E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 04-Jun-2020
Day Change Summary
Previous Current
03-Jun-2020 04-Jun-2020 Change Change % Previous Week
Open 9,629.50 9,663.00 33.50 0.3% 9,392.50
High 9,710.00 9,723.75 13.75 0.1% 9,587.50
Low 9,618.00 9,555.25 -62.75 -0.7% 9,158.75
Close 9,666.75 9,608.25 -58.50 -0.6% 9,542.25
Range 92.00 168.50 76.50 83.2% 428.75
ATR 227.96 223.71 -4.25 -1.9% 0.00
Volume 1,379 1,451 72 5.2% 4,004
Daily Pivots for day following 04-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,134.50 10,040.00 9,701.00
R3 9,966.00 9,871.50 9,654.50
R2 9,797.50 9,797.50 9,639.25
R1 9,703.00 9,703.00 9,623.75 9,666.00
PP 9,629.00 9,629.00 9,629.00 9,610.50
S1 9,534.50 9,534.50 9,592.75 9,497.50
S2 9,460.50 9,460.50 9,577.25
S3 9,292.00 9,366.00 9,562.00
S4 9,123.50 9,197.50 9,515.50
Weekly Pivots for week ending 29-May-2020
Classic Woodie Camarilla DeMark
R4 10,715.75 10,557.75 9,778.00
R3 10,287.00 10,129.00 9,660.25
R2 9,858.25 9,858.25 9,620.75
R1 9,700.25 9,700.25 9,581.50 9,779.25
PP 9,429.50 9,429.50 9,429.50 9,469.00
S1 9,271.50 9,271.50 9,503.00 9,350.50
S2 9,000.75 9,000.75 9,463.75
S3 8,572.00 8,842.75 9,424.25
S4 8,143.25 8,414.00 9,306.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,723.75 9,355.00 368.75 3.8% 157.75 1.6% 69% True False 1,225
10 9,723.75 9,158.75 565.00 5.9% 192.75 2.0% 80% True False 975
20 9,723.75 8,834.00 889.75 9.3% 207.75 2.2% 87% True False 722
40 9,723.75 7,954.50 1,769.25 18.4% 234.75 2.4% 93% True False 540
60 9,723.75 6,626.00 3,097.75 32.2% 327.50 3.4% 96% True False 551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58.63
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,440.00
2.618 10,165.00
1.618 9,996.50
1.000 9,892.25
0.618 9,828.00
HIGH 9,723.75
0.618 9,659.50
0.500 9,639.50
0.382 9,619.50
LOW 9,555.25
0.618 9,451.00
1.000 9,386.75
1.618 9,282.50
2.618 9,114.00
4.250 8,839.00
Fisher Pivots for day following 04-Jun-2020
Pivot 1 day 3 day
R1 9,639.50 9,607.25
PP 9,629.00 9,606.50
S1 9,618.75 9,605.50

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

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