E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 09-Dec-2020

Day Change Summary
	Previous	Current
	08-Dec-2020	09-Dec-2020	Change	Change %	Previous Week
Open	12,574.00	12,657.25	83.25	0.7%	12,286.50
High	12,652.50	12,675.00	22.50	0.2%	12,540.25
Low	12,502.00	12,306.75	-195.25	-1.6%	12,086.00
Close	12,637.50	12,367.00	-270.50	-2.1%	12,526.00
Range	150.50	368.25	217.75	144.7%	454.25
ATR	208.81	220.20	11.39	5.5%	0.00
Volume	365,422	635,769	270,347	74.0%	2,056,172

Daily Pivots for day following 09-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,554.25	13,329.00	12,569.50
R3	13,186.00	12,960.75	12,468.25
R2	12,817.75	12,817.75	12,434.50
R1	12,592.50	12,592.50	12,400.75	12,521.00
PP	12,449.50	12,449.50	12,449.50	12,414.00
S1	12,224.25	12,224.25	12,333.25	12,152.75
S2	12,081.25	12,081.25	12,299.50
S3	11,713.00	11,856.00	12,265.75
S4	11,344.75	11,487.75	12,164.50

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	12,675.00	12,306.75	368.25	3.0%	168.00	1.4%	16%	True	True	404,729
10	12,675.00	12,077.50	597.50	4.8%	173.25	1.4%	48%	True	False	406,419
20	12,675.00	11,575.25	1,099.75	8.9%	186.00	1.5%	72%	True	False	428,328
40	12,675.00	10,942.25	1,732.75	14.0%	247.75	2.0%	82%	True	False	531,325
60	12,675.00	10,656.50	2,018.50	16.3%	268.50	2.2%	85%	True	False	561,001
80	12,675.00	10,656.50	2,018.50	16.3%	280.50	2.3%	85%	True	False	440,784
100	12,675.00	10,288.00	2,387.00	19.3%	270.25	2.2%	87%	True	False	352,743
120	12,675.00	9,720.25	2,954.75	23.9%	268.50	2.2%	90%	True	False	294,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.08
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	14,240.00
2.618	13,639.00
1.618	13,270.75
1.000	13,043.25
0.618	12,902.50
HIGH	12,675.00
0.618	12,534.25
0.500	12,491.00
0.382	12,447.50
LOW	12,306.75
0.618	12,079.25
1.000	11,938.50
1.618	11,711.00
2.618	11,342.75
4.250	10,741.75

Fisher Pivots for day following 09-Dec-2020
Pivot	1 day	3 day
R1	12,491.00	12,491.00
PP	12,449.50	12,449.50
S1	12,408.25	12,408.25

Download as Excel Spreadsheet

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

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