E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 19-Mar-2020

Day Change Summary
	Previous	Current
	18-Mar-2020	19-Mar-2020	Change	Change %	Previous Week
Open	7,335.00	7,366.00	31.00	0.4%	8,271.00
High	7,337.00	7,498.25	161.25	2.2%	8,344.50
Low	6,839.25	6,905.25	66.00	1.0%	6,920.50
Close	7,206.25	7,269.50	63.25	0.9%	7,891.50
Range	497.75	593.00	95.25	19.1%	1,424.00
ATR	493.36	500.48	7.12	1.4%	0.00
Volume	83	48	-35	-42.2%	531

Daily Pivots for day following 19-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	9,003.25	8,729.50	7,595.75
R3	8,410.25	8,136.50	7,432.50
R2	7,817.25	7,817.25	7,378.25
R1	7,543.50	7,543.50	7,323.75	7,384.00
PP	7,224.25	7,224.25	7,224.25	7,144.50
S1	6,950.50	6,950.50	7,215.25	6,791.00
S2	6,631.25	6,631.25	7,160.75
S3	6,038.25	6,357.50	7,106.50
S4	5,445.25	5,764.50	6,943.25

Weekly Pivots for week ending 13-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,990.75	11,365.25	8,674.75
R3	10,566.75	9,941.25	8,283.00
R2	9,142.75	9,142.75	8,152.50
R1	8,517.25	8,517.25	8,022.00	8,118.00
PP	7,718.75	7,718.75	7,718.75	7,519.25
S1	7,093.25	7,093.25	7,761.00	6,694.00
S2	6,294.75	6,294.75	7,630.50
S3	4,870.75	5,669.25	7,500.00
S4	3,446.75	4,245.25	7,108.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,913.25	6,839.25	1,074.00	14.8%	658.75	9.1%	40%	False	False	217
10	8,698.50	6,839.25	1,859.25	25.6%	594.00	8.2%	23%	False	False	156
20	9,640.25	6,839.25	2,801.00	38.5%	487.75	6.7%	15%	False	False	113

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	False
Bear Hook	False
Bull Hook	False
Stretch	67.73
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	10,018.50
2.618	9,050.75
1.618	8,457.75
1.000	8,091.25
0.618	7,864.75
HIGH	7,498.25
0.618	7,271.75
0.500	7,201.75
0.382	7,131.75
LOW	6,905.25
0.618	6,538.75
1.000	6,312.25
1.618	5,945.75
2.618	5,352.75
4.250	4,385.00

Fisher Pivots for day following 19-Mar-2020
Pivot	1 day	3 day
R1	7,247.00	7,244.50
PP	7,224.25	7,219.50
S1	7,201.75	7,194.50

Download as Excel Spreadsheet

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

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