E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 03-Dec-2020

Day Change Summary
	Previous	Current
	02-Dec-2020	03-Dec-2020	Change	Change %	Previous Week
Open	12,456.25	12,472.00	15.75	0.1%	11,894.00
High	12,473.50	12,540.25	66.75	0.5%	12,307.50
Low	12,312.50	12,444.00	131.50	1.1%	11,808.25
Close	12,454.25	12,462.25	8.00	0.1%	12,257.50
Range	161.00	96.25	-64.75	-40.2%	499.25
ATR	239.50	229.27	-10.23	-4.3%	0.00
Volume	400,405	376,884	-23,521	-5.9%	1,510,472

Daily Pivots for day following 03-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,771.00	12,712.75	12,515.25
R3	12,674.75	12,616.50	12,488.75
R2	12,578.50	12,578.50	12,480.00
R1	12,520.25	12,520.25	12,471.00	12,501.25
PP	12,482.25	12,482.25	12,482.25	12,472.50
S1	12,424.00	12,424.00	12,453.50	12,405.00
S2	12,386.00	12,386.00	12,444.50
S3	12,289.75	12,327.75	12,435.75
S4	12,193.50	12,231.50	12,409.25

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	12,540.25	12,086.00	454.25	3.6%	177.75	1.4%	83%	True	False	406,240
10	12,540.25	11,804.50	735.75	5.9%	175.75	1.4%	89%	True	False	402,471
20	12,540.25	11,503.25	1,037.00	8.3%	228.00	1.8%	92%	True	False	480,857
40	12,540.25	10,942.25	1,598.00	12.8%	255.00	2.0%	95%	True	False	548,230
60	12,540.25	10,656.50	1,883.75	15.1%	279.75	2.2%	96%	True	False	558,910
80	12,540.25	10,656.50	1,883.75	15.1%	280.75	2.3%	96%	True	False	420,221
100	12,540.25	10,288.00	2,252.25	18.1%	272.75	2.2%	97%	True	False	336,296
120	12,540.25	9,720.25	2,820.00	22.6%	267.75	2.1%	97%	True	False	280,323

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	43.75
Narrowest range in 67 trading days

Fibonacci Retracements and Extensions
4.250	12,949.25
2.618	12,792.25
1.618	12,696.00
1.000	12,636.50
0.618	12,599.75
HIGH	12,540.25
0.618	12,503.50
0.500	12,492.00
0.382	12,480.75
LOW	12,444.00
0.618	12,384.50
1.000	12,347.75
1.618	12,288.25
2.618	12,192.00
4.250	12,035.00

Fisher Pivots for day following 03-Dec-2020
Pivot	1 day	3 day
R1	12,492.00	12,450.25
PP	12,482.25	12,438.25
S1	12,472.25	12,426.00

Download as Excel Spreadsheet

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

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