E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 17-Jun-2020

Day Change Summary
	Previous	Current
	16-Jun-2020	17-Jun-2020	Change	Change %	Previous Week
Open	9,799.75	9,951.50	151.75	1.5%	9,815.50
High	10,001.75	10,047.50	45.75	0.5%	10,140.00
Low	9,786.50	9,915.25	128.75	1.3%	9,481.75
Close	9,961.50	9,983.00	21.50	0.2%	9,632.25
Range	215.25	132.25	-83.00	-38.6%	658.25
ATR	257.18	248.26	-8.92	-3.5%	0.00
Volume	596,508	404,568	-191,940	-32.2%	517,969

Daily Pivots for day following 17-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,378.75	10,313.00	10,055.75
R3	10,246.50	10,180.75	10,019.25
R2	10,114.25	10,114.25	10,007.25
R1	10,048.50	10,048.50	9,995.00	10,081.50
PP	9,982.00	9,982.00	9,982.00	9,998.25
S1	9,916.25	9,916.25	9,971.00	9,949.00
S2	9,849.75	9,849.75	9,958.75
S3	9,717.50	9,784.00	9,946.75
S4	9,585.25	9,651.75	9,910.25

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	10,091.50	9,368.25	723.25	7.2%	331.50	3.3%	85%	False	False	383,860
10	10,140.00	9,368.25	771.75	7.7%	261.00	2.6%	80%	False	False	194,902
20	10,140.00	9,158.75	981.25	9.8%	229.50	2.3%	84%	False	False	97,884
40	10,140.00	8,392.75	1,747.25	17.5%	232.75	2.3%	91%	False	False	49,118
60	10,140.00	7,028.75	3,111.25	31.2%	268.00	2.7%	95%	False	False	32,947
80	10,140.00	6,626.00	3,514.00	35.2%	334.50	3.4%	96%	False	False	24,769

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	59.55
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	10,609.50
2.618	10,393.75
1.618	10,261.50
1.000	10,179.75
0.618	10,129.25
HIGH	10,047.50
0.618	9,997.00
0.500	9,981.50
0.382	9,965.75
LOW	9,915.25
0.618	9,833.50
1.000	9,783.00
1.618	9,701.25
2.618	9,569.00
4.250	9,353.25

Fisher Pivots for day following 17-Jun-2020
Pivot	1 day	3 day
R1	9,982.50	9,891.25
PP	9,982.00	9,799.50
S1	9,981.50	9,708.00

Download as Excel Spreadsheet

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

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