E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 11,094.00 11,260.50 166.50 1.5% 10,933.25
High 11,271.75 11,283.25 11.50 0.1% 11,283.25
Low 11,051.25 11,035.25 -16.00 -0.1% 10,876.25
Close 11,261.25 11,122.75 -138.50 -1.2% 11,122.75
Range 220.50 248.00 27.50 12.5% 407.00
ATR 240.32 240.87 0.55 0.2% 0.00
Volume 420,437 532,554 112,117 26.7% 2,087,133
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 11,891.00 11,755.00 11,259.25
R3 11,643.00 11,507.00 11,191.00
R2 11,395.00 11,395.00 11,168.25
R1 11,259.00 11,259.00 11,145.50 11,203.00
PP 11,147.00 11,147.00 11,147.00 11,119.00
S1 11,011.00 11,011.00 11,100.00 10,955.00
S2 10,899.00 10,899.00 11,077.25
S3 10,651.00 10,763.00 11,054.50
S4 10,403.00 10,515.00 10,986.25
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,315.00 12,126.00 11,346.50
R3 11,908.00 11,719.00 11,234.75
R2 11,501.00 11,501.00 11,197.25
R1 11,312.00 11,312.00 11,160.00 11,406.50
PP 11,094.00 11,094.00 11,094.00 11,141.50
S1 10,905.00 10,905.00 11,085.50 10,999.50
S2 10,687.00 10,687.00 11,048.25
S3 10,280.00 10,498.00 11,010.75
S4 9,873.00 10,091.00 10,899.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,283.25 10,876.25 407.00 3.7% 173.00 1.6% 61% True False 417,426
10 11,283.25 10,401.00 882.25 7.9% 222.25 2.0% 82% True False 449,790
20 11,283.25 10,301.00 982.25 8.8% 260.25 2.3% 84% True False 540,300
40 11,283.25 9,368.25 1,915.00 17.2% 254.00 2.3% 92% True False 509,583
60 11,283.25 8,834.00 2,449.25 22.0% 241.00 2.2% 93% True False 341,758
80 11,283.25 8,334.00 2,949.25 26.5% 244.00 2.2% 95% True False 256,409
100 11,283.25 6,626.00 4,657.25 41.9% 276.00 2.5% 97% True False 205,253
120 11,283.25 6,626.00 4,657.25 41.9% 304.25 2.7% 97% True False 171,062
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 62.85
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 12,337.25
2.618 11,932.50
1.618 11,684.50
1.000 11,531.25
0.618 11,436.50
HIGH 11,283.25
0.618 11,188.50
0.500 11,159.25
0.382 11,130.00
LOW 11,035.25
0.618 10,882.00
1.000 10,787.25
1.618 10,634.00
2.618 10,386.00
4.250 9,981.25
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 11,159.25 11,159.25
PP 11,147.00 11,147.00
S1 11,135.00 11,135.00

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

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