E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 9,927.75 9,980.25 52.50 0.5% 9,810.00
High 10,030.50 10,010.00 -20.50 -0.2% 10,125.75
Low 9,919.75 9,866.00 -53.75 -0.5% 9,491.00
Close 9,972.00 9,974.75 2.75 0.0% 9,633.00
Range 110.75 144.00 33.25 30.0% 634.75
ATR 225.03 219.25 -5.79 -2.6% 0.00
Volume 75 17 -58 -77.3% 707
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,382.25 10,322.50 10,054.00
R3 10,238.25 10,178.50 10,014.25
R2 10,094.25 10,094.25 10,001.25
R1 10,034.50 10,034.50 9,988.00 9,992.50
PP 9,950.25 9,950.25 9,950.25 9,929.25
S1 9,890.50 9,890.50 9,961.50 9,848.50
S2 9,806.25 9,806.25 9,948.25
S3 9,662.25 9,746.50 9,935.25
S4 9,518.25 9,602.50 9,895.50
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 10,030.50 9,390.50 640.00 6.4% 234.25 2.3% 91% False False 34
10 10,125.75 9,390.50 735.25 7.4% 238.50 2.4% 79% False False 86
20 10,125.75 9,168.00 957.75 9.6% 194.50 1.9% 84% False False 44
40 10,125.75 8,505.50 1,620.25 16.2% 184.75 1.9% 91% False False 23
60 10,125.75 7,320.75 2,805.00 28.1% 210.75 2.1% 95% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 57.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 10,622.00
2.618 10,387.00
1.618 10,243.00
1.000 10,154.00
0.618 10,099.00
HIGH 10,010.00
0.618 9,955.00
0.500 9,938.00
0.382 9,921.00
LOW 9,866.00
0.618 9,777.00
1.000 9,722.00
1.618 9,633.00
2.618 9,489.00
4.250 9,254.00
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 9,962.50 9,953.75
PP 9,950.25 9,932.75
S1 9,938.00 9,911.75

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

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