E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 27-Aug-2020
Day Change Summary
Previous Current
26-Aug-2020 27-Aug-2020 Change Change % Previous Week
Open 11,717.25 11,960.00 242.75 2.1% 11,135.75
High 11,985.50 12,029.75 44.25 0.4% 11,555.75
Low 11,711.25 11,820.25 109.00 0.9% 11,134.75
Close 11,975.50 11,937.25 -38.25 -0.3% 11,545.50
Range 274.25 209.50 -64.75 -23.6% 421.00
ATR 214.73 214.35 -0.37 -0.2% 0.00
Volume 1,640 1,540 -100 -6.1% 3,880
Daily Pivots for day following 27-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,557.50 12,457.00 12,052.50
R3 12,348.00 12,247.50 11,994.75
R2 12,138.50 12,138.50 11,975.75
R1 12,038.00 12,038.00 11,956.50 11,983.50
PP 11,929.00 11,929.00 11,929.00 11,902.00
S1 11,828.50 11,828.50 11,918.00 11,774.00
S2 11,719.50 11,719.50 11,898.75
S3 11,510.00 11,619.00 11,879.75
S4 11,300.50 11,409.50 11,822.00
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,675.00 12,531.25 11,777.00
R3 12,254.00 12,110.25 11,661.25
R2 11,833.00 11,833.00 11,622.75
R1 11,689.25 11,689.25 11,584.00 11,761.00
PP 11,412.00 11,412.00 11,412.00 11,448.00
S1 11,268.25 11,268.25 11,507.00 11,340.00
S2 10,991.00 10,991.00 11,468.25
S3 10,570.00 10,847.25 11,429.75
S4 10,149.00 10,426.25 11,314.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,029.75 11,392.25 637.50 5.3% 201.00 1.7% 85% True False 1,493
10 12,029.75 11,080.00 949.75 8.0% 184.75 1.5% 90% True False 1,035
20 12,029.75 10,676.25 1,353.50 11.3% 197.00 1.6% 93% True False 805
40 12,029.75 10,240.00 1,789.75 15.0% 230.00 1.9% 95% True False 710
60 12,029.75 9,390.50 2,639.25 22.1% 234.25 2.0% 96% True False 553
80 12,029.75 8,829.25 3,200.50 26.8% 215.25 1.8% 97% True False 416
100 12,029.75 7,960.25 4,069.50 34.1% 216.50 1.8% 98% True False 333
120 12,029.75 6,626.75 5,403.00 45.3% 242.00 2.0% 98% True False 277
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 47.95
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,920.00
2.618 12,578.25
1.618 12,368.75
1.000 12,239.25
0.618 12,159.25
HIGH 12,029.75
0.618 11,949.75
0.500 11,925.00
0.382 11,900.25
LOW 11,820.25
0.618 11,690.75
1.000 11,610.75
1.618 11,481.25
2.618 11,271.75
4.250 10,930.00
Fisher Pivots for day following 27-Aug-2020
Pivot 1 day 3 day
R1 11,933.25 11,889.75
PP 11,929.00 11,842.25
S1 11,925.00 11,795.00

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

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