E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 20-May-2020

Day Change Summary
	Previous	Current
	19-May-2020	20-May-2020	Change	Change %	Previous Week
Open	9,316.75	9,269.00	-47.75	-0.5%	9,180.00
High	9,400.00	9,481.00	81.00	0.9%	9,328.00
Low	9,270.00	9,260.25	-9.75	-0.1%	8,834.00
Close	9,285.00	9,469.75	184.75	2.0%	9,081.00
Range	130.00	220.75	90.75	69.8%	494.00
ATR	267.29	263.97	-3.32	-1.2%	0.00
Volume	382	365	-17	-4.5%	2,669

Daily Pivots for day following 20-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,066.00	9,988.50	9,591.25
R3	9,845.25	9,767.75	9,530.50
R2	9,624.50	9,624.50	9,510.25
R1	9,547.00	9,547.00	9,490.00	9,585.75
PP	9,403.75	9,403.75	9,403.75	9,423.00
S1	9,326.25	9,326.25	9,449.50	9,365.00
S2	9,183.00	9,183.00	9,429.25
S3	8,962.25	9,105.50	9,409.00
S4	8,741.50	8,884.75	9,348.25

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,563.00	10,316.00	9,352.75
R3	10,069.00	9,822.00	9,216.75
R2	9,575.00	9,575.00	9,171.50
R1	9,328.00	9,328.00	9,126.25	9,204.50
PP	9,081.00	9,081.00	9,081.00	9,019.25
S1	8,834.00	8,834.00	9,035.75	8,710.50
S2	8,587.00	8,587.00	8,990.50
S3	8,093.00	8,340.00	8,945.25
S4	7,599.00	7,846.00	8,809.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,481.00	8,834.00	647.00	6.8%	213.75	2.3%	98%	True	False	466
10	9,481.00	8,834.00	647.00	6.8%	223.00	2.4%	98%	True	False	468
20	9,481.00	8,491.00	990.00	10.5%	233.00	2.5%	99%	True	False	357
40	9,481.00	7,314.50	2,166.50	22.9%	279.25	2.9%	99%	True	False	468
60	9,481.00	6,626.00	2,855.00	30.1%	366.50	3.9%	100%	True	False	403

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,419.25
2.618	10,059.00
1.618	9,838.25
1.000	9,701.75
0.618	9,617.50
HIGH	9,481.00
0.618	9,396.75
0.500	9,370.50
0.382	9,344.50
LOW	9,260.25
0.618	9,123.75
1.000	9,039.50
1.618	8,903.00
2.618	8,682.25
4.250	8,322.00

Fisher Pivots for day following 20-May-2020
Pivot	1 day	3 day
R1	9,436.75	9,409.50
PP	9,403.75	9,349.25
S1	9,370.50	9,289.00

Download as Excel Spreadsheet

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

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