E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	10,952.25	10,850.75	-101.50	-0.9%	10,848.25
High	11,058.00	10,916.25	-141.75	-1.3%	11,058.50
Low	10,784.75	10,761.25	-23.50	-0.2%	10,358.75
Close	10,851.00	10,804.25	-46.75	-0.4%	10,622.50
Range	273.25	155.00	-118.25	-43.3%	699.75
ATR	261.88	254.24	-7.63	-2.9%	0.00
Volume	587,994	483,851	-104,143	-17.7%	3,443,175

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,292.25	11,203.25	10,889.50
R3	11,137.25	11,048.25	10,847.00
R2	10,982.25	10,982.25	10,832.75
R1	10,893.25	10,893.25	10,818.50	10,860.25
PP	10,827.25	10,827.25	10,827.25	10,810.75
S1	10,738.25	10,738.25	10,790.00	10,705.25
S2	10,672.25	10,672.25	10,775.75
S3	10,517.25	10,583.25	10,761.50
S4	10,362.25	10,428.25	10,719.00

Weekly Pivots for week ending 17-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,779.25	12,400.50	11,007.25
R3	12,079.50	11,700.75	10,815.00
R2	11,379.75	11,379.75	10,750.75
R1	11,001.00	11,001.00	10,686.75	10,840.50
PP	10,680.00	10,680.00	10,680.00	10,599.50
S1	10,301.25	10,301.25	10,558.25	10,140.75
S2	9,980.25	9,980.25	10,494.25
S3	9,280.50	9,601.50	10,430.00
S4	8,580.75	8,901.75	10,237.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,058.00	10,475.50	582.50	5.4%	243.00	2.2%	56%	False	False	528,057
10	11,058.50	10,358.75	699.75	6.5%	269.75	2.5%	64%	False	False	614,637
20	11,058.50	9,728.75	1,329.75	12.3%	255.00	2.4%	81%	False	False	552,023
40	11,058.50	9,158.75	1,899.75	17.6%	247.00	2.3%	87%	False	False	367,680
60	11,058.50	8,545.00	2,513.50	23.3%	241.25	2.2%	90%	False	False	245,251
80	11,058.50	7,378.00	3,680.50	34.1%	254.00	2.4%	93%	False	False	184,051
100	11,058.50	6,626.00	4,432.50	41.0%	311.75	2.9%	94%	False	False	147,324

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	82.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	11,575.00
2.618	11,322.00
1.618	11,167.00
1.000	11,071.25
0.618	11,012.00
HIGH	10,916.25
0.618	10,857.00
0.500	10,838.75
0.382	10,820.50
LOW	10,761.25
0.618	10,665.50
1.000	10,606.25
1.618	10,510.50
2.618	10,355.50
4.250	10,102.50

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	10,838.75	10,803.50
PP	10,827.25	10,802.75
S1	10,815.75	10,802.00

Download as Excel Spreadsheet

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

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