E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 11,054.00 11,080.50 26.50 0.2% 10,490.00
High 11,094.75 11,144.00 49.25 0.4% 10,939.00
Low 10,983.00 11,055.75 72.75 0.7% 10,401.00
Close 11,086.00 11,091.75 5.75 0.1% 10,890.50
Range 111.75 88.25 -23.50 -21.0% 538.00
ATR 253.66 241.84 -11.81 -4.7% 0.00
Volume 395,698 348,822 -46,876 -11.8% 2,410,774
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 11,362.00 11,315.00 11,140.25
R3 11,273.75 11,226.75 11,116.00
R2 11,185.50 11,185.50 11,108.00
R1 11,138.50 11,138.50 11,099.75 11,162.00
PP 11,097.25 11,097.25 11,097.25 11,109.00
S1 11,050.25 11,050.25 11,083.75 11,073.75
S2 11,009.00 11,009.00 11,075.50
S3 10,920.75 10,962.00 11,067.50
S4 10,832.50 10,873.75 11,043.25
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,357.50 12,162.00 11,186.50
R3 11,819.50 11,624.00 11,038.50
R2 11,281.50 11,281.50 10,989.25
R1 11,086.00 11,086.00 10,939.75 11,183.75
PP 10,743.50 10,743.50 10,743.50 10,792.50
S1 10,548.00 10,548.00 10,841.25 10,645.75
S2 10,205.50 10,205.50 10,791.75
S3 9,667.50 10,010.00 10,742.50
S4 9,129.50 9,472.00 10,594.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,144.00 10,502.75 641.25 5.8% 207.75 1.9% 92% True False 457,370
10 11,144.00 10,301.00 843.00 7.6% 247.50 2.2% 94% True False 484,158
20 11,144.00 10,301.00 843.00 7.6% 258.50 2.3% 94% True False 549,398
40 11,144.00 9,368.25 1,775.75 16.0% 260.00 2.3% 97% True False 488,087
60 11,144.00 8,834.00 2,310.00 20.8% 243.50 2.2% 98% True False 325,892
80 11,144.00 8,313.25 2,830.75 25.5% 245.50 2.2% 98% True False 244,511
100 11,144.00 6,626.00 4,518.00 40.7% 283.50 2.6% 99% True False 195,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 68.30
Narrowest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 11,519.00
2.618 11,375.00
1.618 11,286.75
1.000 11,232.25
0.618 11,198.50
HIGH 11,144.00
0.618 11,110.25
0.500 11,100.00
0.382 11,089.50
LOW 11,055.75
0.618 11,001.25
1.000 10,967.50
1.618 10,913.00
2.618 10,824.75
4.250 10,680.75
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 11,100.00 11,064.50
PP 11,097.25 11,037.25
S1 11,094.50 11,010.00

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

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