E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 30-Jun-2020

Day Change Summary
	Previous	Current
	29-Jun-2020	30-Jun-2020	Change	Change %	Previous Week
Open	9,785.50	9,983.00	197.50	2.0%	9,868.00
High	9,997.00	10,171.50	174.50	1.7%	10,296.25
Low	9,728.75	9,940.25	211.50	2.2%	9,824.25
Close	9,973.75	10,147.25	173.50	1.7%	9,865.50
Range	268.25	231.25	-37.00	-13.8%	472.00
ATR	255.14	253.43	-1.71	-0.7%	0.00
Volume	479,544	422,348	-57,196	-11.9%	2,513,289

Daily Pivots for day following 30-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,780.00	10,695.00	10,274.50
R3	10,548.75	10,463.75	10,210.75
R2	10,317.50	10,317.50	10,189.75
R1	10,232.50	10,232.50	10,168.50	10,275.00
PP	10,086.25	10,086.25	10,086.25	10,107.50
S1	10,001.25	10,001.25	10,126.00	10,043.75
S2	9,855.00	9,855.00	10,104.75
S3	9,623.75	9,770.00	10,083.75
S4	9,392.50	9,538.75	10,020.00

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,411.25	11,110.50	10,125.00
R3	10,939.25	10,638.50	9,995.25
R2	10,467.25	10,467.25	9,952.00
R1	10,166.50	10,166.50	9,908.75	10,081.00
PP	9,995.25	9,995.25	9,995.25	9,952.50
S1	9,694.50	9,694.50	9,822.25	9,609.00
S2	9,523.25	9,523.25	9,779.00
S3	9,051.25	9,222.50	9,735.75
S4	8,579.25	8,750.50	9,606.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,242.00	9,728.75	513.25	5.1%	266.50	2.6%	82%	False	False	530,787
10	10,296.25	9,728.75	567.50	5.6%	243.75	2.4%	74%	False	False	476,929
20	10,296.25	9,368.25	928.00	9.1%	250.50	2.5%	84%	False	False	315,756
40	10,296.25	8,790.50	1,505.75	14.8%	232.25	2.3%	90%	False	False	158,177
60	10,296.25	7,613.50	2,682.75	26.4%	249.50	2.5%	94%	False	False	105,587
80	10,296.25	6,626.00	3,670.25	36.2%	317.00	3.1%	96%	False	False	79,320

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	61.95
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,154.25
2.618	10,777.00
1.618	10,545.75
1.000	10,402.75
0.618	10,314.50
HIGH	10,171.50
0.618	10,083.25
0.500	10,056.00
0.382	10,028.50
LOW	9,940.25
0.618	9,797.25
1.000	9,709.00
1.618	9,566.00
2.618	9,334.75
4.250	8,957.50

Fisher Pivots for day following 30-Jun-2020
Pivot	1 day	3 day
R1	10,116.75	10,081.50
PP	10,086.25	10,015.75
S1	10,056.00	9,950.00

Download as Excel Spreadsheet

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

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