E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 14-May-2020
Day Change Summary
Previous Current
13-May-2020 14-May-2020 Change Change % Previous Week
Open 8,962.25 8,829.25 -133.00 -1.5% 8,581.75
High 9,165.75 9,067.75 -98.00 -1.1% 9,202.75
Low 8,878.50 8,829.25 -49.25 -0.6% 8,555.00
Close 8,962.25 9,049.50 87.25 1.0% 9,188.25
Range 287.25 238.50 -48.75 -17.0% 647.75
ATR 262.62 260.90 -1.72 -0.7% 0.00
Volume 0 5 5 6
Daily Pivots for day following 14-May-2020
Classic Woodie Camarilla DeMark
R4 9,697.75 9,612.00 9,180.75
R3 9,459.25 9,373.50 9,115.00
R2 9,220.75 9,220.75 9,093.25
R1 9,135.00 9,135.00 9,071.25 9,178.00
PP 8,982.25 8,982.25 8,982.25 9,003.50
S1 8,896.50 8,896.50 9,027.75 8,939.50
S2 8,743.75 8,743.75 9,005.75
S3 8,505.25 8,658.00 8,984.00
S4 8,266.75 8,419.50 8,918.25
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 10,925.25 10,704.50 9,544.50
R3 10,277.50 10,056.75 9,366.50
R2 9,629.75 9,629.75 9,307.00
R1 9,409.00 9,409.00 9,247.75 9,519.50
PP 8,982.00 8,982.00 8,982.00 9,037.25
S1 8,761.25 8,761.25 9,128.75 8,871.50
S2 8,334.25 8,334.25 9,069.50
S3 7,686.50 8,113.50 9,010.00
S4 7,038.75 7,465.75 8,832.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,309.75 8,829.25 480.50 5.3% 199.50 2.2% 46% False True 4
10 9,309.75 8,555.00 754.75 8.3% 150.00 1.7% 66% False False 2
20 9,309.75 8,348.50 961.25 10.6% 196.50 2.2% 73% False False 2
40 9,309.75 6,626.75 2,683.00 29.6% 250.25 2.8% 90% False False 2
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 True
Bear Hook True
Bull Hook False
Stretch 27.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 10,081.50
2.618 9,692.25
1.618 9,453.75
1.000 9,306.25
0.618 9,215.25
HIGH 9,067.75
0.618 8,976.75
0.500 8,948.50
0.382 8,920.25
LOW 8,829.25
0.618 8,681.75
1.000 8,590.75
1.618 8,443.25
2.618 8,204.75
4.250 7,815.50
Fisher Pivots for day following 14-May-2020
Pivot 1 day 3 day
R1 9,015.75 9,069.50
PP 8,982.25 9,062.75
S1 8,948.50 9,056.25

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

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