E-mini S&P 500 Future June 2021

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	3,545.00	3,576.00	31.00	0.9%	3,585.00
High	3,569.00	3,621.00	52.00	1.5%	3,616.75
Low	3,528.25	3,572.00	43.75	1.2%	3,524.75
Close	3,557.50	3,614.00	56.50	1.6%	3,536.00
Range	40.75	49.00	8.25	20.2%	92.00
ATR	69.91	69.46	-0.46	-0.7%	0.00
Volume	55	86	31	56.4%	485

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,749.25	3,730.75	3,641.00
R3	3,700.25	3,681.75	3,627.50
R2	3,651.25	3,651.25	3,623.00
R1	3,632.75	3,632.75	3,618.50	3,642.00
PP	3,602.25	3,602.25	3,602.25	3,607.00
S1	3,583.75	3,583.75	3,609.50	3,593.00
S2	3,553.25	3,553.25	3,605.00
S3	3,504.25	3,534.75	3,600.50
S4	3,455.25	3,485.75	3,587.00

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	3,835.25	3,777.50	3,586.50
R3	3,743.25	3,685.50	3,561.25
R2	3,651.25	3,651.25	3,552.75
R1	3,593.50	3,593.50	3,544.50	3,576.50
PP	3,559.25	3,559.25	3,559.25	3,550.50
S1	3,501.50	3,501.50	3,527.50	3,484.50
S2	3,467.25	3,467.25	3,519.25
S3	3,375.25	3,409.50	3,510.75
S4	3,283.25	3,317.50	3,485.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,621.00	3,524.75	96.25	2.7%	46.50	1.3%	93%	True	False	51
10	3,621.00	3,494.50	126.50	3.5%	48.50	1.3%	94%	True	False	133
20	3,647.50	3,208.00	439.50	12.2%	68.50	1.9%	92%	False	False	125

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.60
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3,829.25
2.618	3,749.25
1.618	3,700.25
1.000	3,670.00
0.618	3,651.25
HIGH	3,621.00
0.618	3,602.25
0.500	3,596.50
0.382	3,590.75
LOW	3,572.00
0.618	3,541.75
1.000	3,523.00
1.618	3,492.75
2.618	3,443.75
4.250	3,363.75

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	3,608.25	3,600.50
PP	3,602.25	3,586.75
S1	3,596.50	3,573.00

Download as Excel Spreadsheet

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

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