E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 04-Dec-2020

Day Change Summary
	Previous	Current
	03-Dec-2020	04-Dec-2020	Change	Change %	Previous Week
Open	12,472.00	12,487.00	15.00	0.1%	12,286.50
High	12,540.25	12,535.75	-4.50	0.0%	12,540.25
Low	12,444.00	12,448.50	4.50	0.0%	12,086.00
Close	12,462.25	12,526.00	63.75	0.5%	12,526.00
Range	96.25	87.25	-9.00	-9.4%	454.25
ATR	229.27	219.12	-10.14	-4.4%	0.00
Volume	376,884	321,796	-55,088	-14.6%	2,056,172

Daily Pivots for day following 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	12,765.25	12,732.75	12,574.00
R3	12,678.00	12,645.50	12,550.00
R2	12,590.75	12,590.75	12,542.00
R1	12,558.25	12,558.25	12,534.00	12,574.50
PP	12,503.50	12,503.50	12,503.50	12,511.50
S1	12,471.00	12,471.00	12,518.00	12,487.25
S2	12,416.25	12,416.25	12,510.00
S3	12,329.00	12,383.75	12,502.00
S4	12,241.75	12,296.50	12,478.00

Weekly Pivots for week ending 04-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,746.75	13,590.75	12,775.75
R3	13,292.50	13,136.50	12,651.00
R2	12,838.25	12,838.25	12,609.25
R1	12,682.25	12,682.25	12,567.75	12,760.25
PP	12,384.00	12,384.00	12,384.00	12,423.00
S1	12,228.00	12,228.00	12,484.25	12,306.00
S2	11,929.75	11,929.75	12,442.75
S3	11,475.50	11,773.75	12,401.00
S4	11,021.25	11,319.50	12,276.25

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%	159.25	1.3%	97%	False	False	411,234
10	12,540.25	11,808.25	732.00	5.8%	165.00	1.3%	98%	False	False	392,482
20	12,540.25	11,503.25	1,037.00	8.3%	215.00	1.7%	99%	False	False	468,025
40	12,540.25	10,942.25	1,598.00	12.8%	254.50	2.0%	99%	False	False	546,191
60	12,540.25	10,656.50	1,883.75	15.0%	273.00	2.2%	99%	False	False	562,987
80	12,540.25	10,656.50	1,883.75	15.0%	278.00	2.2%	99%	False	False	424,238
100	12,540.25	10,288.00	2,252.25	18.0%	271.50	2.2%	99%	False	False	339,506
120	12,540.25	9,720.25	2,820.00	22.5%	266.75	2.1%	99%	False	False	283,004

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.45
Narrowest range in 85 trading days

Fibonacci Retracements and Extensions
4.250	12,906.50
2.618	12,764.25
1.618	12,677.00
1.000	12,623.00
0.618	12,589.75
HIGH	12,535.75
0.618	12,502.50
0.500	12,492.00
0.382	12,481.75
LOW	12,448.50
0.618	12,394.50
1.000	12,361.25
1.618	12,307.25
2.618	12,220.00
4.250	12,077.75

Fisher Pivots for day following 04-Dec-2020
Pivot	1 day	3 day
R1	12,514.75	12,492.75
PP	12,503.50	12,459.50
S1	12,492.00	12,426.50

Download as Excel Spreadsheet

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

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