E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 04-Sep-2020
Day Change Summary
Previous Current
03-Sep-2020 04-Sep-2020 Change Change % Previous Week
Open 12,392.25 11,732.75 -659.50 -5.3% 11,987.50
High 12,423.50 11,829.50 -594.00 -4.8% 12,448.75
Low 11,646.75 11,130.25 -516.50 -4.4% 11,130.25
Close 11,787.50 11,536.00 -251.50 -2.1% 11,536.00
Range 776.75 699.25 -77.50 -10.0% 1,318.50
ATR 252.22 284.15 31.93 12.7% 0.00
Volume 5,633 11,459 5,826 103.4% 25,592
Daily Pivots for day following 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,596.25 13,265.50 11,920.50
R3 12,897.00 12,566.25 11,728.25
R2 12,197.75 12,197.75 11,664.25
R1 11,867.00 11,867.00 11,600.00 11,682.75
PP 11,498.50 11,498.50 11,498.50 11,406.50
S1 11,167.75 11,167.75 11,472.00 10,983.50
S2 10,799.25 10,799.25 11,407.75
S3 10,100.00 10,468.50 11,343.75
S4 9,400.75 9,769.25 11,151.50
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 15,660.50 14,916.75 12,261.25
R3 14,342.00 13,598.25 11,898.50
R2 13,023.50 13,023.50 11,777.75
R1 12,279.75 12,279.75 11,656.75 11,992.50
PP 11,705.00 11,705.00 11,705.00 11,561.25
S1 10,961.25 10,961.25 11,415.25 10,674.00
S2 10,386.50 10,386.50 11,294.25
S3 9,068.00 9,642.75 11,173.50
S4 7,749.50 8,324.25 10,810.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,448.75 11,130.25 1,318.50 11.4% 435.00 3.8% 31% False True 5,118
10 12,448.75 11,130.25 1,318.50 11.4% 311.25 2.7% 31% False True 3,259
20 12,448.75 10,830.25 1,618.50 14.0% 255.75 2.2% 44% False False 1,952
40 12,448.75 10,288.00 2,160.75 18.7% 255.75 2.2% 58% False False 1,308
60 12,448.75 9,390.50 3,058.25 26.5% 249.75 2.2% 70% False False 984
80 12,448.75 8,829.25 3,619.50 31.4% 232.00 2.0% 75% False False 747
100 12,448.75 8,348.50 4,100.25 35.5% 225.75 2.0% 78% False False 598
120 12,448.75 6,626.75 5,822.00 50.5% 238.75 2.1% 84% False False 498
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 53.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,801.25
2.618 13,660.25
1.618 12,961.00
1.000 12,528.75
0.618 12,261.75
HIGH 11,829.50
0.618 11,562.50
0.500 11,480.00
0.382 11,397.25
LOW 11,130.25
0.618 10,698.00
1.000 10,431.00
1.618 9,998.75
2.618 9,299.50
4.250 8,158.50
Fisher Pivots for day following 04-Sep-2020
Pivot 1 day 3 day
R1 11,517.25 11,789.50
PP 11,498.50 11,705.00
S1 11,480.00 11,620.50

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

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