E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 26-Jun-2020
Day Change Summary
Previous Current
25-Jun-2020 26-Jun-2020 Change Change % Previous Week
Open 10,005.25 10,087.00 81.75 0.8% 9,868.00
High 10,107.00 10,120.50 13.50 0.1% 10,296.25
Low 9,885.50 9,824.25 -61.25 -0.6% 9,824.25
Close 10,088.25 9,865.50 -222.75 -2.2% 9,865.50
Range 221.50 296.25 74.75 33.7% 472.00
ATR 250.89 254.13 3.24 1.3% 0.00
Volume 514,249 576,150 61,901 12.0% 2,513,289
Daily Pivots for day following 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,825.50 10,641.75 10,028.50
R3 10,529.25 10,345.50 9,947.00
R2 10,233.00 10,233.00 9,919.75
R1 10,049.25 10,049.25 9,892.75 9,993.00
PP 9,936.75 9,936.75 9,936.75 9,908.50
S1 9,753.00 9,753.00 9,838.25 9,696.75
S2 9,640.50 9,640.50 9,811.25
S3 9,344.25 9,456.75 9,784.00
S4 9,048.00 9,160.50 9,702.50
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,411.25 11,110.50 10,125.00
R3 10,939.25 10,638.50 9,995.25
R2 10,467.25 10,467.25 9,952.00
R1 10,166.50 10,166.50 9,908.75 10,081.00
PP 9,995.25 9,995.25 9,995.25 9,952.50
S1 9,694.50 9,694.50 9,822.25 9,609.00
S2 9,523.25 9,523.25 9,779.00
S3 9,051.25 9,222.50 9,735.75
S4 8,579.25 8,750.50 9,606.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,296.25 9,824.25 472.00 4.8% 289.50 2.9% 9% False True 502,657
10 10,296.25 9,368.25 928.00 9.4% 259.00 2.6% 54% False False 488,942
20 10,296.25 9,368.25 928.00 9.4% 241.00 2.4% 54% False False 270,774
40 10,296.25 8,545.00 1,751.25 17.8% 231.50 2.3% 75% False False 135,645
60 10,296.25 7,378.00 2,918.25 29.6% 249.75 2.5% 85% False False 90,571
80 10,296.25 6,626.00 3,670.25 37.2% 318.50 3.2% 88% False False 68,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,379.50
2.618 10,896.00
1.618 10,599.75
1.000 10,416.75
0.618 10,303.50
HIGH 10,120.50
0.618 10,007.25
0.500 9,972.50
0.382 9,937.50
LOW 9,824.25
0.618 9,641.25
1.000 9,528.00
1.618 9,345.00
2.618 9,048.75
4.250 8,565.25
Fisher Pivots for day following 26-Jun-2020
Pivot 1 day 3 day
R1 9,972.50 10,033.00
PP 9,936.75 9,977.25
S1 9,901.00 9,921.50

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

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