E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 10,034.50 9,721.50 -313.00 -3.1% 9,810.00
High 10,077.00 9,825.00 -252.00 -2.5% 10,125.75
Low 9,570.75 9,491.00 -79.75 -0.8% 9,491.00
Close 9,595.00 9,633.00 38.00 0.4% 9,633.00
Range 506.25 334.00 -172.25 -34.0% 634.75
ATR 215.47 223.93 8.47 3.9% 0.00
Volume 44 19 -25 -56.8% 707
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,651.75 10,476.25 9,816.75
R3 10,317.75 10,142.25 9,724.75
R2 9,983.75 9,983.75 9,694.25
R1 9,808.25 9,808.25 9,663.50 9,729.00
PP 9,649.75 9,649.75 9,649.75 9,610.00
S1 9,474.25 9,474.25 9,602.50 9,395.00
S2 9,315.75 9,315.75 9,571.75
S3 8,981.75 9,140.25 9,541.25
S4 8,647.75 8,806.25 9,449.25
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,654.25 11,278.25 9,982.00
R3 11,019.50 10,643.50 9,807.50
R2 10,384.75 10,384.75 9,749.25
R1 10,008.75 10,008.75 9,691.25 9,879.50
PP 9,750.00 9,750.00 9,750.00 9,685.25
S1 9,374.00 9,374.00 9,574.75 9,244.50
S2 9,115.25 9,115.25 9,516.75
S3 8,480.50 8,739.25 9,458.50
S4 7,845.75 8,104.50 9,284.00
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 9,491.00 634.75 6.6% 269.00 2.8% 22% False True 141
10 10,125.75 9,445.25 680.50 7.1% 200.50 2.1% 28% False False 72
20 10,125.75 8,919.00 1,206.75 12.5% 184.00 1.9% 59% False False 37
40 10,125.75 8,348.50 1,777.25 18.4% 190.25 2.0% 72% False False 20
60 10,125.75 6,626.75 3,499.00 36.3% 228.25 2.4% 86% False False 13
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 52.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 11,244.50
2.618 10,699.50
1.618 10,365.50
1.000 10,159.00
0.618 10,031.50
HIGH 9,825.00
0.618 9,697.50
0.500 9,658.00
0.382 9,618.50
LOW 9,491.00
0.618 9,284.50
1.000 9,157.00
1.618 8,950.50
2.618 8,616.50
4.250 8,071.50
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 9,658.00 9,808.50
PP 9,649.75 9,750.00
S1 9,641.25 9,691.50

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

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