E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 10,129.00 10,257.00 128.00 1.3% 9,881.25
High 10,295.00 10,409.00 114.00 1.1% 10,283.75
Low 10,067.00 10,240.00 173.00 1.7% 9,814.25
Close 10,257.75 10,345.25 87.50 0.9% 9,854.50
Range 228.00 169.00 -59.00 -25.9% 469.50
ATR 238.20 233.25 -4.94 -2.1% 0.00
Volume 401 382 -19 -4.7% 2,739
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 10,838.50 10,760.75 10,438.25
R3 10,669.50 10,591.75 10,391.75
R2 10,500.50 10,500.50 10,376.25
R1 10,422.75 10,422.75 10,360.75 10,461.50
PP 10,331.50 10,331.50 10,331.50 10,350.75
S1 10,253.75 10,253.75 10,329.75 10,292.50
S2 10,162.50 10,162.50 10,314.25
S3 9,993.50 10,084.75 10,298.75
S4 9,824.50 9,915.75 10,252.25
Weekly Pivots for week ending 26-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,392.75 11,093.00 10,112.75
R3 10,923.25 10,623.50 9,983.50
R2 10,453.75 10,453.75 9,940.50
R1 10,154.00 10,154.00 9,897.50 10,069.00
PP 9,984.25 9,984.25 9,984.25 9,941.75
S1 9,684.50 9,684.50 9,811.50 9,599.50
S2 9,514.75 9,514.75 9,768.50
S3 9,045.25 9,215.00 9,725.50
S4 8,575.75 8,745.50 9,596.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,409.00 9,720.25 688.75 6.7% 236.50 2.3% 91% True False 406
10 10,409.00 9,720.25 688.75 6.7% 250.75 2.4% 91% True False 433
20 10,409.00 9,390.50 1,018.50 9.8% 244.50 2.4% 94% True False 260
40 10,409.00 8,829.25 1,579.75 15.3% 200.75 1.9% 96% True False 131
60 10,409.00 7,960.25 2,448.75 23.7% 205.00 2.0% 97% True False 88
80 10,409.00 6,626.75 3,782.25 36.6% 249.25 2.4% 98% True False 66
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 61.33
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 11,127.25
2.618 10,851.50
1.618 10,682.50
1.000 10,578.00
0.618 10,513.50
HIGH 10,409.00
0.618 10,344.50
0.500 10,324.50
0.382 10,304.50
LOW 10,240.00
0.618 10,135.50
1.000 10,071.00
1.618 9,966.50
2.618 9,797.50
4.250 9,521.75
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 10,338.25 10,286.75
PP 10,331.50 10,228.25
S1 10,324.50 10,169.50

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

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