E-mini S&P 500 Future December 2020


Trading Metrics calculated at close of trading on 30-Nov-2020
Day Change Summary
Previous Current
27-Nov-2020 30-Nov-2020 Change Change % Previous Week
Open 3,630.25 3,643.75 13.50 0.4% 3,546.50
High 3,642.75 3,652.00 9.25 0.3% 3,655.00
Low 3,612.75 3,592.25 -20.50 -0.6% 3,545.50
Close 3,636.50 3,623.25 -13.25 -0.4% 3,636.50
Range 30.00 59.75 29.75 99.2% 109.50
ATR 61.72 61.58 -0.14 -0.2% 0.00
Volume 639,268 1,712,274 1,073,006 167.8% 4,149,452
Daily Pivots for day following 30-Nov-2020
Classic Woodie Camarilla DeMark
R4 3,801.75 3,772.25 3,656.00
R3 3,742.00 3,712.50 3,639.75
R2 3,682.25 3,682.25 3,634.25
R1 3,652.75 3,652.75 3,628.75 3,637.50
PP 3,622.50 3,622.50 3,622.50 3,615.00
S1 3,593.00 3,593.00 3,617.75 3,578.00
S2 3,562.75 3,562.75 3,612.25
S3 3,503.00 3,533.25 3,606.75
S4 3,443.25 3,473.50 3,590.50
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 3,545.50 109.50 3.0% 47.25 1.3% 71% False False 1,172,345
10 3,655.00 3,542.25 112.75 3.1% 48.00 1.3% 72% False False 1,223,992
20 3,668.00 3,243.25 424.75 11.7% 67.25 1.9% 89% False False 1,549,473
40 3,668.00 3,225.00 443.00 12.2% 64.50 1.8% 90% False False 1,585,606
60 3,668.00 3,198.00 470.00 13.0% 69.50 1.9% 90% False False 1,596,072
80 3,668.00 3,198.00 470.00 13.0% 62.75 1.7% 90% False False 1,198,778
100 3,668.00 3,101.25 566.75 15.6% 60.25 1.7% 92% False False 959,460
120 3,668.00 2,916.50 751.50 20.7% 64.00 1.8% 94% False False 799,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 10.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3,906.00
2.618 3,808.50
1.618 3,748.75
1.000 3,711.75
0.618 3,689.00
HIGH 3,652.00
0.618 3,629.25
0.500 3,622.00
0.382 3,615.00
LOW 3,592.25
0.618 3,555.25
1.000 3,532.50
1.618 3,495.50
2.618 3,435.75
4.250 3,338.25
Fisher Pivots for day following 30-Nov-2020
Pivot 1 day 3 day
R1 3,623.00 3,623.50
PP 3,622.50 3,623.50
S1 3,622.00 3,623.50

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

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