E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 9,871.75 9,992.00 120.25 1.2% 9,500.00
High 9,978.25 10,125.75 147.50 1.5% 9,801.75
Low 9,790.50 9,939.50 149.00 1.5% 9,445.25
Close 9,925.75 10,063.75 138.00 1.4% 9,794.50
Range 187.75 186.25 -1.50 -0.8% 356.50
ATR 192.57 193.10 0.53 0.3% 0.00
Volume 588 49 -539 -91.7% 14
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,601.75 10,519.00 10,166.25
R3 10,415.50 10,332.75 10,115.00
R2 10,229.25 10,229.25 10,098.00
R1 10,146.50 10,146.50 10,080.75 10,188.00
PP 10,043.00 10,043.00 10,043.00 10,063.75
S1 9,960.25 9,960.25 10,046.75 10,001.50
S2 9,856.75 9,856.75 10,029.50
S3 9,670.50 9,774.00 10,012.50
S4 9,484.25 9,587.75 9,961.25
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,750.00 10,628.75 9,990.50
R3 10,393.50 10,272.25 9,892.50
R2 10,037.00 10,037.00 9,859.75
R1 9,915.75 9,915.75 9,827.25 9,976.50
PP 9,680.50 9,680.50 9,680.50 9,710.75
S1 9,559.25 9,559.25 9,761.75 9,620.00
S2 9,324.00 9,324.00 9,729.25
S3 8,967.50 9,202.75 9,696.50
S4 8,611.00 8,846.25 9,598.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,125.75 9,569.75 556.00 5.5% 168.00 1.7% 89% True False 130
10 10,125.75 9,319.00 806.75 8.0% 155.25 1.5% 92% True False 66
20 10,125.75 8,829.25 1,296.50 12.9% 168.25 1.7% 95% True False 34
40 10,125.75 8,348.50 1,777.25 17.7% 182.00 1.8% 97% True False 18
60 10,125.75 6,626.75 3,499.00 34.8% 227.50 2.3% 98% True False 12
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 47.15
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,917.25
2.618 10,613.25
1.618 10,427.00
1.000 10,312.00
0.618 10,240.75
HIGH 10,125.75
0.618 10,054.50
0.500 10,032.50
0.382 10,010.75
LOW 9,939.50
0.618 9,824.50
1.000 9,753.25
1.618 9,638.25
2.618 9,452.00
4.250 9,148.00
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 10,053.50 10,019.75
PP 10,043.00 9,975.75
S1 10,032.50 9,931.50

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

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