E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 11,285.50 11,414.25 128.75 1.1% 11,140.25
High 11,415.25 11,438.00 22.75 0.2% 11,266.00
Low 11,268.00 11,299.00 31.00 0.3% 10,845.50
Close 11,409.25 11,332.00 -77.25 -0.7% 11,133.75
Range 147.25 139.00 -8.25 -5.6% 420.50
ATR 225.67 219.48 -6.19 -2.7% 0.00
Volume 326,816 410,893 84,077 25.7% 2,293,995
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 11,773.25 11,691.75 11,408.50
R3 11,634.25 11,552.75 11,370.25
R2 11,495.25 11,495.25 11,357.50
R1 11,413.75 11,413.75 11,344.75 11,385.00
PP 11,356.25 11,356.25 11,356.25 11,342.00
S1 11,274.75 11,274.75 11,319.25 11,246.00
S2 11,217.25 11,217.25 11,306.50
S3 11,078.25 11,135.75 11,293.75
S4 10,939.25 10,996.75 11,255.50
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,343.25 12,159.00 11,365.00
R3 11,922.75 11,738.50 11,249.50
R2 11,502.25 11,502.25 11,210.75
R1 11,318.00 11,318.00 11,172.25 11,200.00
PP 11,081.75 11,081.75 11,081.75 11,022.75
S1 10,897.50 10,897.50 11,095.25 10,779.50
S2 10,661.25 10,661.25 11,056.75
S3 10,240.75 10,477.00 11,018.00
S4 9,820.25 10,056.50 10,902.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,438.00 11,094.25 343.75 3.0% 151.50 1.3% 69% True False 359,277
10 11,438.00 10,845.50 592.50 5.2% 207.50 1.8% 82% True False 423,109
20 11,438.00 10,301.00 1,137.00 10.0% 227.50 2.0% 91% True False 453,634
40 11,438.00 9,728.75 1,709.25 15.1% 241.25 2.1% 94% True False 502,828
60 11,438.00 9,158.75 2,279.25 20.1% 240.50 2.1% 95% True False 396,331
80 11,438.00 8,545.00 2,893.00 25.5% 237.75 2.1% 96% True False 297,347
100 11,438.00 7,378.00 4,060.00 35.8% 248.75 2.2% 97% True False 237,968
120 11,438.00 6,626.00 4,812.00 42.5% 297.75 2.6% 98% True False 198,376
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.98
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 12,028.75
2.618 11,802.00
1.618 11,663.00
1.000 11,577.00
0.618 11,524.00
HIGH 11,438.00
0.618 11,385.00
0.500 11,368.50
0.382 11,352.00
LOW 11,299.00
0.618 11,213.00
1.000 11,160.00
1.618 11,074.00
2.618 10,935.00
4.250 10,708.25
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 11,368.50 11,318.00
PP 11,356.25 11,304.00
S1 11,344.25 11,290.00

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

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