E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 02-Sep-2020
Day Change Summary
Previous Current
01-Sep-2020 02-Sep-2020 Change Change % Previous Week
Open 12,109.75 12,325.50 215.75 1.8% 11,581.00
High 12,328.75 12,465.25 136.50 1.1% 12,046.00
Low 12,093.00 12,172.25 79.25 0.7% 11,528.25
Close 12,312.50 12,411.50 99.00 0.8% 11,991.75
Range 235.75 293.00 57.25 24.3% 517.75
ATR 209.02 215.02 6.00 2.9% 0.00
Volume 518,997 725,395 206,398 39.8% 2,890,108
Daily Pivots for day following 02-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,228.75 13,113.00 12,572.75
R3 12,935.75 12,820.00 12,492.00
R2 12,642.75 12,642.75 12,465.25
R1 12,527.00 12,527.00 12,438.25 12,585.00
PP 12,349.75 12,349.75 12,349.75 12,378.50
S1 12,234.00 12,234.00 12,384.75 12,292.00
S2 12,056.75 12,056.75 12,357.75
S3 11,763.75 11,941.00 12,331.00
S4 11,470.75 11,648.00 12,250.25
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 12,465.25 11,834.75 630.50 5.1% 203.00 1.6% 91% True False 584,756
10 12,465.25 11,221.50 1,243.75 10.0% 209.25 1.7% 96% True False 543,084
20 12,465.25 10,845.50 1,619.75 13.1% 208.25 1.7% 97% True False 483,097
40 12,465.25 10,301.00 2,164.25 17.4% 233.50 1.9% 98% True False 516,247
60 12,465.25 9,368.25 3,097.00 25.0% 242.75 2.0% 98% True False 486,423
80 12,465.25 8,834.00 3,631.25 29.3% 234.75 1.9% 99% True False 365,193
100 12,465.25 8,313.25 4,152.00 33.5% 238.00 1.9% 99% True False 292,228
120 12,465.25 6,626.00 5,839.25 47.0% 271.00 2.2% 99% True False 243,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57.05
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 13,710.50
2.618 13,232.25
1.618 12,939.25
1.000 12,758.25
0.618 12,646.25
HIGH 12,465.25
0.618 12,353.25
0.500 12,318.75
0.382 12,284.25
LOW 12,172.25
0.618 11,991.25
1.000 11,879.25
1.618 11,698.25
2.618 11,405.25
4.250 10,927.00
Fisher Pivots for day following 02-Sep-2020
Pivot 1 day 3 day
R1 12,380.50 12,350.00
PP 12,349.75 12,288.25
S1 12,318.75 12,226.75

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

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