E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 25-Nov-2020

Day Change Summary
	Previous	Current
	24-Nov-2020	25-Nov-2020	Change	Change %	Previous Week
Open	11,909.75	12,098.50	188.75	1.6%	11,957.25
High	12,104.50	12,177.75	73.25	0.6%	12,098.75
Low	11,872.75	12,077.50	204.75	1.7%	11,804.50
Close	12,076.00	12,152.25	76.25	0.6%	11,905.75
Range	231.75	100.25	-131.50	-56.7%	294.25
ATR	262.46	250.98	-11.48	-4.4%	0.00
Volume	401,635	386,232	-15,403	-3.8%	2,128,303

Daily Pivots for day following 25-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,436.50	12,394.75	12,207.50
R3	12,336.25	12,294.50	12,179.75
R2	12,236.00	12,236.00	12,170.75
R1	12,194.25	12,194.25	12,161.50	12,215.00
PP	12,135.75	12,135.75	12,135.75	12,146.25
S1	12,094.00	12,094.00	12,143.00	12,115.00
S2	12,035.50	12,035.50	12,133.75
S3	11,935.25	11,993.75	12,124.75
S4	11,835.00	11,893.50	12,097.00

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	12,177.75	11,804.50	373.25	3.1%	173.75	1.4%	93%	True	False	398,703
10	12,177.75	11,775.75	402.00	3.3%	174.50	1.4%	94%	True	False	434,238
20	12,408.75	10,942.25	1,466.50	12.1%	274.25	2.3%	83%	False	False	547,450
40	12,408.75	10,942.25	1,466.50	12.1%	269.75	2.2%	83%	False	False	568,475
60	12,448.75	10,656.50	1,792.25	14.7%	312.25	2.6%	83%	False	False	526,157
80	12,448.75	10,656.50	1,792.25	14.7%	283.00	2.3%	83%	False	False	394,862
100	12,448.75	10,288.00	2,160.75	17.8%	278.00	2.3%	86%	False	False	316,023
120	12,448.75	9,390.50	3,058.25	25.2%	273.75	2.3%	90%	False	False	263,402

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	60.73
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	12,603.75
2.618	12,440.25
1.618	12,340.00
1.000	12,278.00
0.618	12,239.75
HIGH	12,177.75
0.618	12,139.50
0.500	12,127.50
0.382	12,115.75
LOW	12,077.50
0.618	12,015.50
1.000	11,977.25
1.618	11,915.25
2.618	11,815.00
4.250	11,651.50

Fisher Pivots for day following 25-Nov-2020
Pivot	1 day	3 day
R1	12,144.00	12,099.25
PP	12,135.75	12,046.00
S1	12,127.50	11,993.00

Download as Excel Spreadsheet

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

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