E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 15-Jun-2020

Day Change Summary
	Previous	Current
	12-Jun-2020	15-Jun-2020	Change	Change %	Previous Week
Open	9,610.50	9,527.00	-83.50	-0.9%	9,815.50
High	9,837.00	9,803.00	-34.00	-0.3%	10,140.00
Low	9,481.75	9,368.25	-113.50	-1.2%	9,481.75
Close	9,632.25	9,788.50	156.25	1.6%	9,632.25
Range	355.25	434.75	79.50	22.4%	658.25
ATR	247.00	260.41	13.41	5.4%	0.00
Volume	410,907	425,514	14,607	3.6%	517,969

Daily Pivots for day following 15-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,957.50	10,807.75	10,027.50
R3	10,522.75	10,373.00	9,908.00
R2	10,088.00	10,088.00	9,868.25
R1	9,938.25	9,938.25	9,828.25	10,013.00
PP	9,653.25	9,653.25	9,653.25	9,690.75
S1	9,503.50	9,503.50	9,748.75	9,578.50
S2	9,218.50	9,218.50	9,708.75
S3	8,783.75	9,068.75	9,669.00
S4	8,349.00	8,634.00	9,549.50

Weekly Pivots for week ending 12-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,726.00	11,337.50	9,994.25
R3	11,067.75	10,679.25	9,813.25
R2	10,409.50	10,409.50	9,753.00
R1	10,021.00	10,021.00	9,692.50	9,886.00
PP	9,751.25	9,751.25	9,751.25	9,684.00
S1	9,362.75	9,362.75	9,572.00	9,228.00
S2	9,093.00	9,093.00	9,511.50
S3	8,434.75	8,704.50	9,451.25
S4	7,776.50	8,046.25	9,270.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,140.00	9,368.25	771.75	7.9%	340.00	3.5%	54%	False	True	187,702
10	10,140.00	9,368.25	771.75	7.9%	251.75	2.6%	54%	False	True	95,088
20	10,140.00	9,097.00	1,043.00	10.7%	231.00	2.4%	66%	False	False	47,876
40	10,140.00	8,334.00	1,806.00	18.5%	238.50	2.4%	81%	False	False	24,115
60	10,140.00	6,626.00	3,514.00	35.9%	285.75	2.9%	90%	False	False	16,304
80	10,140.00	6,626.00	3,514.00	35.9%	336.25	3.4%	90%	False	False	12,256

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,650.75
2.618	10,941.25
1.618	10,506.50
1.000	10,237.75
0.618	10,071.75
HIGH	9,803.00
0.618	9,637.00
0.500	9,585.50
0.382	9,534.25
LOW	9,368.25
0.618	9,099.50
1.000	8,933.50
1.618	8,664.75
2.618	8,230.00
4.250	7,520.50

Fisher Pivots for day following 15-Jun-2020
Pivot	1 day	3 day
R1	9,721.00	9,769.00
PP	9,653.25	9,749.50
S1	9,585.50	9,730.00

Download as Excel Spreadsheet

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

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