E-mini S&P 500 Future September 2020


Trading Metrics calculated at close of trading on 17-Aug-2020
Day Change Summary
Previous Current
14-Aug-2020 17-Aug-2020 Change Change % Previous Week
Open 3,369.25 3,366.00 -3.25 -0.1% 3,347.00
High 3,380.50 3,382.75 2.25 0.1% 3,382.50
Low 3,350.00 3,364.75 14.75 0.4% 3,319.50
Close 3,361.50 3,379.75 18.25 0.5% 3,361.50
Range 30.50 18.00 -12.50 -41.0% 63.00
ATR 47.92 46.01 -1.90 -4.0% 0.00
Volume 1,084,771 759,304 -325,467 -30.0% 6,634,038
Daily Pivots for day following 17-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,429.75 3,422.75 3,389.75
R3 3,411.75 3,404.75 3,384.75
R2 3,393.75 3,393.75 3,383.00
R1 3,386.75 3,386.75 3,381.50 3,390.25
PP 3,375.75 3,375.75 3,375.75 3,377.50
S1 3,368.75 3,368.75 3,378.00 3,372.25
S2 3,357.75 3,357.75 3,376.50
S3 3,339.75 3,350.75 3,374.75
S4 3,321.75 3,332.75 3,369.75
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 3,543.50 3,515.50 3,396.25
R3 3,480.50 3,452.50 3,378.75
R2 3,417.50 3,417.50 3,373.00
R1 3,389.50 3,389.50 3,367.25 3,403.50
PP 3,354.50 3,354.50 3,354.50 3,361.50
S1 3,326.50 3,326.50 3,355.75 3,340.50
S2 3,291.50 3,291.50 3,350.00
S3 3,228.50 3,263.50 3,344.25
S4 3,165.50 3,200.50 3,326.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,382.75 3,319.50 63.25 1.9% 37.75 1.1% 95% True False 1,238,318
10 3,382.75 3,271.00 111.75 3.3% 34.75 1.0% 97% True False 1,261,743
20 3,382.75 3,191.50 191.25 5.7% 42.75 1.3% 98% True False 1,416,410
40 3,382.75 2,983.50 399.25 11.8% 54.50 1.6% 99% True False 1,555,638
60 3,382.75 2,895.50 487.25 14.4% 61.00 1.8% 99% True False 1,294,748
80 3,382.75 2,748.75 634.00 18.8% 63.50 1.9% 100% True False 971,884
100 3,382.75 2,397.25 985.50 29.2% 73.00 2.2% 100% True False 778,797
120 3,382.75 2,165.50 1,217.25 36.0% 94.50 2.8% 100% True False 649,634
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 11.40
Narrowest range in 146 trading days
Fibonacci Retracements and Extensions
4.250 3,459.25
2.618 3,429.75
1.618 3,411.75
1.000 3,400.75
0.618 3,393.75
HIGH 3,382.75
0.618 3,375.75
0.500 3,373.75
0.382 3,371.75
LOW 3,364.75
0.618 3,353.75
1.000 3,346.75
1.618 3,335.75
2.618 3,317.75
4.250 3,288.25
Fisher Pivots for day following 17-Aug-2020
Pivot 1 day 3 day
R1 3,377.75 3,375.25
PP 3,375.75 3,370.75
S1 3,373.75 3,366.50

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

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