E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 10,526.00 10,674.25 148.25 1.4% 9,785.50
High 10,673.00 10,774.25 101.25 0.9% 10,422.25
Low 10,505.25 10,560.00 54.75 0.5% 9,728.75
Close 10,662.25 10,727.50 65.25 0.6% 10,355.75
Range 167.75 214.25 46.50 27.7% 693.50
ATR 240.77 238.88 -1.89 -0.8% 0.00
Volume 481,023 607,385 126,362 26.3% 1,709,447
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 11,330.00 11,243.00 10,845.25
R3 11,115.75 11,028.75 10,786.50
R2 10,901.50 10,901.50 10,766.75
R1 10,814.50 10,814.50 10,747.25 10,858.00
PP 10,687.25 10,687.25 10,687.25 10,709.00
S1 10,600.25 10,600.25 10,707.75 10,643.75
S2 10,473.00 10,473.00 10,688.25
S3 10,258.75 10,386.00 10,668.50
S4 10,044.50 10,171.75 10,609.75
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,249.50 11,996.00 10,737.25
R3 11,556.00 11,302.50 10,546.50
R2 10,862.50 10,862.50 10,483.00
R1 10,609.00 10,609.00 10,419.25 10,735.75
PP 10,169.00 10,169.00 10,169.00 10,232.25
S1 9,915.50 9,915.50 10,292.25 10,042.25
S2 9,475.50 9,475.50 10,228.50
S3 8,782.00 9,222.00 10,165.00
S4 8,088.50 8,528.50 9,974.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,774.25 10,246.50 527.75 4.9% 210.50 2.0% 91% True False 488,950
10 10,774.25 9,728.75 1,045.50 9.7% 230.25 2.1% 96% True False 483,983
20 10,774.25 9,368.25 1,406.00 13.1% 262.50 2.4% 97% True False 456,578
40 10,774.25 8,834.00 1,940.25 18.1% 233.75 2.2% 98% True False 229,311
60 10,774.25 8,334.00 2,440.25 22.7% 238.25 2.2% 98% True False 152,992
80 10,774.25 6,626.00 4,148.25 38.7% 284.25 2.7% 99% True False 114,897
100 10,774.25 6,626.00 4,148.25 38.7% 312.25 2.9% 99% True False 91,939
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 56.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,684.75
2.618 11,335.25
1.618 11,121.00
1.000 10,988.50
0.618 10,906.75
HIGH 10,774.25
0.618 10,692.50
0.500 10,667.00
0.382 10,641.75
LOW 10,560.00
0.618 10,427.50
1.000 10,345.75
1.618 10,213.25
2.618 9,999.00
4.250 9,649.50
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 10,707.50 10,698.25
PP 10,687.25 10,669.00
S1 10,667.00 10,639.75

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

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