E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 16-Jun-2020

Day Change Summary
	Previous	Current
	15-Jun-2020	16-Jun-2020	Change	Change %	Previous Week
Open	9,527.00	9,799.75	272.75	2.9%	9,815.50
High	9,803.00	10,001.75	198.75	2.0%	10,140.00
Low	9,368.25	9,786.50	418.25	4.5%	9,481.75
Close	9,788.50	9,961.50	173.00	1.8%	9,632.25
Range	434.75	215.25	-219.50	-50.5%	658.25
ATR	260.41	257.18	-3.23	-1.2%	0.00
Volume	425,514	596,508	170,994	40.2%	517,969

Daily Pivots for day following 16-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,562.25	10,477.25	10,080.00
R3	10,347.00	10,262.00	10,020.75
R2	10,131.75	10,131.75	10,001.00
R1	10,046.75	10,046.75	9,981.25	10,089.25
PP	9,916.50	9,916.50	9,916.50	9,938.00
S1	9,831.50	9,831.50	9,941.75	9,874.00
S2	9,701.25	9,701.25	9,922.00
S3	9,486.00	9,616.25	9,902.25
S4	9,270.75	9,401.00	9,843.00

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	7.7%	344.25	3.5%	77%	False	False	305,214
10	10,140.00	9,368.25	771.75	7.7%	257.00	2.6%	77%	False	False	154,583
20	10,140.00	9,158.75	981.25	9.9%	229.50	2.3%	82%	False	False	77,675
40	10,140.00	8,334.00	1,806.00	18.1%	240.00	2.4%	90%	False	False	39,018
60	10,140.00	6,626.00	3,514.00	35.3%	277.25	2.8%	95%	False	False	26,232
80	10,140.00	6,626.00	3,514.00	35.3%	336.75	3.4%	95%	False	False	19,712

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	57.08
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	10,916.50
2.618	10,565.25
1.618	10,350.00
1.000	10,217.00
0.618	10,134.75
HIGH	10,001.75
0.618	9,919.50
0.500	9,894.00
0.382	9,868.75
LOW	9,786.50
0.618	9,653.50
1.000	9,571.25
1.618	9,438.25
2.618	9,223.00
4.250	8,871.75

Fisher Pivots for day following 16-Jun-2020
Pivot	1 day	3 day
R1	9,939.00	9,869.25
PP	9,916.50	9,777.25
S1	9,894.00	9,685.00

Download as Excel Spreadsheet

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

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