E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 21-May-2020

Day Change Summary
	Previous	Current
	20-May-2020	21-May-2020	Change	Change %	Previous Week
Open	9,269.00	9,470.75	201.75	2.2%	9,180.00
High	9,481.00	9,495.00	14.00	0.1%	9,328.00
Low	9,260.25	9,340.00	79.75	0.9%	8,834.00
Close	9,469.75	9,340.75	-129.00	-1.4%	9,081.00
Range	220.75	155.00	-65.75	-29.8%	494.00
ATR	263.97	256.18	-7.78	-2.9%	0.00
Volume	365	288	-77	-21.1%	2,669

Daily Pivots for day following 21-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	9,857.00	9,753.75	9,426.00
R3	9,702.00	9,598.75	9,383.50
R2	9,547.00	9,547.00	9,369.25
R1	9,443.75	9,443.75	9,355.00	9,418.00
PP	9,392.00	9,392.00	9,392.00	9,379.00
S1	9,288.75	9,288.75	9,326.50	9,263.00
S2	9,237.00	9,237.00	9,312.25
S3	9,082.00	9,133.75	9,298.00
S4	8,927.00	8,978.75	9,255.50

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	9,495.00	8,913.00	582.00	6.2%	194.25	2.1%	73%	True	False	420
10	9,495.00	8,834.00	661.00	7.1%	219.25	2.3%	77%	True	False	473
20	9,495.00	8,491.00	1,004.00	10.7%	230.75	2.5%	85%	True	False	359
40	9,495.00	7,314.50	2,180.50	23.3%	273.50	2.9%	93%	True	False	432
60	9,495.00	6,626.00	2,869.00	30.7%	364.00	3.9%	95%	True	False	407

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,153.75
2.618	9,900.75
1.618	9,745.75
1.000	9,650.00
0.618	9,590.75
HIGH	9,495.00
0.618	9,435.75
0.500	9,417.50
0.382	9,399.25
LOW	9,340.00
0.618	9,244.25
1.000	9,185.00
1.618	9,089.25
2.618	8,934.25
4.250	8,681.25

Fisher Pivots for day following 21-May-2020
Pivot	1 day	3 day
R1	9,417.50	9,377.50
PP	9,392.00	9,365.25
S1	9,366.25	9,353.00

Download as Excel Spreadsheet

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

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