E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 3,317.00 3,343.75 26.75 0.8% 3,272.00
High 3,345.50 3,347.75 2.25 0.1% 3,347.75
Low 3,300.50 3,322.25 21.75 0.7% 3,254.75
Close 3,344.25 3,344.75 0.50 0.0% 3,344.75
Range 45.00 25.50 -19.50 -43.3% 93.00
ATR 53.80 51.78 -2.02 -3.8% 0.00
Volume 1,346,665 1,615,367 268,702 20.0% 6,474,537
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,414.75 3,405.25 3,358.75
R3 3,389.25 3,379.75 3,351.75
R2 3,363.75 3,363.75 3,349.50
R1 3,354.25 3,354.25 3,347.00 3,359.00
PP 3,338.25 3,338.25 3,338.25 3,340.50
S1 3,328.75 3,328.75 3,342.50 3,333.50
S2 3,312.75 3,312.75 3,340.00
S3 3,287.25 3,303.25 3,337.75
S4 3,261.75 3,277.75 3,330.75
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,594.75 3,562.75 3,396.00
R3 3,501.75 3,469.75 3,370.25
R2 3,408.75 3,408.75 3,361.75
R1 3,376.75 3,376.75 3,353.25 3,392.75
PP 3,315.75 3,315.75 3,315.75 3,323.75
S1 3,283.75 3,283.75 3,336.25 3,299.75
S2 3,222.75 3,222.75 3,327.75
S3 3,129.75 3,190.75 3,319.25
S4 3,036.75 3,097.75 3,293.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,347.75 3,254.75 93.00 2.8% 34.50 1.0% 97% True False 1,294,907
10 3,347.75 3,192.00 155.75 4.7% 44.25 1.3% 98% True False 1,465,088
20 3,347.75 3,119.00 228.75 6.8% 48.50 1.4% 99% True False 1,566,882
40 3,347.75 2,923.75 424.00 12.7% 62.75 1.9% 99% True False 1,724,000
60 3,347.75 2,751.50 596.25 17.8% 64.50 1.9% 99% True False 1,171,957
80 3,347.75 2,711.00 636.75 19.0% 66.75 2.0% 100% True False 879,675
100 3,347.75 2,165.50 1,182.25 35.3% 83.25 2.5% 100% True False 705,329
120 3,396.50 2,165.50 1,231.00 36.8% 96.25 2.9% 96% False False 588,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 11.43
Narrowest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 3,456.00
2.618 3,414.50
1.618 3,389.00
1.000 3,373.25
0.618 3,363.50
HIGH 3,347.75
0.618 3,338.00
0.500 3,335.00
0.382 3,332.00
LOW 3,322.25
0.618 3,306.50
1.000 3,296.75
1.618 3,281.00
2.618 3,255.50
4.250 3,214.00
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 3,341.50 3,336.50
PP 3,338.25 3,328.25
S1 3,335.00 3,320.00

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

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