E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 16-Apr-2020
Day Change Summary
Previous Current
15-Apr-2020 16-Apr-2020 Change Change % Previous Week
Open 2,813.00 2,733.75 -79.25 -2.8% 2,550.00
High 2,816.50 2,817.00 0.50 0.0% 2,795.00
Low 2,740.25 2,733.75 -6.50 -0.2% 2,539.25
Close 2,761.50 2,775.00 13.50 0.5% 2,766.25
Range 76.25 83.25 7.00 9.2% 255.75
ATR 131.13 127.71 -3.42 -2.6% 0.00
Volume 1,186 1,700 514 43.3% 5,865
Daily Pivots for day following 16-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,025.00 2,983.25 2,820.75
R3 2,941.75 2,900.00 2,798.00
R2 2,858.50 2,858.50 2,790.25
R1 2,816.75 2,816.75 2,782.75 2,837.50
PP 2,775.25 2,775.25 2,775.25 2,785.75
S1 2,733.50 2,733.50 2,767.25 2,754.50
S2 2,692.00 2,692.00 2,759.75
S3 2,608.75 2,650.25 2,752.00
S4 2,525.50 2,567.00 2,729.25
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,467.50 3,372.50 2,907.00
R3 3,211.75 3,116.75 2,836.50
R2 2,956.00 2,956.00 2,813.25
R1 2,861.00 2,861.00 2,789.75 2,908.50
PP 2,700.25 2,700.25 2,700.25 2,724.00
S1 2,605.25 2,605.25 2,742.75 2,652.75
S2 2,444.50 2,444.50 2,719.25
S3 2,188.75 2,349.50 2,696.00
S4 1,933.00 2,093.75 2,625.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,830.50 2,694.25 136.25 4.9% 88.25 3.2% 59% False False 1,112
10 2,830.50 2,422.50 408.00 14.7% 98.00 3.5% 86% False False 1,137
20 2,830.50 2,168.25 662.25 23.9% 127.75 4.6% 92% False False 1,064
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,170.75
2.618 3,035.00
1.618 2,951.75
1.000 2,900.25
0.618 2,868.50
HIGH 2,817.00
0.618 2,785.25
0.500 2,775.50
0.382 2,765.50
LOW 2,733.75
0.618 2,682.25
1.000 2,650.50
1.618 2,599.00
2.618 2,515.75
4.250 2,380.00
Fisher Pivots for day following 16-Apr-2020
Pivot 1 day 3 day
R1 2,775.50 2,782.00
PP 2,775.25 2,779.75
S1 2,775.00 2,777.50

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

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