E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 24-Apr-2020
Day Change Summary
Previous Current
23-Apr-2020 24-Apr-2020 Change Change % Previous Week
Open 2,770.50 2,752.00 -18.50 -0.7% 2,838.25
High 2,822.50 2,820.50 -2.00 -0.1% 2,860.50
Low 2,764.00 2,745.50 -18.50 -0.7% 2,707.25
Close 2,768.50 2,816.00 47.50 1.7% 2,816.00
Range 58.50 75.00 16.50 28.2% 153.25
ATR 113.63 110.87 -2.76 -2.4% 0.00
Volume 129 791 662 513.2% 1,060
Daily Pivots for day following 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,019.00 2,992.50 2,857.25
R3 2,944.00 2,917.50 2,836.50
R2 2,869.00 2,869.00 2,829.75
R1 2,842.50 2,842.50 2,823.00 2,855.75
PP 2,794.00 2,794.00 2,794.00 2,800.50
S1 2,767.50 2,767.50 2,809.00 2,780.75
S2 2,719.00 2,719.00 2,802.25
S3 2,644.00 2,692.50 2,795.50
S4 2,569.00 2,617.50 2,774.75
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,254.25 3,188.50 2,900.25
R3 3,101.00 3,035.25 2,858.25
R2 2,947.75 2,947.75 2,844.00
R1 2,882.00 2,882.00 2,830.00 2,838.25
PP 2,794.50 2,794.50 2,794.50 2,772.75
S1 2,728.75 2,728.75 2,802.00 2,685.00
S2 2,641.25 2,641.25 2,788.00
S3 2,488.00 2,575.50 2,773.75
S4 2,334.75 2,422.25 2,731.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,860.50 2,707.25 153.25 5.4% 78.50 2.8% 71% False False 212
10 2,873.00 2,697.75 175.25 6.2% 79.50 2.8% 67% False False 490
20 2,873.00 2,422.50 450.50 16.0% 95.25 3.4% 87% False False 957
40 3,100.00 2,168.25 931.75 33.1% 121.50 4.3% 70% False False 573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 19.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,139.25
2.618 3,016.75
1.618 2,941.75
1.000 2,895.50
0.618 2,866.75
HIGH 2,820.50
0.618 2,791.75
0.500 2,783.00
0.382 2,774.25
LOW 2,745.50
0.618 2,699.25
1.000 2,670.50
1.618 2,624.25
2.618 2,549.25
4.250 2,426.75
Fisher Pivots for day following 24-Apr-2020
Pivot 1 day 3 day
R1 2,805.00 2,800.00
PP 2,794.00 2,783.75
S1 2,783.00 2,767.50

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

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