E-mini NASDAQ-100 Future September 2020

Trading Metrics calculated at close of trading on 01-Sep-2020

Day Change Summary
	Previous	Current
	31-Aug-2020	01-Sep-2020	Change	Change %	Previous Week
Open	12,002.75	12,109.75	107.00	0.9%	11,581.00
High	12,165.00	12,328.75	163.75	1.3%	12,046.00
Low	11,988.25	12,093.00	104.75	0.9%	11,528.25
Close	12,114.00	12,312.50	198.50	1.6%	11,991.75
Range	176.75	235.75	59.00	33.4%	517.75
ATR	206.97	209.02	2.06	1.0%	0.00
Volume	480,979	518,997	38,018	7.9%	2,890,108

Daily Pivots for day following 01-Sep-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,952.00	12,868.00	12,442.25
R3	12,716.25	12,632.25	12,377.25
R2	12,480.50	12,480.50	12,355.75
R1	12,396.50	12,396.50	12,334.00	12,438.50
PP	12,244.75	12,244.75	12,244.75	12,265.75
S1	12,160.75	12,160.75	12,291.00	12,202.75
S2	12,009.00	12,009.00	12,269.25
S3	11,773.25	11,925.00	12,247.75
S4	11,537.50	11,689.25	12,182.75

Weekly Pivots for week ending 28-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,408.50	13,218.00	12,276.50
R3	12,890.75	12,700.25	12,134.25
R2	12,373.00	12,373.00	12,086.75
R1	12,182.50	12,182.50	12,039.25	12,277.75
PP	11,855.25	11,855.25	11,855.25	11,903.00
S1	11,664.75	11,664.75	11,944.25	11,760.00
S2	11,337.50	11,337.50	11,896.75
S3	10,819.75	11,147.00	11,849.25
S4	10,302.00	10,629.25	11,707.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,328.75	11,726.75	602.00	4.9%	199.25	1.6%	97%	True	False	555,437
10	12,328.75	11,221.50	1,107.25	9.0%	193.75	1.6%	99%	True	False	511,634
20	12,328.75	10,845.50	1,483.25	12.0%	198.00	1.6%	99%	True	False	464,268
40	12,328.75	10,301.00	2,027.75	16.5%	230.25	1.9%	99%	True	False	510,138
60	12,328.75	9,368.25	2,960.50	24.0%	241.25	2.0%	99%	True	False	474,483
80	12,328.75	8,834.00	3,494.75	28.4%	233.75	1.9%	100%	True	False	356,133
100	12,328.75	8,074.25	4,254.50	34.6%	237.50	1.9%	100%	True	False	284,978
120	12,328.75	6,626.00	5,702.75	46.3%	276.75	2.2%	100%	True	False	237,581

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	45.45
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,330.75
2.618	12,946.00
1.618	12,710.25
1.000	12,564.50
0.618	12,474.50
HIGH	12,328.75
0.618	12,238.75
0.500	12,211.00
0.382	12,183.00
LOW	12,093.00
0.618	11,947.25
1.000	11,857.25
1.618	11,711.50
2.618	11,475.75
4.250	11,091.00

Fisher Pivots for day following 01-Sep-2020
Pivot	1 day	3 day
R1	12,278.50	12,250.00
PP	12,244.75	12,187.25
S1	12,211.00	12,124.50

Download as Excel Spreadsheet

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

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