E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 02-Jun-2020
Day Change Summary
Previous Current
01-Jun-2020 02-Jun-2020 Change Change % Previous Week
Open 9,500.00 9,612.00 112.00 1.2% 9,425.00
High 9,584.75 9,635.25 50.50 0.5% 9,565.00
Low 9,445.25 9,502.75 57.50 0.6% 9,168.00
Close 9,584.75 9,635.25 50.50 0.5% 9,552.00
Range 139.50 132.50 -7.00 -5.0% 397.00
ATR 219.97 213.72 -6.25 -2.8% 0.00
Volume 2 4 2 100.0% 14
Daily Pivots for day following 02-Jun-2020
Classic Woodie Camarilla DeMark
R4 9,988.50 9,944.50 9,708.00
R3 9,856.00 9,812.00 9,671.75
R2 9,723.50 9,723.50 9,659.50
R1 9,679.50 9,679.50 9,647.50 9,701.50
PP 9,591.00 9,591.00 9,591.00 9,602.00
S1 9,547.00 9,547.00 9,623.00 9,569.00
S2 9,458.50 9,458.50 9,611.00
S3 9,326.00 9,414.50 9,598.75
S4 9,193.50 9,282.00 9,562.50
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 10,619.25 10,482.75 9,770.25
R3 10,222.25 10,085.75 9,661.25
R2 9,825.25 9,825.25 9,624.75
R1 9,688.75 9,688.75 9,588.50 9,757.00
PP 9,428.25 9,428.25 9,428.25 9,462.50
S1 9,291.75 9,291.75 9,515.50 9,360.00
S2 9,031.25 9,031.25 9,479.25
S3 8,634.25 8,894.75 9,442.75
S4 8,237.25 8,497.75 9,333.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,635.25 9,168.00 467.25 4.8% 193.00 2.0% 100% True False 3
10 9,635.25 9,168.00 467.25 4.8% 161.50 1.7% 100% True False 2
20 9,635.25 8,829.25 806.00 8.4% 159.50 1.7% 100% True False 2
40 9,635.25 7,918.75 1,716.50 17.8% 192.25 2.0% 100% True False 2
60 9,635.25 6,626.75 3,008.50 31.2% 248.50 2.6% 100% True False 2
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 41.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 10,198.50
2.618 9,982.25
1.618 9,849.75
1.000 9,767.75
0.618 9,717.25
HIGH 9,635.25
0.618 9,584.75
0.500 9,569.00
0.382 9,553.25
LOW 9,502.75
0.618 9,420.75
1.000 9,370.25
1.618 9,288.25
2.618 9,155.75
4.250 8,939.50
Fisher Pivots for day following 02-Jun-2020
Pivot 1 day 3 day
R1 9,613.25 9,591.25
PP 9,591.00 9,547.25
S1 9,569.00 9,503.25

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

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