E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 31-Mar-2020

Day Change Summary
	Previous	Current
	30-Mar-2020	31-Mar-2020	Change	Change %	Previous Week
Open	7,440.00	7,860.00	420.00	5.6%	6,645.50
High	7,880.50	7,990.00	109.50	1.4%	7,889.50
Low	7,381.75	7,750.00	368.25	5.0%	6,626.00
Close	7,854.75	7,787.00	-67.75	-0.9%	7,568.75
Range	498.75	240.00	-258.75	-51.9%	1,263.50
ATR	511.79	492.38	-19.41	-3.8%	0.00
Volume	377	756	379	100.5%	5,644

Daily Pivots for day following 31-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	8,562.25	8,414.75	7,919.00
R3	8,322.25	8,174.75	7,853.00
R2	8,082.25	8,082.25	7,831.00
R1	7,934.75	7,934.75	7,809.00	7,888.50
PP	7,842.25	7,842.25	7,842.25	7,819.25
S1	7,694.75	7,694.75	7,765.00	7,648.50
S2	7,602.25	7,602.25	7,743.00
S3	7,362.25	7,454.75	7,721.00
S4	7,122.25	7,214.75	7,655.00

Weekly Pivots for week ending 27-Mar-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,152.00	10,623.75	8,263.75
R3	9,888.50	9,360.25	7,916.25
R2	8,625.00	8,625.00	7,800.50
R1	8,096.75	8,096.75	7,684.50	8,361.00
PP	7,361.50	7,361.50	7,361.50	7,493.50
S1	6,833.25	6,833.25	7,453.00	7,097.50
S2	6,098.00	6,098.00	7,337.00
S3	4,834.50	5,569.75	7,221.25
S4	3,571.00	4,306.25	6,873.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7,990.00	7,314.50	675.50	8.7%	406.75	5.2%	70%	True	False	868
10	7,990.00	6,626.00	1,364.00	17.5%	508.25	6.5%	85%	True	False	775
20	8,930.75	6,626.00	2,304.75	29.6%	528.75	6.8%	50%	False	False	461

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	False
Bear Hook	False
Bull Hook	False
Stretch	106.10
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	9,010.00
2.618	8,618.25
1.618	8,378.25
1.000	8,230.00
0.618	8,138.25
HIGH	7,990.00
0.618	7,898.25
0.500	7,870.00
0.382	7,841.75
LOW	7,750.00
0.618	7,601.75
1.000	7,510.00
1.618	7,361.75
2.618	7,121.75
4.250	6,730.00

Fisher Pivots for day following 31-Mar-2020
Pivot	1 day	3 day
R1	7,870.00	7,753.25
PP	7,842.25	7,719.50
S1	7,814.75	7,686.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols