E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 9,663.00 9,627.00 -36.00 -0.4% 9,485.25
High 9,723.75 9,828.00 104.25 1.1% 9,828.00
Low 9,555.25 9,585.75 30.50 0.3% 9,436.50
Close 9,608.25 9,791.25 183.00 1.9% 9,791.25
Range 168.50 242.25 73.75 43.8% 391.50
ATR 223.71 225.03 1.32 0.6% 0.00
Volume 1,451 3,011 1,560 107.5% 8,098
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,461.75 10,368.75 9,924.50
R3 10,219.50 10,126.50 9,857.75
R2 9,977.25 9,977.25 9,835.75
R1 9,884.25 9,884.25 9,813.50 9,930.75
PP 9,735.00 9,735.00 9,735.00 9,758.25
S1 9,642.00 9,642.00 9,769.00 9,688.50
S2 9,492.75 9,492.75 9,746.75
S3 9,250.50 9,399.75 9,724.75
S4 9,008.25 9,157.50 9,658.00
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,859.75 10,717.00 10,006.50
R3 10,468.25 10,325.50 9,899.00
R2 10,076.75 10,076.75 9,863.00
R1 9,934.00 9,934.00 9,827.25 10,005.50
PP 9,685.25 9,685.25 9,685.25 9,721.00
S1 9,542.50 9,542.50 9,755.25 9,614.00
S2 9,293.75 9,293.75 9,719.50
S3 8,902.25 9,151.00 9,683.50
S4 8,510.75 8,759.50 9,576.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,828.00 9,436.50 391.50 4.0% 163.00 1.7% 91% True False 1,619
10 9,828.00 9,158.75 669.25 6.8% 201.50 2.1% 95% True False 1,247
20 9,828.00 8,834.00 994.00 10.2% 210.25 2.1% 96% True False 860
40 9,828.00 8,074.25 1,753.75 17.9% 234.00 2.4% 98% True False 605
60 9,828.00 6,626.00 3,202.00 32.7% 325.75 3.3% 99% True False 600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 10,857.50
2.618 10,462.25
1.618 10,220.00
1.000 10,070.25
0.618 9,977.75
HIGH 9,828.00
0.618 9,735.50
0.500 9,707.00
0.382 9,678.25
LOW 9,585.75
0.618 9,436.00
1.000 9,343.50
1.618 9,193.75
2.618 8,951.50
4.250 8,556.25
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 9,763.00 9,758.00
PP 9,735.00 9,724.75
S1 9,707.00 9,691.50

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

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