.50	3,672.25	6.75	0.2%	3,592.25
Close	3,698.00	3,690.75	-7.25	-0.2%	3,698.00
Range	34.50	32.75	-1.75	-5.1%	107.75
ATR	55.07	53.48	-1.59	-2.9%	0.00
Volume	991,860	1,078,372	86,512	8.7%	6,300,191

Daily Pivots for day following 07-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,787.50	3,772.00	3,708.75
R3	3,754.75	3,739.25	3,699.75
R2	3,722.00	3,722.00	3,696.75
R1	3,706.50	3,706.50	3,693.75	3,698.00
PP	3,689.25	3,689.25	3,689.25	3,685.00
S1	3,673.75	3,673.75	3,687.75	3,665.00
S2	3,656.50	3,656.50	3,684.75
S3	3,623.75	3,641.00	3,681.75
S4	3,591.00	3,608.25	3,672.75

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,986.75	3,950.00	3,757.25
R3	3,879.00	3,842.25	3,727.75
R2	3,771.25	3,771.25	3,717.75
R1	3,734.50	3,734.50	3,708.00	3,753.00
PP	3,663.50	3,663.50	3,663.50	3,672.50
S1	3,626.75	3,626.75	3,688.00	3,645.00
S2	3,555.75	3,555.75	3,678.25
S3	3,448.00	3,519.00	3,668.25
S4	3,340.25	3,411.25	3,638.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,705.00	3,626.00	79.00	2.1%	35.25	1.0%	82%	True	False	1,133,257
10	3,705.00	3,545.50	159.50	4.3%	41.25	1.1%	91%	True	False	1,152,801
20	3,705.00	3,506.50	198.50	5.4%	52.25	1.4%	93%	True	False	1,350,862
40	3,705.00	3,225.00	480.00	13.0%	61.25	1.7%	97%	True	False	1,565,528
60	3,705.00	3,198.00	507.00	13.7%	63.50	1.7%	97%	True	False	1,643,675
80	3,705.00	3,198.00	507.00	13.7%	62.50	1.7%	97%	True	False	1,269,324
100	3,705.00	3,179.75	525.25	14.2%	59.00	1.6%	97%	True	False	1,016,037
120	3,705.00	2,972.00	733.00	19.9%	60.50	1.6%	98%	True	False	847,046

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3,844.25
2.618	3,790.75
1.618	3,758.00
1.000	3,737.75
0.618	3,725.25
HIGH	3,705.00
0.618	3,692.50
0.500	3,688.50
0.382	3,684.75
LOW	3,672.25
0.618	3,652.00
1.000	3,639.50
1.618	3,619.25
2.618	3,586.50
4.250	3,533.00

Fisher Pivots for day following 07-Dec-2020
Pivot	1 day	3 day
R1	3,690.00	3,687.25
PP	3,689.25	3,683.75
S1	3,688.50	3,680.00

Download as Excel Spreadsheet

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

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