E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 17-Apr-2020

Day Change Summary
	Previous	Current
	16-Apr-2020	17-Apr-2020	Change	Change %	Previous Week
Open	8,568.50	8,891.75	323.25	3.8%	8,259.75
High	8,830.50	8,953.25	122.75	1.4%	8,953.25
Low	8,494.00	8,683.25	189.25	2.2%	8,074.25
Close	8,724.75	8,799.50	74.75	0.9%	8,799.50
Range	336.50	270.00	-66.50	-19.8%	879.00
ATR	391.78	383.08	-8.70	-2.2%	0.00
Volume	747	472	-275	-36.8%	2,768

Daily Pivots for day following 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	9,622.00	9,480.75	8,948.00
R3	9,352.00	9,210.75	8,873.75
R2	9,082.00	9,082.00	8,849.00
R1	8,940.75	8,940.75	8,824.25	8,876.50
PP	8,812.00	8,812.00	8,812.00	8,779.75
S1	8,670.75	8,670.75	8,774.75	8,606.50
S2	8,542.00	8,542.00	8,750.00
S3	8,272.00	8,400.75	8,725.25
S4	8,002.00	8,130.75	8,651.00

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,246.00	10,901.75	9,283.00
R3	10,367.00	10,022.75	9,041.25
R2	9,488.00	9,488.00	8,960.75
R1	9,143.75	9,143.75	8,880.00	9,316.00
PP	8,609.00	8,609.00	8,609.00	8,695.00
S1	8,264.75	8,264.75	8,719.00	8,437.00
S2	7,730.00	7,730.00	8,638.25
S3	6,851.00	7,385.75	8,557.75
S4	5,972.00	6,506.75	8,316.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,953.25	8,074.25	879.00	10.0%	290.25	3.3%	83%	True	False	553
10	8,953.25	7,426.00	1,527.25	17.4%	301.25	3.4%	90%	True	False	511
20	8,953.25	6,626.00	2,327.25	26.4%	380.75	4.3%	93%	True	False	683
40	9,640.25	6,626.00	3,014.25	34.3%	434.25	4.9%	72%	False	False	398

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	46.08
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,100.75
2.618	9,660.00
1.618	9,390.00
1.000	9,223.25
0.618	9,120.00
HIGH	8,953.25
0.618	8,850.00
0.500	8,818.25
0.382	8,786.50
LOW	8,683.25
0.618	8,516.50
1.000	8,413.25
1.618	8,246.50
2.618	7,976.50
4.250	7,535.75

Fisher Pivots for day following 17-Apr-2020
Pivot	1 day	3 day
R1	8,818.25	8,772.00
PP	8,812.00	8,744.25
S1	8,805.75	8,716.50

Download as Excel Spreadsheet

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

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