E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 3,271.50 3,303.75 32.25 1.0% 3,340.00
High 3,309.50 3,319.75 10.25 0.3% 3,419.50
Low 3,256.50 3,221.00 -35.50 -1.1% 3,280.75
Close 3,299.25 3,231.25 -68.00 -2.1% 3,316.25
Range 53.00 98.75 45.75 86.3% 138.75
ATR 68.41 70.57 2.17 3.2% 0.00
Volume 1,576,319 1,940,379 364,060 23.1% 10,952,096
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,553.50 3,491.25 3,285.50
R3 3,454.75 3,392.50 3,258.50
R2 3,356.00 3,356.00 3,249.25
R1 3,293.75 3,293.75 3,240.25 3,275.50
PP 3,257.25 3,257.25 3,257.25 3,248.25
S1 3,195.00 3,195.00 3,222.25 3,176.75
S2 3,158.50 3,158.50 3,213.25
S3 3,059.75 3,096.25 3,204.00
S4 2,961.00 2,997.50 3,177.00
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,755.00 3,674.50 3,392.50
R3 3,616.25 3,535.75 3,354.50
R2 3,477.50 3,477.50 3,341.75
R1 3,397.00 3,397.00 3,329.00 3,368.00
PP 3,338.75 3,338.75 3,338.75 3,324.25
S1 3,258.25 3,258.25 3,303.50 3,229.00
S2 3,200.00 3,200.00 3,290.75
S3 3,061.25 3,119.50 3,278.00
S4 2,922.50 2,980.75 3,240.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,386.50 3,217.75 168.75 5.2% 83.75 2.6% 8% False False 2,213,305
10 3,419.50 3,217.75 201.75 6.2% 72.75 2.3% 7% False False 1,955,522
20 3,576.25 3,217.75 358.50 11.1% 76.00 2.4% 4% False False 993,602
40 3,576.25 3,184.75 391.50 12.1% 57.25 1.8% 12% False False 498,766
60 3,576.25 3,020.50 555.75 17.2% 56.00 1.7% 38% False False 332,992
80 3,576.25 2,916.50 659.75 20.4% 62.25 1.9% 48% False False 250,189
100 3,576.25 2,745.75 830.50 25.7% 62.50 1.9% 58% False False 200,669
120 3,576.25 2,446.25 1,130.00 35.0% 66.25 2.1% 69% False False 167,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,739.50
2.618 3,578.25
1.618 3,479.50
1.000 3,418.50
0.618 3,380.75
HIGH 3,319.75
0.618 3,282.00
0.500 3,270.50
0.382 3,258.75
LOW 3,221.00
0.618 3,160.00
1.000 3,122.25
1.618 3,061.25
2.618 2,962.50
4.250 2,801.25
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 3,270.50 3,272.00
PP 3,257.25 3,258.50
S1 3,244.25 3,244.75

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

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