E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 10,532.25 10,621.25 89.00 0.8% 10,848.25
High 10,669.75 10,964.50 294.75 2.8% 11,058.50
Low 10,523.75 10,546.25 22.50 0.2% 10,358.75
Close 10,622.50 10,951.00 328.50 3.1% 10,622.50
Range 146.00 418.25 272.25 186.5% 699.75
ATR 248.90 261.00 12.10 4.9% 0.00
Volume 443,143 496,402 53,259 12.0% 3,443,175
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,075.25 11,931.50 11,181.00
R3 11,657.00 11,513.25 11,066.00
R2 11,238.75 11,238.75 11,027.75
R1 11,095.00 11,095.00 10,989.25 11,167.00
PP 10,820.50 10,820.50 10,820.50 10,856.50
S1 10,676.75 10,676.75 10,912.75 10,748.50
S2 10,402.25 10,402.25 10,874.25
S3 9,984.00 10,258.50 10,836.00
S4 9,565.75 9,840.25 10,721.00
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,779.25 12,400.50 11,007.25
R3 12,079.50 11,700.75 10,815.00
R2 11,379.75 11,379.75 10,750.75
R1 11,001.00 11,001.00 10,686.75 10,840.50
PP 10,680.00 10,680.00 10,680.00 10,599.50
S1 10,301.25 10,301.25 10,558.25 10,140.75
S2 9,980.25 9,980.25 10,494.25
S3 9,280.50 9,601.50 10,430.00
S4 8,580.75 8,901.75 10,237.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,964.50 10,358.75 605.75 5.5% 267.25 2.4% 98% True False 640,679
10 11,058.50 10,358.75 699.75 6.4% 262.50 2.4% 85% False False 602,076
20 11,058.50 9,728.75 1,329.75 12.1% 264.50 2.4% 92% False False 536,493
40 11,058.50 9,158.75 1,899.75 17.3% 246.50 2.3% 94% False False 340,911
60 11,058.50 8,491.00 2,567.50 23.4% 241.25 2.2% 96% False False 227,394
80 11,058.50 7,314.50 3,744.00 34.2% 260.00 2.4% 97% False False 170,671
100 11,058.50 6,626.00 4,432.50 40.5% 317.00 2.9% 98% False False 136,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76.70
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,742.00
2.618 12,059.50
1.618 11,641.25
1.000 11,382.75
0.618 11,223.00
HIGH 10,964.50
0.618 10,804.75
0.500 10,755.50
0.382 10,706.00
LOW 10,546.25
0.618 10,287.75
1.000 10,128.00
1.618 9,869.50
2.618 9,451.25
4.250 8,768.75
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 10,885.75 10,874.00
PP 10,820.50 10,797.00
S1 10,755.50 10,720.00

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

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