E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 05-May-2020

Day Change Summary
	Previous	Current
	04-May-2020	05-May-2020	Change	Change %	Previous Week
Open	8,599.25	8,796.75	197.50	2.3%	8,736.75
High	8,809.00	9,001.00	192.00	2.2%	9,128.00
Low	8,545.00	8,790.50	245.50	2.9%	8,646.00
Close	8,779.50	8,908.75	129.25	1.5%	8,703.50
Range	264.00	210.50	-53.50	-20.3%	482.00
ATR	325.00	317.61	-7.39	-2.3%	0.00
Volume	304	202	-102	-33.6%	1,384

Daily Pivots for day following 05-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	9,531.50	9,430.75	9,024.50
R3	9,321.00	9,220.25	8,966.75
R2	9,110.50	9,110.50	8,947.25
R1	9,009.75	9,009.75	8,928.00	9,060.00
PP	8,900.00	8,900.00	8,900.00	8,925.25
S1	8,799.25	8,799.25	8,889.50	8,849.50
S2	8,689.50	8,689.50	8,870.25
S3	8,479.00	8,588.75	8,850.75
S4	8,268.50	8,378.25	8,793.00

Weekly Pivots for week ending 01-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,271.75	9,969.75	8,968.50
R3	9,789.75	9,487.75	8,836.00
R2	9,307.75	9,307.75	8,791.75
R1	9,005.75	9,005.75	8,747.75	8,915.75
PP	8,825.75	8,825.75	8,825.75	8,781.00
S1	8,523.75	8,523.75	8,659.25	8,433.75
S2	8,343.75	8,343.75	8,615.25
S3	7,861.75	8,041.75	8,571.00
S4	7,379.75	7,559.75	8,438.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,128.00	8,545.00	583.00	6.5%	266.75	3.0%	62%	False	False	296
10	9,128.00	8,392.75	735.25	8.3%	254.00	2.9%	70%	False	False	255
20	9,128.00	7,950.25	1,177.75	13.2%	270.50	3.0%	81%	False	False	394
40	9,128.00	6,626.00	2,502.00	28.1%	396.50	4.5%	91%	False	False	466

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	49.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9,895.50
2.618	9,552.00
1.618	9,341.50
1.000	9,211.50
0.618	9,131.00
HIGH	9,001.00
0.618	8,920.50
0.500	8,895.75
0.382	8,871.00
LOW	8,790.50
0.618	8,660.50
1.000	8,580.00
1.618	8,450.00
2.618	8,239.50
4.250	7,896.00

Fisher Pivots for day following 05-May-2020
Pivot	1 day	3 day
R1	8,904.50	8,863.50
PP	8,900.00	8,818.25
S1	8,895.75	8,773.00

Download as Excel Spreadsheet

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

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