E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 29-Apr-2020
Day Change Summary
Previous Current
28-Apr-2020 29-Apr-2020 Change Change % Previous Week
Open 2,850.75 2,858.00 7.25 0.3% 2,838.25
High 2,898.75 2,942.75 44.00 1.5% 2,860.50
Low 2,839.25 2,848.25 9.00 0.3% 2,707.25
Close 2,853.50 2,926.25 72.75 2.5% 2,816.00
Range 59.50 94.50 35.00 58.8% 153.25
ATR 104.24 103.55 -0.70 -0.7% 0.00
Volume 312 504 192 61.5% 1,060
Daily Pivots for day following 29-Apr-2020
Classic Woodie Camarilla DeMark
R4 3,189.25 3,152.25 2,978.25
R3 3,094.75 3,057.75 2,952.25
R2 3,000.25 3,000.25 2,943.50
R1 2,963.25 2,963.25 2,935.00 2,981.75
PP 2,905.75 2,905.75 2,905.75 2,915.00
S1 2,868.75 2,868.75 2,917.50 2,887.25
S2 2,811.25 2,811.25 2,909.00
S3 2,716.75 2,774.25 2,900.25
S4 2,622.25 2,679.75 2,874.25
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 2,942.75 2,745.50 197.25 6.7% 70.75 2.4% 92% True False 495
10 2,942.75 2,707.25 235.50 8.0% 75.75 2.6% 93% True False 447
20 2,942.75 2,422.50 520.25 17.8% 88.25 3.0% 97% True False 972
40 3,093.00 2,168.25 924.75 31.6% 118.00 4.0% 82% False False 606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.75
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,344.50
2.618 3,190.25
1.618 3,095.75
1.000 3,037.25
0.618 3,001.25
HIGH 2,942.75
0.618 2,906.75
0.500 2,895.50
0.382 2,884.25
LOW 2,848.25
0.618 2,789.75
1.000 2,753.75
1.618 2,695.25
2.618 2,600.75
4.250 2,446.50
Fisher Pivots for day following 29-Apr-2020
Pivot 1 day 3 day
R1 2,916.00 2,908.00
PP 2,905.75 2,890.00
S1 2,895.50 2,871.75

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

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