E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 08-Sep-2020
Day Change Summary
Previous Current
04-Sep-2020 08-Sep-2020 Change Change % Previous Week
Open 11,745.00 11,531.00 -214.00 -1.8% 12,002.75
High 11,843.00 11,585.00 -258.00 -2.2% 12,465.25
Low 11,142.00 11,040.50 -101.50 -0.9% 11,142.00
Close 11,548.75 11,060.50 -488.25 -4.2% 11,548.75
Range 701.00 544.50 -156.50 -22.3% 1,323.25
ATR 287.22 305.60 18.38 6.4% 0.00
Volume 1,202,274 1,012,392 -189,882 -15.8% 3,859,228
Daily Pivots for day following 08-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,862.25 12,505.75 11,360.00
R3 12,317.75 11,961.25 11,210.25
R2 11,773.25 11,773.25 11,160.25
R1 11,416.75 11,416.75 11,110.50 11,322.75
PP 11,228.75 11,228.75 11,228.75 11,181.50
S1 10,872.25 10,872.25 11,010.50 10,778.25
S2 10,684.25 10,684.25 10,960.75
S3 10,139.75 10,327.75 10,910.75
S4 9,595.25 9,783.25 10,761.00
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 15,688.50 14,941.75 12,276.50
R3 14,365.25 13,618.50 11,912.75
R2 13,042.00 13,042.00 11,791.25
R1 12,295.25 12,295.25 11,670.00 12,007.00
PP 11,718.75 11,718.75 11,718.75 11,574.50
S1 10,972.00 10,972.00 11,427.50 10,683.75
S2 10,395.50 10,395.50 11,306.25
S3 9,072.25 9,648.75 11,184.75
S4 7,749.00 8,325.50 10,821.00
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 11,040.50 1,424.75 12.9% 511.00 4.6% 1% False True 878,128
10 12,465.25 11,040.50 1,424.75 12.9% 348.25 3.1% 1% False True 714,472
20 12,465.25 10,845.50 1,619.75 14.6% 274.75 2.5% 13% False False 568,473
40 12,465.25 10,301.00 2,164.25 19.6% 260.75 2.4% 35% False False 548,125
60 12,465.25 9,368.25 3,097.00 28.0% 258.75 2.3% 55% False False 530,460
80 12,465.25 8,913.00 3,552.25 32.1% 249.00 2.3% 60% False False 404,502
100 12,465.25 8,334.00 4,131.25 37.4% 249.00 2.3% 66% False False 323,671
120 12,465.25 6,626.00 5,839.25 52.8% 273.75 2.5% 76% False False 269,836
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 52.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,899.00
2.618 13,010.50
1.618 12,466.00
1.000 12,129.50
0.618 11,921.50
HIGH 11,585.00
0.618 11,377.00
0.500 11,312.75
0.382 11,248.50
LOW 11,040.50
0.618 10,704.00
1.000 10,496.00
1.618 10,159.50
2.618 9,615.00
4.250 8,726.50
Fisher Pivots for day following 08-Sep-2020
Pivot 1 day 3 day
R1 11,312.75 11,739.50
PP 11,228.75 11,513.25
S1 11,144.50 11,287.00

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

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