E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 02-Dec-2020

Day Change Summary
	Previous	Current
	01-Dec-2020	02-Dec-2020	Change	Change %	Previous Week
Open	12,336.00	12,456.25	120.25	1.0%	11,894.00
High	12,512.25	12,473.50	-38.75	-0.3%	12,307.50
Low	12,312.00	12,312.50	0.50	0.0%	11,808.25
Close	12,452.25	12,454.25	2.00	0.0%	12,257.50
Range	200.25	161.00	-39.25	-19.6%	499.25
ATR	245.54	239.50	-6.04	-2.5%	0.00
Volume	464,023	400,405	-63,618	-13.7%	1,510,472

Daily Pivots for day following 02-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,896.50	12,836.25	12,542.75
R3	12,735.50	12,675.25	12,498.50
R2	12,574.50	12,574.50	12,483.75
R1	12,514.25	12,514.25	12,469.00	12,464.00
PP	12,413.50	12,413.50	12,413.50	12,388.25
S1	12,353.25	12,353.25	12,439.50	12,303.00
S2	12,252.50	12,252.50	12,424.75
S3	12,091.50	12,192.25	12,410.00
S4	11,930.50	12,031.25	12,365.75

Weekly Pivots for week ending 27-Nov-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,622.25	13,439.00	12,532.00
R3	13,123.00	12,939.75	12,394.75
R2	12,623.75	12,623.75	12,349.00
R1	12,440.50	12,440.50	12,303.25	12,532.00
PP	12,124.50	12,124.50	12,124.50	12,170.25
S1	11,941.25	11,941.25	12,211.75	12,033.00
S2	11,625.25	11,625.25	12,166.00
S3	11,126.00	11,442.00	12,120.25
S4	10,626.75	10,942.75	11,983.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,512.25	12,077.50	434.75	3.5%	178.75	1.4%	87%	False	False	408,110
10	12,512.25	11,804.50	707.75	5.7%	182.75	1.5%	92%	False	False	412,366
20	12,512.25	11,230.25	1,282.00	10.3%	253.75	2.0%	95%	False	False	504,144
40	12,512.25	10,942.25	1,570.00	12.6%	260.25	2.1%	96%	False	False	549,884
60	12,512.25	10,656.50	1,855.75	14.9%	287.00	2.3%	97%	False	False	553,027
80	12,512.25	10,656.50	1,855.75	14.9%	283.25	2.3%	97%	False	False	415,519
100	12,512.25	10,288.00	2,224.25	17.9%	275.00	2.2%	97%	False	False	332,544
120	12,512.25	9,390.50	3,121.75	25.1%	270.00	2.2%	98%	False	False	277,182

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.50
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,157.75
2.618	12,895.00
1.618	12,734.00
1.000	12,634.50
0.618	12,573.00
HIGH	12,473.50
0.618	12,412.00
0.500	12,393.00
0.382	12,374.00
LOW	12,312.50
0.618	12,213.00
1.000	12,151.50
1.618	12,052.00
2.618	11,891.00
4.250	11,628.25

Fisher Pivots for day following 02-Dec-2020
Pivot	1 day	3 day
R1	12,433.75	12,402.50
PP	12,413.50	12,350.75
S1	12,393.00	12,299.00

Download as Excel Spreadsheet

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

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