E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 02-Jun-2020

Day Change Summary
	Previous	Current
	01-Jun-2020	02-Jun-2020	Change	Change %	Previous Week
Open	9,485.25	9,560.25	75.00	0.8%	9,392.50
High	9,586.25	9,649.50	63.25	0.7%	9,587.50
Low	9,436.50	9,487.25	50.75	0.5%	9,158.75
Close	9,576.00	9,629.50	53.50	0.6%	9,542.25
Range	149.75	162.25	12.50	8.3%	428.75
ATR	244.27	238.42	-5.86	-2.4%	0.00
Volume	694	1,563	869	125.2%	4,004

Daily Pivots for day following 02-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,075.50	10,014.75	9,718.75
R3	9,913.25	9,852.50	9,674.00
R2	9,751.00	9,751.00	9,659.25
R1	9,690.25	9,690.25	9,644.25	9,720.50
PP	9,588.75	9,588.75	9,588.75	9,604.00
S1	9,528.00	9,528.00	9,614.75	9,558.50
S2	9,426.50	9,426.50	9,599.75
S3	9,264.25	9,365.75	9,585.00
S4	9,102.00	9,203.50	9,540.25

Weekly Pivots for week ending 29-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,715.75	10,557.75	9,778.00
R3	10,287.00	10,129.00	9,660.25
R2	9,858.25	9,858.25	9,620.75
R1	9,700.25	9,700.25	9,581.50	9,779.25
PP	9,429.50	9,429.50	9,429.50	9,469.00
S1	9,271.50	9,271.50	9,503.00	9,350.50
S2	9,000.75	9,000.75	9,463.75
S3	8,572.00	8,842.75	9,424.25
S4	8,143.25	8,414.00	9,306.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,649.50	9,158.75	490.75	5.1%	221.00	2.3%	96%	True	False	1,109
10	9,649.50	9,158.75	490.75	5.1%	201.75	2.1%	96%	True	False	766
20	9,649.50	8,790.50	859.00	8.9%	214.00	2.2%	98%	True	False	599
40	9,649.50	7,613.50	2,036.00	21.1%	249.00	2.6%	99%	True	False	503
60	9,649.50	6,626.00	3,023.50	31.4%	339.25	3.5%	99%	True	False	508

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56.95
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	10,339.00
2.618	10,074.25
1.618	9,912.00
1.000	9,811.75
0.618	9,749.75
HIGH	9,649.50
0.618	9,587.50
0.500	9,568.50
0.382	9,549.25
LOW	9,487.25
0.618	9,387.00
1.000	9,325.00
1.618	9,224.75
2.618	9,062.50
4.250	8,797.75

Fisher Pivots for day following 02-Jun-2020
Pivot	1 day	3 day
R1	9,609.00	9,587.00
PP	9,588.75	9,544.75
S1	9,568.50	9,502.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols