E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 2,839.50 2,733.75 -105.75 -3.7% 2,881.00
High 2,844.25 2,748.00 -96.25 -3.4% 3,122.75
Low 2,680.00 2,420.00 -260.00 -9.7% 2,878.00
Close 2,717.50 2,445.00 -272.50 -10.0% 2,943.50
Range 164.25 328.00 163.75 99.7% 244.75
ATR 113.97 129.26 15.29 13.4% 0.00
Volume 494 3,246 2,752 557.1% 8,048
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,521.75 3,311.25 2,625.50
R3 3,193.75 2,983.25 2,535.25
R2 2,865.75 2,865.75 2,505.25
R1 2,655.25 2,655.25 2,475.00 2,596.50
PP 2,537.75 2,537.75 2,537.75 2,508.25
S1 2,327.25 2,327.25 2,415.00 2,268.50
S2 2,209.75 2,209.75 2,384.75
S3 1,881.75 1,999.25 2,354.75
S4 1,553.75 1,671.25 2,264.50
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 3,715.75 3,574.25 3,078.00
R3 3,471.00 3,329.50 3,010.75
R2 3,226.25 3,226.25 2,988.25
R1 3,084.75 3,084.75 2,966.00 3,155.50
PP 2,981.50 2,981.50 2,981.50 3,016.75
S1 2,840.00 2,840.00 2,921.00 2,910.75
S2 2,736.75 2,736.75 2,898.75
S3 2,492.00 2,595.25 2,876.25
S4 2,247.25 2,350.50 2,809.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,017.25 2,420.00 597.25 24.4% 208.75 8.5% 4% False True 1,518
10 3,122.75 2,420.00 702.75 28.7% 181.25 7.4% 4% False True 1,623
20 3,396.50 2,420.00 976.50 39.9% 125.75 5.1% 3% False True 984
40 3,396.50 2,420.00 976.50 39.9% 80.50 3.3% 3% False True 528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.83
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4,142.00
2.618 3,606.75
1.618 3,278.75
1.000 3,076.00
0.618 2,950.75
HIGH 2,748.00
0.618 2,622.75
0.500 2,584.00
0.382 2,545.25
LOW 2,420.00
0.618 2,217.25
1.000 2,092.00
1.618 1,889.25
2.618 1,561.25
4.250 1,026.00
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 2,584.00 2,640.00
PP 2,537.75 2,575.00
S1 2,491.25 2,510.00

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

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