E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	10,121.50	10,183.00	61.50	0.6%	9,527.00
High	10,296.25	10,242.00	-54.25	-0.5%	10,112.50
Low	9,972.25	9,927.25	-45.00	-0.5%	9,368.25
Close	10,196.00	10,010.75	-185.25	-1.8%	9,923.50
Range	324.00	314.75	-9.25	-2.9%	744.25
ATR	248.41	253.15	4.74	1.9%	0.00
Volume	406,477	661,645	255,168	62.8%	2,376,137

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,004.25	10,822.25	10,183.75
R3	10,689.50	10,507.50	10,097.25
R2	10,374.75	10,374.75	10,068.50
R1	10,192.75	10,192.75	10,039.50	10,126.50
PP	10,060.00	10,060.00	10,060.00	10,026.75
S1	9,878.00	9,878.00	9,982.00	9,811.50
S2	9,745.25	9,745.25	9,953.00
S3	9,430.50	9,563.25	9,924.25
S4	9,115.75	9,248.50	9,837.75

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,034.25	11,723.00	10,332.75
R3	11,290.00	10,978.75	10,128.25
R2	10,545.75	10,545.75	10,060.00
R1	10,234.50	10,234.50	9,991.75	10,390.00
PP	9,801.50	9,801.50	9,801.50	9,879.25
S1	9,490.25	9,490.25	9,855.25	9,646.00
S2	9,057.25	9,057.25	9,787.00
S3	8,313.00	8,746.00	9,718.75
S4	7,568.75	8,001.75	9,514.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,296.25	9,843.50	452.75	4.5%	257.75	2.6%	37%	False	False	474,487
10	10,296.25	9,368.25	928.00	9.3%	294.50	2.9%	69%	False	False	429,174
20	10,296.25	9,305.00	991.25	9.9%	238.25	2.4%	71%	False	False	216,348
40	10,296.25	8,545.00	1,751.25	17.5%	235.00	2.3%	84%	False	False	108,402
60	10,296.25	7,378.00	2,918.25	29.2%	250.50	2.5%	90%	False	False	72,415
80	10,296.25	6,626.00	3,670.25	36.7%	323.00	3.2%	92%	False	False	54,418

Crabel Price Patterns
NR	True
NR4	False
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	70.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	11,579.75
2.618	11,066.00
1.618	10,751.25
1.000	10,556.75
0.618	10,436.50
HIGH	10,242.00
0.618	10,121.75
0.500	10,084.50
0.382	10,047.50
LOW	9,927.25
0.618	9,732.75
1.000	9,612.50
1.618	9,418.00
2.618	9,103.25
4.250	8,589.50

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	10,084.50	10,070.00
PP	10,060.00	10,050.25
S1	10,035.50	10,030.50

Download as Excel Spreadsheet

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

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