E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 3,635.50 3,630.25 -5.25 -0.1% 3,546.50
High 3,655.00 3,642.75 -12.25 -0.3% 3,655.00
Low 3,615.25 3,612.75 -2.50 -0.1% 3,545.50
Close 3,627.25 3,636.50 9.25 0.3% 3,636.50
Range 39.75 30.00 -9.75 -24.5% 109.50
ATR 64.16 61.72 -2.44 -3.8% 0.00
Volume 1,016,343 639,268 -377,075 -37.1% 4,149,452
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,720.75 3,708.50 3,653.00
R3 3,690.75 3,678.50 3,644.75
R2 3,660.75 3,660.75 3,642.00
R1 3,648.50 3,648.50 3,639.25 3,654.50
PP 3,630.75 3,630.75 3,630.75 3,633.75
S1 3,618.50 3,618.50 3,633.75 3,624.50
S2 3,600.75 3,600.75 3,631.00
S3 3,570.75 3,588.50 3,628.25
S4 3,540.75 3,558.50 3,620.00
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,940.75 3,898.25 3,696.75
R3 3,831.25 3,788.75 3,666.50
R2 3,721.75 3,721.75 3,656.50
R1 3,679.25 3,679.25 3,646.50 3,700.50
PP 3,612.25 3,612.25 3,612.25 3,623.00
S1 3,569.75 3,569.75 3,626.50 3,591.00
S2 3,502.75 3,502.75 3,616.50
S3 3,393.25 3,460.25 3,606.50
S4 3,283.75 3,350.75 3,576.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,655.00 3,542.75 112.25 3.1% 43.25 1.2% 84% False False 1,067,814
10 3,655.00 3,518.00 137.00 3.8% 49.25 1.4% 86% False False 1,186,217
20 3,668.00 3,225.00 443.00 12.2% 68.00 1.9% 93% False False 1,588,606
40 3,668.00 3,225.00 443.00 12.2% 65.00 1.8% 93% False False 1,593,523
60 3,668.00 3,198.00 470.00 12.9% 71.25 2.0% 93% False False 1,568,097
80 3,668.00 3,198.00 470.00 12.9% 62.50 1.7% 93% False False 1,177,430
100 3,668.00 3,095.00 573.00 15.8% 60.25 1.7% 95% False False 942,347
120 3,668.00 2,916.50 751.50 20.7% 63.75 1.8% 96% False False 785,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 11.40
Narrowest range in 63 trading days
Fibonacci Retracements and Extensions
4.250 3,770.25
2.618 3,721.25
1.618 3,691.25
1.000 3,672.75
0.618 3,661.25
HIGH 3,642.75
0.618 3,631.25
0.500 3,627.75
0.382 3,624.25
LOW 3,612.75
0.618 3,594.25
1.000 3,582.75
1.618 3,564.25
2.618 3,534.25
4.250 3,485.25
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 3,633.50 3,629.50
PP 3,630.75 3,622.25
S1 3,627.75 3,615.00

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

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