E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 27-May-2020

Day Change Summary
	Previous	Current
	26-May-2020	27-May-2020	Change	Change %	Previous Week
Open	9,392.50	9,382.50	-10.00	-0.1%	9,097.00
High	9,587.50	9,492.00	-95.50	-1.0%	9,495.00
Low	9,358.00	9,158.75	-199.25	-2.1%	9,097.00
Close	9,391.00	9,416.75	25.75	0.3%	9,391.50
Range	229.50	333.25	103.75	45.2%	398.00
ATR	249.08	255.09	6.01	2.4%	0.00
Volume	714	1,405	691	96.8%	1,940

Daily Pivots for day following 27-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,355.50	10,219.50	9,600.00
R3	10,022.25	9,886.25	9,508.50
R2	9,689.00	9,689.00	9,477.75
R1	9,553.00	9,553.00	9,447.25	9,621.00
PP	9,355.75	9,355.75	9,355.75	9,390.00
S1	9,219.75	9,219.75	9,386.25	9,287.75
S2	9,022.50	9,022.50	9,355.75
S3	8,689.25	8,886.50	9,325.00
S4	8,356.00	8,553.25	9,233.50

Weekly Pivots for week ending 22-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,521.75	10,354.75	9,610.50
R3	10,123.75	9,956.75	9,501.00
R2	9,725.75	9,725.75	9,464.50
R1	9,558.75	9,558.75	9,428.00	9,642.25
PP	9,327.75	9,327.75	9,327.75	9,369.50
S1	9,160.75	9,160.75	9,355.00	9,244.25
S2	8,929.75	8,929.75	9,318.50
S3	8,531.75	8,762.75	9,282.00
S4	8,133.75	8,364.75	9,172.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,587.50	9,158.75	428.75	4.6%	223.25	2.4%	60%	False	True	629
10	9,587.50	8,834.00	753.50	8.0%	228.50	2.4%	77%	False	False	565
20	9,587.50	8,545.00	1,042.50	11.1%	231.75	2.5%	84%	False	False	456
40	9,587.50	7,378.00	2,209.50	23.5%	256.75	2.7%	92%	False	False	448
60	9,587.50	6,626.00	2,961.50	31.4%	351.50	3.7%	94%	False	False	441

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.43
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	10,908.25
2.618	10,364.50
1.618	10,031.25
1.000	9,825.25
0.618	9,698.00
HIGH	9,492.00
0.618	9,364.75
0.500	9,325.50
0.382	9,286.00
LOW	9,158.75
0.618	8,952.75
1.000	8,825.50
1.618	8,619.50
2.618	8,286.25
4.250	7,742.50

Fisher Pivots for day following 27-May-2020
Pivot	1 day	3 day
R1	9,386.25	9,402.25
PP	9,355.75	9,387.75
S1	9,325.50	9,373.00

Download as Excel Spreadsheet

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

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