E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 9,012.00 9,063.00 51.00 0.6% 9,180.00
High 9,086.00 9,131.50 45.50 0.5% 9,328.00
Low 8,834.00 8,913.00 79.00 0.9% 8,834.00
Close 9,063.75 9,081.00 17.25 0.2% 9,081.00
Range 252.00 218.50 -33.50 -13.3% 494.00
ATR 283.65 279.00 -4.65 -1.6% 0.00
Volume 515 537 22 4.3% 2,669
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 9,697.25 9,607.75 9,201.25
R3 9,478.75 9,389.25 9,141.00
R2 9,260.25 9,260.25 9,121.00
R1 9,170.75 9,170.75 9,101.00 9,215.50
PP 9,041.75 9,041.75 9,041.75 9,064.25
S1 8,952.25 8,952.25 9,061.00 8,997.00
S2 8,823.25 8,823.25 9,041.00
S3 8,604.75 8,733.75 9,021.00
S4 8,386.25 8,515.25 8,960.75
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 10,563.00 10,316.00 9,352.75
R3 10,069.00 9,822.00 9,216.75
R2 9,575.00 9,575.00 9,171.50
R1 9,328.00 9,328.00 9,126.25 9,204.50
PP 9,081.00 9,081.00 9,081.00 9,019.25
S1 8,834.00 8,834.00 9,035.75 8,710.50
S2 8,587.00 8,587.00 8,990.50
S3 8,093.00 8,340.00 8,945.25
S4 7,599.00 7,846.00 8,809.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,328.00 8,834.00 494.00 5.4% 262.00 2.9% 50% False False 533
10 9,328.00 8,545.00 783.00 8.6% 228.00 2.5% 68% False False 409
20 9,328.00 8,334.00 994.00 10.9% 246.00 2.7% 75% False False 353
40 9,328.00 6,626.00 2,702.00 29.8% 313.25 3.4% 91% False False 518
60 9,640.25 6,626.00 3,014.25 33.2% 371.50 4.1% 81% False False 383
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 53.10
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 10,060.00
2.618 9,703.50
1.618 9,485.00
1.000 9,350.00
0.618 9,266.50
HIGH 9,131.50
0.618 9,048.00
0.500 9,022.25
0.382 8,996.50
LOW 8,913.00
0.618 8,778.00
1.000 8,694.50
1.618 8,559.50
2.618 8,341.00
4.250 7,984.50
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 9,061.50 9,057.25
PP 9,041.75 9,033.25
S1 9,022.25 9,009.50

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

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