E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 13-Aug-2020
Day Change Summary
Previous Current
12-Aug-2020 13-Aug-2020 Change Change % Previous Week
Open 3,339.50 3,367.75 28.25 0.8% 3,272.00
High 3,382.50 3,382.00 -0.50 0.0% 3,347.75
Low 3,326.25 3,357.50 31.25 0.9% 3,254.75
Close 3,370.00 3,367.75 -2.25 -0.1% 3,344.75
Range 56.25 24.50 -31.75 -56.4% 93.00
ATR 51.16 49.26 -1.90 -3.7% 0.00
Volume 1,408,718 1,205,758 -202,960 -14.4% 6,474,537
Daily Pivots for day following 13-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,442.50 3,429.75 3,381.25
R3 3,418.00 3,405.25 3,374.50
R2 3,393.50 3,393.50 3,372.25
R1 3,380.75 3,380.75 3,370.00 3,380.00
PP 3,369.00 3,369.00 3,369.00 3,368.75
S1 3,356.25 3,356.25 3,365.50 3,355.50
S2 3,344.50 3,344.50 3,363.25
S3 3,320.00 3,331.75 3,361.00
S4 3,295.50 3,307.25 3,354.25
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 3,382.50 3,319.50 63.00 1.9% 38.75 1.2% 77% False False 1,432,926
10 3,382.50 3,212.50 170.00 5.0% 40.25 1.2% 91% False False 1,430,659
20 3,382.50 3,190.25 192.25 5.7% 44.75 1.3% 92% False False 1,457,320
40 3,382.50 2,983.50 399.00 11.8% 57.00 1.7% 96% False False 1,599,248
60 3,382.50 2,895.50 487.00 14.5% 61.75 1.8% 97% False False 1,264,130
80 3,382.50 2,711.75 670.75 19.9% 64.75 1.9% 98% False False 948,891
100 3,382.50 2,226.25 1,156.25 34.3% 76.50 2.3% 99% False False 760,549
120 3,382.50 2,165.50 1,217.00 36.1% 96.00 2.9% 99% False False 634,277
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.33
Narrowest range in 123 trading days
Fibonacci Retracements and Extensions
4.250 3,486.00
2.618 3,446.25
1.618 3,421.75
1.000 3,406.50
0.618 3,397.25
HIGH 3,382.00
0.618 3,372.75
0.500 3,369.75
0.382 3,366.75
LOW 3,357.50
0.618 3,342.25
1.000 3,333.00
1.618 3,317.75
2.618 3,293.25
4.250 3,253.50
Fisher Pivots for day following 13-Aug-2020
Pivot 1 day 3 day
R1 3,369.75 3,362.25
PP 3,369.00 3,356.50
S1 3,368.50 3,351.00

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

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