E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 2,832.00 2,844.25 12.25 0.4% 2,902.75
High 2,847.25 2,950.00 102.75 3.6% 2,930.25
Low 2,797.25 2,838.00 40.75 1.5% 2,745.75
Close 2,832.75 2,934.00 101.25 3.6% 2,832.75
Range 50.00 112.00 62.00 124.0% 184.50
ATR 84.41 86.75 2.35 2.8% 0.00
Volume 549 4,279 3,730 679.4% 21,503
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 3,243.25 3,200.75 2,995.50
R3 3,131.25 3,088.75 2,964.75
R2 3,019.25 3,019.25 2,954.50
R1 2,976.75 2,976.75 2,944.25 2,998.00
PP 2,907.25 2,907.25 2,907.25 2,918.00
S1 2,864.75 2,864.75 2,923.75 2,886.00
S2 2,795.25 2,795.25 2,913.50
S3 2,683.25 2,752.75 2,903.25
S4 2,571.25 2,640.75 2,872.50
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 3,389.75 3,295.75 2,934.25
R3 3,205.25 3,111.25 2,883.50
R2 3,020.75 3,020.75 2,866.50
R1 2,926.75 2,926.75 2,849.75 2,881.50
PP 2,836.25 2,836.25 2,836.25 2,813.50
S1 2,742.25 2,742.25 2,815.75 2,697.00
S2 2,651.75 2,651.75 2,799.00
S3 2,467.25 2,557.75 2,782.00
S4 2,282.75 2,373.25 2,731.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,950.00 2,745.75 204.25 7.0% 88.25 3.0% 92% True False 5,148
10 2,950.00 2,745.75 204.25 7.0% 70.50 2.4% 92% True False 2,701
20 2,950.00 2,707.25 242.75 8.3% 73.25 2.5% 93% True False 2,532
40 2,950.00 2,168.25 781.75 26.6% 95.75 3.3% 98% True False 1,802
60 3,298.25 2,168.25 1,130.00 38.5% 107.00 3.6% 68% False False 1,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.53
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 3,426.00
2.618 3,243.25
1.618 3,131.25
1.000 3,062.00
0.618 3,019.25
HIGH 2,950.00
0.618 2,907.25
0.500 2,894.00
0.382 2,880.75
LOW 2,838.00
0.618 2,768.75
1.000 2,726.00
1.618 2,656.75
2.618 2,544.75
4.250 2,362.00
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 2,920.75 2,905.25
PP 2,907.25 2,876.50
S1 2,894.00 2,848.00

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

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