E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 28-Aug-2020
Day Change Summary
Previous Current
27-Aug-2020 28-Aug-2020 Change Change % Previous Week
Open 11,984.50 11,953.25 -31.25 -0.3% 11,581.00
High 12,046.00 12,018.25 -27.75 -0.2% 12,046.00
Low 11,834.75 11,920.50 85.75 0.7% 11,528.25
Close 11,952.75 11,991.75 39.00 0.3% 11,991.75
Range 211.25 97.75 -113.50 -53.7% 517.75
ATR 217.87 209.29 -8.58 -3.9% 0.00
Volume 709,346 489,066 -220,280 -31.1% 2,890,108
Daily Pivots for day following 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,270.00 12,228.75 12,045.50
R3 12,172.25 12,131.00 12,018.75
R2 12,074.50 12,074.50 12,009.75
R1 12,033.25 12,033.25 12,000.75 12,054.00
PP 11,976.75 11,976.75 11,976.75 11,987.25
S1 11,935.50 11,935.50 11,982.75 11,956.00
S2 11,879.00 11,879.00 11,973.75
S3 11,781.25 11,837.75 11,964.75
S4 11,683.50 11,740.00 11,938.00
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 13,408.50 13,218.00 12,276.50
R3 12,890.75 12,700.25 12,134.25
R2 12,373.00 12,373.00 12,086.75
R1 12,182.50 12,182.50 12,039.25 12,277.75
PP 11,855.25 11,855.25 11,855.25 11,903.00
S1 11,664.75 11,664.75 11,944.25 11,760.00
S2 11,337.50 11,337.50 11,896.75
S3 10,819.75 11,147.00 11,849.25
S4 10,302.00 10,629.25 11,707.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,046.00 11,528.25 517.75 4.3% 189.00 1.6% 90% False False 578,021
10 12,046.00 11,142.25 903.75 7.5% 183.25 1.5% 94% False False 468,958
20 12,046.00 10,845.50 1,200.50 10.0% 193.00 1.6% 95% False False 453,535
40 12,046.00 10,301.00 1,745.00 14.6% 232.50 1.9% 97% False False 508,928
60 12,046.00 9,368.25 2,677.75 22.3% 241.00 2.0% 98% False False 457,949
80 12,046.00 8,834.00 3,212.00 26.8% 232.75 1.9% 98% False False 343,642
100 12,046.00 7,954.50 4,091.50 34.1% 238.50 2.0% 99% False False 274,985
120 12,046.00 6,626.00 5,420.00 45.2% 284.25 2.4% 99% False False 229,250
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 44.35
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 12,433.75
2.618 12,274.25
1.618 12,176.50
1.000 12,116.00
0.618 12,078.75
HIGH 12,018.25
0.618 11,981.00
0.500 11,969.50
0.382 11,957.75
LOW 11,920.50
0.618 11,860.00
1.000 11,822.75
1.618 11,762.25
2.618 11,664.50
4.250 11,505.00
Fisher Pivots for day following 28-Aug-2020
Pivot 1 day 3 day
R1 11,984.25 11,956.50
PP 11,976.75 11,921.50
S1 11,969.50 11,886.50

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

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