E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 18-Dec-2020
Day Change Summary
Previous Current
17-Dec-2020 18-Dec-2020 Change Change % Previous Week
Open 3,704.50 3,721.50 17.00 0.5% 3,677.75
High 3,724.75 3,733.25 8.50 0.2% 3,733.25
Low 3,699.50 3,707.75 8.25 0.2% 3,642.75
Close 3,721.25 3,726.25 5.00 0.1% 3,726.25
Range 25.25 25.50 0.25 1.0% 90.50
ATR 48.11 46.49 -1.61 -3.4% 0.00
Volume 292,916 31,888 -261,028 -89.1% 3,425,268
Daily Pivots for day following 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,799.00 3,788.00 3,740.25
R3 3,773.50 3,762.50 3,733.25
R2 3,748.00 3,748.00 3,731.00
R1 3,737.00 3,737.00 3,728.50 3,742.50
PP 3,722.50 3,722.50 3,722.50 3,725.00
S1 3,711.50 3,711.50 3,724.00 3,717.00
S2 3,697.00 3,697.00 3,721.50
S3 3,671.50 3,686.00 3,719.25
S4 3,646.00 3,660.50 3,712.25
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 3,972.25 3,939.75 3,776.00
R3 3,881.75 3,849.25 3,751.25
R2 3,791.25 3,791.25 3,742.75
R1 3,758.75 3,758.75 3,734.50 3,775.00
PP 3,700.75 3,700.75 3,700.75 3,709.00
S1 3,668.25 3,668.25 3,718.00 3,684.50
S2 3,610.25 3,610.25 3,709.75
S3 3,519.75 3,577.75 3,701.25
S4 3,429.25 3,487.25 3,676.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,733.25 3,642.75 90.50 2.4% 36.75 1.0% 92% True False 685,053
10 3,733.25 3,628.25 105.00 2.8% 40.00 1.1% 93% True False 1,055,438
20 3,733.25 3,542.75 190.50 5.1% 41.00 1.1% 96% True False 1,109,682
40 3,733.25 3,225.00 508.25 13.6% 58.00 1.6% 99% True False 1,448,987
60 3,733.25 3,206.50 526.75 14.1% 59.00 1.6% 99% True False 1,480,058
80 3,733.25 3,198.00 535.25 14.4% 63.50 1.7% 99% True False 1,387,346
100 3,733.25 3,184.75 548.50 14.7% 58.50 1.6% 99% True False 1,110,692
120 3,733.25 3,053.00 680.25 18.3% 57.50 1.5% 99% True False 925,806
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.03
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,841.50
2.618 3,800.00
1.618 3,774.50
1.000 3,758.75
0.618 3,749.00
HIGH 3,733.25
0.618 3,723.50
0.500 3,720.50
0.382 3,717.50
LOW 3,707.75
0.618 3,692.00
1.000 3,682.25
1.618 3,666.50
2.618 3,641.00
4.250 3,599.50
Fisher Pivots for day following 18-Dec-2020
Pivot 1 day 3 day
R1 3,724.25 3,721.00
PP 3,722.50 3,715.50
S1 3,720.50 3,710.00

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

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