E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 9,980.25 9,985.00 4.75 0.0% 9,501.00
High 10,010.00 10,097.00 87.00 0.9% 10,097.00
Low 9,866.00 9,907.50 41.50 0.4% 9,390.50
Close 9,974.75 9,912.00 -62.75 -0.6% 9,912.00
Range 144.00 189.50 45.50 31.6% 706.50
ATR 219.25 217.12 -2.12 -1.0% 0.00
Volume 17 189 172 1,011.8% 342
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,540.75 10,415.75 10,016.25
R3 10,351.25 10,226.25 9,964.00
R2 10,161.75 10,161.75 9,946.75
R1 10,036.75 10,036.75 9,929.25 10,004.50
PP 9,972.25 9,972.25 9,972.25 9,956.00
S1 9,847.25 9,847.25 9,894.75 9,815.00
S2 9,782.75 9,782.75 9,877.25
S3 9,593.25 9,657.75 9,860.00
S4 9,403.75 9,468.25 9,807.75
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,919.25 11,622.25 10,300.50
R3 11,212.75 10,915.75 10,106.25
R2 10,506.25 10,506.25 10,041.50
R1 10,209.25 10,209.25 9,976.75 10,357.75
PP 9,799.75 9,799.75 9,799.75 9,874.00
S1 9,502.75 9,502.75 9,847.25 9,651.25
S2 9,093.25 9,093.25 9,782.50
S3 8,386.75 8,796.25 9,717.75
S4 7,680.25 8,089.75 9,523.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,097.00 9,390.50 706.50 7.1% 205.25 2.1% 74% True False 68
10 10,125.75 9,390.50 735.25 7.4% 237.25 2.4% 71% False False 104
20 10,125.75 9,168.00 957.75 9.7% 204.00 2.1% 78% False False 53
40 10,125.75 8,505.50 1,620.25 16.3% 185.00 1.9% 87% False False 28
60 10,125.75 7,320.75 2,805.00 28.3% 208.00 2.1% 92% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 59.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,902.50
2.618 10,593.00
1.618 10,403.50
1.000 10,286.50
0.618 10,214.00
HIGH 10,097.00
0.618 10,024.50
0.500 10,002.25
0.382 9,980.00
LOW 9,907.50
0.618 9,790.50
1.000 9,718.00
1.618 9,601.00
2.618 9,411.50
4.250 9,102.00
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 10,002.25 9,981.50
PP 9,972.25 9,958.25
S1 9,942.00 9,935.25

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

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