E-mini NASDAQ-100 Future December 2020

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

Day Change Summary
	Previous	Current
	19-Jun-2020	22-Jun-2020	Change	Change %	Previous Week
Open	9,985.00	9,881.25	-103.75	-1.0%	9,501.00
High	10,097.00	10,119.75	22.75	0.2%	10,097.00
Low	9,907.50	9,836.25	-71.25	-0.7%	9,390.50
Close	9,912.00	10,113.50	201.50	2.0%	9,912.00
Range	189.50	283.50	94.00	49.6%	706.50
ATR	217.12	221.86	4.74	2.2%	0.00
Volume	189	375	186	98.4%	342

Daily Pivots for day following 22-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	10,873.75	10,777.00	10,269.50
R3	10,590.25	10,493.50	10,191.50
R2	10,306.75	10,306.75	10,165.50
R1	10,210.00	10,210.00	10,139.50	10,258.50
PP	10,023.25	10,023.25	10,023.25	10,047.25
S1	9,926.50	9,926.50	10,087.50	9,975.00
S2	9,739.75	9,739.75	10,061.50
S3	9,456.25	9,643.00	10,035.50
S4	9,172.75	9,359.50	9,957.50

Weekly Pivots for week ending 19-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,919.25	11,622.25	10,300.50
R3	11,212.75	10,915.75	10,106.25
R2	10,506.25	10,506.25	10,041.50
R1	10,209.25	10,209.25	9,976.75	10,357.75
PP	9,799.75	9,799.75	9,799.75	9,874.00
S1	9,502.75	9,502.75	9,847.25	9,651.25
S2	9,093.25	9,093.25	9,782.50
S3	8,386.75	8,796.25	9,717.75
S4	7,680.25	8,089.75	9,523.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,119.75	9,793.00	326.75	3.2%	183.25	1.8%	98%	True	False	134
10	10,125.75	9,390.50	735.25	7.3%	252.50	2.5%	98%	False	False	141
20	10,125.75	9,168.00	957.75	9.5%	210.25	2.1%	99%	False	False	72
40	10,125.75	8,555.00	1,570.75	15.5%	186.00	1.8%	99%	False	False	37
60	10,125.75	7,386.50	2,739.25	27.1%	203.75	2.0%	100%	False	False	25
80	10,125.75	6,626.75	3,499.00	34.6%	243.25	2.4%	100%	False	False	19

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58.00
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	11,324.50
2.618	10,862.00
1.618	10,578.50
1.000	10,403.25
0.618	10,295.00
HIGH	10,119.75
0.618	10,011.50
0.500	9,978.00
0.382	9,944.50
LOW	9,836.25
0.618	9,661.00
1.000	9,552.75
1.618	9,377.50
2.618	9,094.00
4.250	8,631.50

Fisher Pivots for day following 22-Jun-2020
Pivot	1 day	3 day
R1	10,068.25	10,068.25
PP	10,023.25	10,023.25
S1	9,978.00	9,978.00

Download as Excel Spreadsheet

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

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