E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 29-May-2020
Day Change Summary
Previous Current
28-May-2020 29-May-2020 Change Change % Previous Week
Open 3,018.75 3,019.25 0.50 0.0% 2,965.75
High 3,047.00 3,040.50 -6.50 -0.2% 3,047.00
Low 3,005.25 2,977.00 -28.25 -0.9% 2,935.50
Close 3,021.75 3,025.00 3.25 0.1% 3,025.00
Range 41.75 63.50 21.75 52.1% 111.50
ATR 74.40 73.62 -0.78 -1.0% 0.00
Volume 349 587 238 68.2% 1,522
Daily Pivots for day following 29-May-2020
Classic Woodie Camarilla DeMark
R4 3,204.75 3,178.25 3,060.00
R3 3,141.25 3,114.75 3,042.50
R2 3,077.75 3,077.75 3,036.75
R1 3,051.25 3,051.25 3,030.75 3,064.50
PP 3,014.25 3,014.25 3,014.25 3,020.75
S1 2,987.75 2,987.75 3,019.25 3,001.00
S2 2,950.75 2,950.75 3,013.25
S3 2,887.25 2,924.25 3,007.50
S4 2,823.75 2,860.75 2,990.00
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 3,337.00 3,292.50 3,086.25
R3 3,225.50 3,181.00 3,055.75
R2 3,114.00 3,114.00 3,045.50
R1 3,069.50 3,069.50 3,035.25 3,091.75
PP 3,002.50 3,002.50 3,002.50 3,013.50
S1 2,958.00 2,958.00 3,014.75 2,980.25
S2 2,891.00 2,891.00 3,004.50
S3 2,779.50 2,846.50 2,994.25
S4 2,668.00 2,735.00 2,963.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,047.00 2,891.00 156.00 5.2% 59.25 2.0% 86% False False 325
10 3,047.00 2,797.25 249.75 8.3% 62.00 2.0% 91% False False 946
20 3,047.00 2,745.75 301.25 10.0% 64.50 2.1% 93% False False 2,626
40 3,047.00 2,422.50 624.50 20.6% 75.75 2.5% 96% False False 1,670
60 3,047.00 2,168.25 878.75 29.0% 99.50 3.3% 97% False False 1,282
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,310.50
2.618 3,206.75
1.618 3,143.25
1.000 3,104.00
0.618 3,079.75
HIGH 3,040.50
0.618 3,016.25
0.500 3,008.75
0.382 3,001.25
LOW 2,977.00
0.618 2,937.75
1.000 2,913.50
1.618 2,874.25
2.618 2,810.75
4.250 2,707.00
Fisher Pivots for day following 29-May-2020
Pivot 1 day 3 day
R1 3,019.50 3,016.50
PP 3,014.25 3,008.00
S1 3,008.75 2,999.50

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

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