E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 11,480.00 11,581.00 101.00 0.9% 11,145.00
High 11,573.50 11,722.50 149.00 1.3% 11,573.50
Low 11,407.00 11,528.25 121.25 1.1% 11,142.25
Close 11,562.00 11,636.25 74.25 0.6% 11,562.00
Range 166.50 194.25 27.75 16.7% 431.25
ATR 219.38 217.59 -1.80 -0.8% 0.00
Volume 414,226 617,004 202,778 49.0% 1,799,475
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,211.75 12,118.25 11,743.00
R3 12,017.50 11,924.00 11,689.75
R2 11,823.25 11,823.25 11,671.75
R1 11,729.75 11,729.75 11,654.00 11,776.50
PP 11,629.00 11,629.00 11,629.00 11,652.50
S1 11,535.50 11,535.50 11,618.50 11,582.25
S2 11,434.75 11,434.75 11,600.75
S3 11,240.50 11,341.25 11,582.75
S4 11,046.25 11,147.00 11,529.50
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,719.75 12,572.00 11,799.25
R3 12,288.50 12,140.75 11,680.50
R2 11,857.25 11,857.25 11,641.00
R1 11,709.50 11,709.50 11,601.50 11,783.50
PP 11,426.00 11,426.00 11,426.00 11,462.75
S1 11,278.25 11,278.25 11,522.50 11,352.00
S2 10,994.75 10,994.75 11,483.00
S3 10,563.50 10,847.00 11,443.50
S4 10,132.25 10,415.75 11,324.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,722.50 11,221.50 501.00 4.3% 184.50 1.6% 83% True False 434,015
10 11,722.50 10,845.50 877.00 7.5% 201.25 1.7% 90% True False 422,474
20 11,722.50 10,502.75 1,219.75 10.5% 209.00 1.8% 93% True False 438,178
40 11,722.50 9,728.75 1,993.75 17.1% 236.25 2.0% 96% True False 494,837
60 11,722.50 9,368.25 2,354.25 20.2% 238.00 2.0% 96% True False 420,149
80 11,722.50 8,545.00 3,177.50 27.3% 234.00 2.0% 97% True False 315,241
100 11,722.50 7,378.00 4,344.50 37.3% 244.25 2.1% 98% True False 252,277
120 11,722.50 6,626.00 5,096.50 43.8% 291.25 2.5% 98% True False 210,310
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 48.93
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,548.00
2.618 12,231.00
1.618 12,036.75
1.000 11,916.75
0.618 11,842.50
HIGH 11,722.50
0.618 11,648.25
0.500 11,625.50
0.382 11,602.50
LOW 11,528.25
0.618 11,408.25
1.000 11,334.00
1.618 11,214.00
2.618 11,019.75
4.250 10,702.75
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 11,632.50 11,581.50
PP 11,629.00 11,526.75
S1 11,625.50 11,472.00

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

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