E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 15-Dec-2020

Day Change Summary
	Previous	Current
	14-Dec-2020	15-Dec-2020	Change	Change %	Previous Week
Open	12,405.50	12,460.50	55.00	0.4%	12,525.00
High	12,545.00	12,604.75	59.75	0.5%	12,675.00
Low	12,386.50	12,417.00	30.50	0.2%	12,218.25
Close	12,456.50	12,591.75	135.25	1.1%	12,368.00
Range	158.50	187.75	29.25	18.5%	456.75
ATR	215.09	213.14	-1.95	-0.9%	0.00
Volume	296,143	223,263	-72,880	-24.6%	2,216,668

Daily Pivots for day following 15-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,101.00	13,034.25	12,695.00
R3	12,913.25	12,846.50	12,643.50
R2	12,725.50	12,725.50	12,626.25
R1	12,658.75	12,658.75	12,609.00	12,692.00
PP	12,537.75	12,537.75	12,537.75	12,554.50
S1	12,471.00	12,471.00	12,574.50	12,504.50
S2	12,350.00	12,350.00	12,557.25
S3	12,162.25	12,283.25	12,540.00
S4	11,974.50	12,095.50	12,488.50

Weekly Pivots for week ending 11-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,790.75	13,536.00	12,619.25
R3	13,334.00	13,079.25	12,493.50
R2	12,877.25	12,877.25	12,451.75
R1	12,622.50	12,622.50	12,409.75	12,521.50
PP	12,420.50	12,420.50	12,420.50	12,370.00
S1	12,165.75	12,165.75	12,326.25	12,064.75
S2	11,963.75	11,963.75	12,284.25
S3	11,507.00	11,709.00	12,242.50
S4	11,050.25	11,252.25	12,116.75

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	12,218.25	456.75	3.6%	225.00	1.8%	82%	False	False	409,375
10	12,675.00	12,218.25	456.75	3.6%	175.75	1.4%	82%	False	False	383,515
20	12,675.00	11,804.50	870.50	6.9%	178.50	1.4%	90%	False	False	397,996
40	12,675.00	10,942.25	1,732.75	13.8%	239.00	1.9%	95%	False	False	508,018
60	12,675.00	10,660.25	2,014.75	16.0%	256.75	2.0%	96%	False	False	535,179
80	12,675.00	10,656.50	2,018.50	16.0%	281.00	2.2%	96%	False	False	458,378
100	12,675.00	10,397.50	2,277.50	18.1%	266.50	2.1%	96%	False	False	366,824
120	12,675.00	9,720.25	2,954.75	23.5%	265.50	2.1%	97%	False	False	305,785

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	41.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,402.75
2.618	13,096.25
1.618	12,908.50
1.000	12,792.50
0.618	12,720.75
HIGH	12,604.75
0.618	12,533.00
0.500	12,511.00
0.382	12,488.75
LOW	12,417.00
0.618	12,301.00
1.000	12,229.25
1.618	12,113.25
2.618	11,925.50
4.250	11,619.00

Fisher Pivots for day following 15-Dec-2020
Pivot	1 day	3 day
R1	12,564.75	12,534.25
PP	12,537.75	12,477.00
S1	12,511.00	12,419.50

Download as Excel Spreadsheet

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

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