E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 3,576.00 3,635.50 59.50 1.7% 3,587.00
High 3,640.00 3,655.00 15.00 0.4% 3,637.00
Low 3,575.25 3,615.25 40.00 1.1% 3,542.25
Close 3,632.75 3,627.25 -5.50 -0.2% 3,554.25
Range 64.75 39.75 -25.00 -38.6% 94.75
ATR 66.04 64.16 -1.88 -2.8% 0.00
Volume 1,288,993 990,421 -298,572 -23.2% 6,378,194
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,751.75 3,729.25 3,649.00
R3 3,712.00 3,689.50 3,638.25
R2 3,672.25 3,672.25 3,634.50
R1 3,649.75 3,649.75 3,631.00 3,641.00
PP 3,632.50 3,632.50 3,632.50 3,628.25
S1 3,610.00 3,610.00 3,623.50 3,601.50
S2 3,592.75 3,592.75 3,620.00
S3 3,553.00 3,570.25 3,616.25
S4 3,513.25 3,530.50 3,605.50
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,862.00 3,803.00 3,606.25
R3 3,767.25 3,708.25 3,580.25
R2 3,672.50 3,672.50 3,571.50
R1 3,613.50 3,613.50 3,563.00 3,595.50
PP 3,577.75 3,577.75 3,577.75 3,569.00
S1 3,518.75 3,518.75 3,545.50 3,501.00
S2 3,483.00 3,483.00 3,537.00
S3 3,388.25 3,424.00 3,528.25
S4 3,293.50 3,329.25 3,502.25
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 3,542.25 112.75 3.1% 45.50 1.3% 75% True False 1,193,000
10 3,655.00 3,513.00 142.00 3.9% 52.50 1.4% 80% True False 1,288,287
20 3,668.00 3,225.00 443.00 12.2% 70.50 1.9% 91% False False 1,653,610
40 3,668.00 3,225.00 443.00 12.2% 65.25 1.8% 91% False False 1,614,841
60 3,668.00 3,198.00 470.00 13.0% 71.75 2.0% 91% False False 1,557,324
80 3,668.00 3,198.00 470.00 13.0% 62.50 1.7% 91% False False 1,169,189
100 3,668.00 3,095.00 573.00 15.8% 60.25 1.7% 93% False False 935,704
120 3,668.00 2,916.50 751.50 20.7% 64.00 1.8% 95% False False 780,104
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,824.00
2.618 3,759.00
1.618 3,719.25
1.000 3,694.75
0.618 3,679.50
HIGH 3,655.00
0.618 3,639.75
0.500 3,635.00
0.382 3,630.50
LOW 3,615.25
0.618 3,590.75
1.000 3,575.50
1.618 3,551.00
2.618 3,511.25
4.250 3,446.25
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 3,635.00 3,618.25
PP 3,632.50 3,609.25
S1 3,630.00 3,600.25

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

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