E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 3,386.50 3,334.75 -51.75 -1.5% 3,410.00
High 3,414.00 3,364.75 -49.25 -1.4% 3,436.50
Low 3,316.75 3,298.25 -18.50 -0.6% 3,285.50
Close 3,330.00 3,323.25 -6.75 -0.2% 3,323.25
Range 97.25 66.50 -30.75 -31.6% 151.00
ATR 67.77 67.68 -0.09 -0.1% 0.00
Volume 544,080 2,034,367 1,490,287 273.9% 2,762,378
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,528.25 3,492.25 3,359.75
R3 3,461.75 3,425.75 3,341.50
R2 3,395.25 3,395.25 3,335.50
R1 3,359.25 3,359.25 3,329.25 3,344.00
PP 3,328.75 3,328.75 3,328.75 3,321.00
S1 3,292.75 3,292.75 3,317.25 3,277.50
S2 3,262.25 3,262.25 3,311.00
S3 3,195.75 3,226.25 3,305.00
S4 3,129.25 3,159.75 3,286.75
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 3,801.50 3,713.25 3,406.25
R3 3,650.50 3,562.25 3,364.75
R2 3,499.50 3,499.50 3,351.00
R1 3,411.25 3,411.25 3,337.00 3,380.00
PP 3,348.50 3,348.50 3,348.50 3,332.75
S1 3,260.25 3,260.25 3,309.50 3,229.00
S2 3,197.50 3,197.50 3,295.50
S3 3,046.50 3,109.25 3,281.75
S4 2,895.50 2,958.25 3,240.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,473.50 3,285.50 188.00 5.7% 109.50 3.3% 20% False False 562,017
10 3,576.25 3,285.50 290.75 8.7% 87.75 2.6% 13% False False 288,568
20 3,576.25 3,285.50 290.75 8.7% 60.00 1.8% 13% False False 146,271
40 3,576.25 3,179.75 396.50 11.9% 52.25 1.6% 36% False False 74,580
60 3,576.25 2,972.00 604.25 18.2% 57.75 1.7% 58% False False 50,417
80 3,576.25 2,891.00 685.25 20.6% 60.75 1.8% 63% False False 38,015
100 3,576.25 2,712.75 863.50 26.0% 62.75 1.9% 71% False False 30,936
120 3,576.25 2,234.00 1,342.25 40.4% 71.25 2.1% 81% False False 25,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 17.53
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3,647.50
2.618 3,538.75
1.618 3,472.25
1.000 3,431.25
0.618 3,405.75
HIGH 3,364.75
0.618 3,339.25
0.500 3,331.50
0.382 3,323.75
LOW 3,298.25
0.618 3,257.25
1.000 3,231.75
1.618 3,190.75
2.618 3,124.25
4.250 3,015.50
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 3,331.50 3,349.75
PP 3,328.75 3,341.00
S1 3,326.00 3,332.00

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

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