E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 08-Jun-2020
Day Change Summary
Previous Current
05-Jun-2020 08-Jun-2020 Change Change % Previous Week
Open 3,097.75 3,181.50 83.75 2.7% 3,004.00
High 3,190.25 3,210.75 20.50 0.6% 3,190.25
Low 3,088.00 3,165.50 77.50 2.5% 2,993.25
Close 3,167.00 3,208.00 41.00 1.3% 3,167.00
Range 102.25 45.25 -57.00 -55.7% 197.00
ATR 68.62 66.95 -1.67 -2.4% 0.00
Volume 860 338 -522 -60.7% 2,397
Daily Pivots for day following 08-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,330.50 3,314.50 3,233.00
R3 3,285.25 3,269.25 3,220.50
R2 3,240.00 3,240.00 3,216.25
R1 3,224.00 3,224.00 3,212.25 3,232.00
PP 3,194.75 3,194.75 3,194.75 3,198.75
S1 3,178.75 3,178.75 3,203.75 3,186.75
S2 3,149.50 3,149.50 3,199.75
S3 3,104.25 3,133.50 3,195.50
S4 3,059.00 3,088.25 3,183.00
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 3,707.75 3,634.50 3,275.25
R3 3,510.75 3,437.50 3,221.25
R2 3,313.75 3,313.75 3,203.00
R1 3,240.50 3,240.50 3,185.00 3,277.00
PP 3,116.75 3,116.75 3,116.75 3,135.25
S1 3,043.50 3,043.50 3,149.00 3,080.00
S2 2,919.75 2,919.75 3,131.00
S3 2,722.75 2,846.50 3,112.75
S4 2,525.75 2,649.50 3,058.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,210.75 3,018.00 192.75 6.0% 55.50 1.7% 99% True False 525
10 3,210.75 2,935.50 275.25 8.6% 57.00 1.8% 99% True False 425
20 3,210.75 2,745.75 465.00 14.5% 64.00 2.0% 99% True False 1,657
40 3,210.75 2,697.75 513.00 16.0% 67.75 2.1% 99% True False 1,547
60 3,210.75 2,168.25 1,042.50 32.5% 93.00 2.9% 100% True False 1,325
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3,403.00
2.618 3,329.25
1.618 3,284.00
1.000 3,256.00
0.618 3,238.75
HIGH 3,210.75
0.618 3,193.50
0.500 3,188.00
0.382 3,182.75
LOW 3,165.50
0.618 3,137.50
1.000 3,120.25
1.618 3,092.25
2.618 3,047.00
4.250 2,973.25
Fisher Pivots for day following 08-Jun-2020
Pivot 1 day 3 day
R1 3,201.50 3,185.25
PP 3,194.75 3,162.50
S1 3,188.00 3,139.75

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

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