E-mini NASDAQ-100 Future December 2020

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

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	10,555.75	10,680.50	124.75	1.2%	10,630.50
High	10,682.00	10,877.75	195.75	1.8%	11,040.75
Low	10,499.00	10,489.00	-10.00	-0.1%	10,288.00
Close	10,657.75	10,777.50	119.75	1.1%	10,442.25
Range	183.00	388.75	205.75	112.4%	752.75
ATR	254.82	264.39	9.57	3.8%	0.00
Volume	437	742	305	69.8%	3,509

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	11,881.00	11,718.00	10,991.25
R3	11,492.25	11,329.25	10,884.50
R2	11,103.50	11,103.50	10,848.75
R1	10,940.50	10,940.50	10,813.25	11,022.00
PP	10,714.75	10,714.75	10,714.75	10,755.50
S1	10,551.75	10,551.75	10,741.75	10,633.25
S2	10,326.00	10,326.00	10,706.25
S3	9,937.25	10,163.00	10,670.50
S4	9,548.50	9,774.25	10,563.75

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,848.50	12,398.25	10,856.25
R3	12,095.75	11,645.50	10,649.25
R2	11,343.00	11,343.00	10,580.25
R1	10,892.75	10,892.75	10,511.25	10,741.50
PP	10,590.25	10,590.25	10,590.25	10,514.75
S1	10,140.00	10,140.00	10,373.25	9,988.75
S2	9,837.50	9,837.50	10,304.25
S3	9,084.75	9,387.25	10,235.25
S4	8,332.00	8,634.50	10,028.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	10,877.75	10,288.00	589.75	5.5%	274.75	2.5%	83%	True	False	617
10	11,040.75	10,288.00	752.75	7.0%	276.50	2.6%	65%	False	False	583
20	11,045.00	10,240.00	805.00	7.5%	263.25	2.4%	67%	False	False	615
40	11,045.00	9,390.50	1,654.50	15.4%	253.00	2.3%	84%	False	False	428
60	11,045.00	8,829.25	2,215.75	20.6%	221.25	2.1%	88%	False	False	286
80	11,045.00	7,960.25	3,084.75	28.6%	221.50	2.1%	91%	False	False	215
100	11,045.00	6,626.75	4,418.25	41.0%	250.75	2.3%	94%	False	False	172

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	76.68
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,530.00
2.618	11,895.50
1.618	11,506.75
1.000	11,266.50
0.618	11,118.00
HIGH	10,877.75
0.618	10,729.25
0.500	10,683.50
0.382	10,637.50
LOW	10,489.00
0.618	10,248.75
1.000	10,100.25
1.618	9,860.00
2.618	9,471.25
4.250	8,836.75

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	10,746.00	10,746.00
PP	10,714.75	10,714.75
S1	10,683.50	10,683.50

Download as Excel Spreadsheet

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

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