E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 24-Nov-2020

Day Change Summary
	Previous	Current
	23-Nov-2020	24-Nov-2020	Change	Change %	Previous Week
Open	11,894.00	11,909.75	15.75	0.1%	11,957.25
High	12,001.75	12,104.50	102.75	0.9%	12,098.75
Low	11,808.25	11,872.75	64.50	0.5%	11,804.50
Close	11,905.25	12,076.00	170.75	1.4%	11,905.75
Range	193.50	231.75	38.25	19.8%	294.25
ATR	264.83	262.46	-2.36	-0.9%	0.00
Volume	425,777	401,635	-24,142	-5.7%	2,128,303

Daily Pivots for day following 24-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,713.00	12,626.25	12,203.50
R3	12,481.25	12,394.50	12,139.75
R2	12,249.50	12,249.50	12,118.50
R1	12,162.75	12,162.75	12,097.25	12,206.00
PP	12,017.75	12,017.75	12,017.75	12,039.50
S1	11,931.00	11,931.00	12,054.75	11,974.50
S2	11,786.00	11,786.00	12,033.50
S3	11,554.25	11,699.25	12,012.25
S4	11,322.50	11,467.50	11,948.50

Weekly Pivots for week ending 20-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,819.00	12,656.75	12,067.50
R3	12,524.75	12,362.50	11,986.75
R2	12,230.50	12,230.50	11,959.75
R1	12,068.25	12,068.25	11,932.75	12,002.25
PP	11,936.25	11,936.25	11,936.25	11,903.50
S1	11,774.00	11,774.00	11,878.75	11,708.00
S2	11,642.00	11,642.00	11,851.75
S3	11,347.75	11,479.75	11,824.75
S4	11,053.50	11,185.50	11,744.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,104.50	11,804.50	300.00	2.5%	186.75	1.5%	91%	True	False	416,621
10	12,104.50	11,575.25	529.25	4.4%	198.50	1.6%	95%	True	False	450,237
20	12,408.75	10,942.25	1,466.50	12.1%	291.50	2.4%	77%	False	False	565,610
40	12,408.75	10,942.25	1,466.50	12.1%	276.25	2.3%	77%	False	False	575,018
60	12,448.75	10,656.50	1,792.25	14.8%	314.50	2.6%	79%	False	False	519,763
80	12,448.75	10,656.50	1,792.25	14.8%	283.00	2.3%	79%	False	False	390,039
100	12,448.75	10,288.00	2,160.75	17.9%	278.75	2.3%	83%	False	False	312,164
120	12,448.75	9,390.50	3,058.25	25.3%	274.00	2.3%	88%	False	False	260,183

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	64.33
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	13,089.50
2.618	12,711.25
1.618	12,479.50
1.000	12,336.25
0.618	12,247.75
HIGH	12,104.50
0.618	12,016.00
0.500	11,988.50
0.382	11,961.25
LOW	11,872.75
0.618	11,729.50
1.000	11,641.00
1.618	11,497.75
2.618	11,266.00
4.250	10,887.75

Fisher Pivots for day following 24-Nov-2020
Pivot	1 day	3 day
R1	12,047.00	12,036.00
PP	12,017.75	11,996.25
S1	11,988.50	11,956.50

Download as Excel Spreadsheet

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

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