E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 21-May-2020

Day Change Summary
	Previous	Current
	20-May-2020	21-May-2020	Change	Change %	Previous Week
Open	9,420.00	9,341.25	-78.75	-0.8%	9,239.75
High	9,471.00	9,341.25	-129.75	-1.4%	9,309.75
Low	9,266.75	9,341.25	74.50	0.8%	8,829.25
Close	9,471.00	9,341.25	-129.75	-1.4%	9,066.25
Range	204.25	0.00	-204.25	-100.0%	480.50
ATR	241.52	233.54	-7.98	-3.3%	0.00
Volume	3	0	-3	-100.0%	23

Daily Pivots for day following 21-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	9,341.25	9,341.25	9,341.25
R3	9,341.25	9,341.25	9,341.25
R2	9,341.25	9,341.25	9,341.25
R1	9,341.25	9,341.25	9,341.25	9,341.25
PP	9,341.25	9,341.25	9,341.25	9,341.25
S1	9,341.25	9,341.25	9,341.25	9,341.25
S2	9,341.25	9,341.25	9,341.25
S3	9,341.25	9,341.25	9,341.25
S4	9,341.25	9,341.25	9,341.25

Weekly Pivots for week ending 15-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,510.00	10,268.50	9,330.50
R3	10,029.50	9,788.00	9,198.50
R2	9,549.00	9,549.00	9,154.25
R1	9,307.50	9,307.50	9,110.25	9,188.00
PP	9,068.50	9,068.50	9,068.50	9,008.50
S1	8,827.00	8,827.00	9,022.25	8,707.50
S2	8,588.00	8,588.00	8,978.25
S3	8,107.50	8,346.50	8,934.00
S4	7,627.00	7,866.00	8,802.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	9,471.00	8,919.00	552.00	5.9%	125.75	1.3%	76%	False	False	2
10	9,471.00	8,829.25	641.75	6.9%	162.50	1.7%	80%	False	False	3
20	9,471.00	8,505.50	965.50	10.3%	166.25	1.8%	87%	False	False	3
40	9,471.00	7,320.75	2,150.25	23.0%	210.00	2.2%	94%	False	False	2

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.78
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	9,341.25
2.618	9,341.25
1.618	9,341.25
1.000	9,341.25
0.618	9,341.25
HIGH	9,341.25
0.618	9,341.25
0.500	9,341.25
0.382	9,341.25
LOW	9,341.25
0.618	9,341.25
1.000	9,341.25
1.618	9,341.25
2.618	9,341.25
4.250	9,341.25

Fisher Pivots for day following 21-May-2020
Pivot	1 day	3 day
R1	9,341.25	9,369.00
PP	9,341.25	9,359.75
S1	9,341.25	9,350.50

Download as Excel Spreadsheet

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

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