E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 10,744.00 10,850.00 106.00 1.0% 10,370.00
High 10,834.00 11,045.00 211.00 1.9% 10,834.00
Low 10,616.25 10,552.25 -64.00 -0.6% 10,301.50
Close 10,826.25 10,588.75 -237.50 -2.2% 10,826.25
Range 217.75 492.75 275.00 126.3% 532.50
ATR 227.12 246.10 18.97 8.4% 0.00
Volume 436 823 387 88.8% 2,187
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,207.00 11,890.50 10,859.75
R3 11,714.25 11,397.75 10,724.25
R2 11,221.50 11,221.50 10,679.00
R1 10,905.00 10,905.00 10,634.00 10,817.00
PP 10,728.75 10,728.75 10,728.75 10,684.50
S1 10,412.25 10,412.25 10,543.50 10,324.00
S2 10,236.00 10,236.00 10,498.50
S3 9,743.25 9,919.50 10,453.25
S4 9,250.50 9,426.75 10,317.75
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,251.50 12,071.25 11,119.00
R3 11,719.00 11,538.75 10,972.75
R2 11,186.50 11,186.50 10,924.00
R1 11,006.25 11,006.25 10,875.00 11,096.50
PP 10,654.00 10,654.00 10,654.00 10,699.00
S1 10,473.75 10,473.75 10,777.50 10,564.00
S2 10,121.50 10,121.50 10,728.50
S3 9,589.00 9,941.25 10,679.75
S4 9,056.50 9,408.75 10,533.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,045.00 10,497.00 548.00 5.2% 253.75 2.4% 17% True False 508
10 11,045.00 9,720.25 1,324.75 12.5% 246.00 2.3% 66% True False 442
20 11,045.00 9,390.50 1,654.50 15.6% 245.75 2.3% 72% True False 375
40 11,045.00 8,919.00 2,126.00 20.1% 214.75 2.0% 79% True False 206
60 11,045.00 8,348.50 2,696.50 25.5% 208.75 2.0% 83% True False 138
80 11,045.00 6,626.75 4,418.25 41.7% 232.50 2.2% 90% True False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 75.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 13,139.25
2.618 12,335.00
1.618 11,842.25
1.000 11,537.75
0.618 11,349.50
HIGH 11,045.00
0.618 10,856.75
0.500 10,798.50
0.382 10,740.50
LOW 10,552.25
0.618 10,247.75
1.000 10,059.50
1.618 9,755.00
2.618 9,262.25
4.250 8,458.00
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 10,798.50 10,797.50
PP 10,728.75 10,728.00
S1 10,658.75 10,658.50

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

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