E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 11,104.00 11,278.50 174.50 1.6% 11,531.00
High 11,362.75 11,495.50 132.75 1.2% 11,585.00
Low 11,104.00 11,247.75 143.75 1.3% 10,935.25
Close 11,280.50 11,464.25 183.75 1.6% 11,061.50
Range 258.75 247.75 -11.00 -4.3% 649.75
ATR 337.06 330.69 -6.38 -1.9% 0.00
Volume 322,360 224,404 -97,956 -30.4% 3,114,418
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,145.75 12,052.75 11,600.50
R3 11,898.00 11,805.00 11,532.50
R2 11,650.25 11,650.25 11,509.75
R1 11,557.25 11,557.25 11,487.00 11,603.75
PP 11,402.50 11,402.50 11,402.50 11,425.75
S1 11,309.50 11,309.50 11,441.50 11,356.00
S2 11,154.75 11,154.75 11,418.75
S3 10,907.00 11,061.75 11,396.00
S4 10,659.25 10,814.00 11,328.00
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,143.25 12,752.00 11,418.75
R3 12,493.50 12,102.25 11,240.25
R2 11,843.75 11,843.75 11,180.50
R1 11,452.50 11,452.50 11,121.00 11,323.25
PP 11,194.00 11,194.00 11,194.00 11,129.25
S1 10,802.75 10,802.75 11,002.00 10,673.50
S2 10,544.25 10,544.25 10,942.50
S3 9,894.50 10,153.00 10,882.75
S4 9,244.75 9,503.25 10,704.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,566.75 10,935.25 631.50 5.5% 389.50 3.4% 84% False False 529,758
10 12,465.25 10,935.25 1,530.00 13.3% 450.25 3.9% 35% False False 703,943
20 12,465.25 10,935.25 1,530.00 13.3% 317.50 2.8% 35% False False 598,179
40 12,465.25 10,301.00 2,164.25 18.9% 276.00 2.4% 54% False False 534,260
60 12,465.25 9,728.75 2,736.50 23.9% 272.25 2.4% 63% False False 535,004
80 12,465.25 9,158.75 3,306.50 28.8% 261.25 2.3% 70% False False 437,585
100 12,465.25 8,491.00 3,974.25 34.7% 255.25 2.2% 75% False False 350,140
120 12,465.25 7,314.50 5,150.75 44.9% 265.50 2.3% 81% False False 291,867
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 79.85
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 12,548.50
2.618 12,144.00
1.618 11,896.25
1.000 11,743.25
0.618 11,648.50
HIGH 11,495.50
0.618 11,400.75
0.500 11,371.50
0.382 11,342.50
LOW 11,247.75
0.618 11,094.75
1.000 11,000.00
1.618 10,847.00
2.618 10,599.25
4.250 10,194.75
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 11,433.50 11,381.75
PP 11,402.50 11,299.00
S1 11,371.50 11,216.50

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

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