E-mini NASDAQ-100 Future December 2020

Trading Metrics calculated at close of trading on 17-Dec-2020

Day Change Summary
	Previous	Current
	16-Dec-2020	17-Dec-2020	Change	Change %	Previous Week
Open	12,599.50	12,677.00	77.50	0.6%	12,525.00
High	12,699.75	12,766.25	66.50	0.5%	12,675.00
Low	12,567.75	12,667.50	99.75	0.8%	12,218.25
Close	12,665.25	12,751.00	85.75	0.7%	12,368.00
Range	132.00	98.75	-33.25	-25.2%	456.75
ATR	207.35	199.75	-7.60	-3.7%	0.00
Volume	153,920	84,472	-69,448	-45.1%	2,216,668

Daily Pivots for day following 17-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,024.50	12,986.50	12,805.25
R3	12,925.75	12,887.75	12,778.25
R2	12,827.00	12,827.00	12,769.00
R1	12,789.00	12,789.00	12,760.00	12,808.00
PP	12,728.25	12,728.25	12,728.25	12,737.75
S1	12,690.25	12,690.25	12,742.00	12,709.25
S2	12,629.50	12,629.50	12,733.00
S3	12,530.75	12,591.50	12,723.75
S4	12,432.00	12,492.75	12,696.75

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	12,766.25	12,234.25	532.00	4.2%	151.50	1.2%	97%	True	False	223,931
10	12,766.25	12,218.25	548.00	4.3%	173.00	1.4%	97%	True	False	329,626
20	12,766.25	11,804.50	961.75	7.5%	174.50	1.4%	98%	True	False	366,049
40	12,766.25	10,942.25	1,824.00	14.3%	235.00	1.8%	99%	True	False	483,414
60	12,766.25	10,660.25	2,106.00	16.5%	248.25	1.9%	99%	True	False	518,658
80	12,766.25	10,656.50	2,109.75	16.5%	279.25	2.2%	99%	True	False	461,321
100	12,766.25	10,489.00	2,277.25	17.9%	263.75	2.1%	99%	True	False	369,198
120	12,766.25	9,930.25	2,836.00	22.2%	262.75	2.1%	99%	True	False	307,763

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	41.18
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	13,186.00
2.618	13,024.75
1.618	12,926.00
1.000	12,865.00
0.618	12,827.25
HIGH	12,766.25
0.618	12,728.50
0.500	12,717.00
0.382	12,705.25
LOW	12,667.50
0.618	12,606.50
1.000	12,568.75
1.618	12,507.75
2.618	12,409.00
4.250	12,247.75

Fisher Pivots for day following 17-Dec-2020
Pivot	1 day	3 day
R1	12,739.50	12,698.00
PP	12,728.25	12,644.75
S1	12,717.00	12,591.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols