E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 23-Apr-2020
Day Change Summary
Previous Current
22-Apr-2020 23-Apr-2020 Change Change % Previous Week
Open 2,743.75 2,770.50 26.75 1.0% 2,779.25
High 2,795.00 2,822.50 27.50 1.0% 2,873.00
Low 2,712.75 2,764.00 51.25 1.9% 2,697.75
Close 2,777.00 2,768.50 -8.50 -0.3% 2,857.50
Range 82.25 58.50 -23.75 -28.9% 175.25
ATR 117.87 113.63 -4.24 -3.6% 0.00
Volume 32 129 97 303.1% 3,846
Daily Pivots for day following 23-Apr-2020
Classic Woodie Camarilla DeMark
R4 2,960.50 2,923.00 2,800.75
R3 2,902.00 2,864.50 2,784.50
R2 2,843.50 2,843.50 2,779.25
R1 2,806.00 2,806.00 2,773.75 2,795.50
PP 2,785.00 2,785.00 2,785.00 2,779.75
S1 2,747.50 2,747.50 2,763.25 2,737.00
S2 2,726.50 2,726.50 2,757.75
S3 2,668.00 2,689.00 2,752.50
S4 2,609.50 2,630.50 2,736.25
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,335.25 3,271.50 2,954.00
R3 3,160.00 3,096.25 2,905.75
R2 2,984.75 2,984.75 2,889.75
R1 2,921.00 2,921.00 2,873.50 2,953.00
PP 2,809.50 2,809.50 2,809.50 2,825.25
S1 2,745.75 2,745.75 2,841.50 2,777.50
S2 2,634.25 2,634.25 2,825.25
S3 2,459.00 2,570.50 2,809.25
S4 2,283.75 2,395.25 2,761.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,873.00 2,707.25 165.75 6.0% 76.00 2.7% 37% False False 85
10 2,873.00 2,694.25 178.75 6.5% 82.00 3.0% 42% False False 599
20 2,873.00 2,393.25 479.75 17.3% 102.75 3.7% 78% False False 951
40 3,100.00 2,168.25 931.75 33.7% 123.25 4.5% 64% False False 554
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 True
Bear Hook False
Bull Hook False
Stretch 21.60
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 3,071.00
2.618 2,975.75
1.618 2,917.25
1.000 2,881.00
0.618 2,858.75
HIGH 2,822.50
0.618 2,800.25
0.500 2,793.25
0.382 2,786.25
LOW 2,764.00
0.618 2,727.75
1.000 2,705.50
1.618 2,669.25
2.618 2,610.75
4.250 2,515.50
Fisher Pivots for day following 23-Apr-2020
Pivot 1 day 3 day
R1 2,793.25 2,767.25
PP 2,785.00 2,766.00
S1 2,776.75 2,765.00

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

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