E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 15-Jul-2020
Day Change Summary
Previous Current
14-Jul-2020 15-Jul-2020 Change Change % Previous Week
Open 10,584.75 10,702.00 117.25 1.1% 10,370.00
High 10,679.50 10,750.00 70.50 0.7% 10,834.00
Low 10,347.25 10,539.00 191.75 1.9% 10,301.50
Close 10,632.25 10,669.25 37.00 0.3% 10,826.25
Range 332.25 211.00 -121.25 -36.5% 532.50
ATR 252.25 249.30 -2.95 -1.2% 0.00
Volume 1,651 792 -859 -52.0% 2,187
Daily Pivots for day following 15-Jul-2020
Classic Woodie Camarilla DeMark
R4 11,285.75 11,188.50 10,785.25
R3 11,074.75 10,977.50 10,727.25
R2 10,863.75 10,863.75 10,708.00
R1 10,766.50 10,766.50 10,688.50 10,709.50
PP 10,652.75 10,652.75 10,652.75 10,624.25
S1 10,555.50 10,555.50 10,650.00 10,498.50
S2 10,441.75 10,441.75 10,630.50
S3 10,230.75 10,344.50 10,611.25
S4 10,019.75 10,133.50 10,553.25
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 10,347.25 697.75 6.5% 293.00 2.7% 46% False False 878
10 11,045.00 10,067.00 978.00 9.2% 251.00 2.4% 62% False False 623
20 11,045.00 9,720.25 1,324.75 12.4% 243.75 2.3% 72% False False 494
40 11,045.00 9,168.00 1,877.00 17.6% 220.25 2.1% 80% False False 267
60 11,045.00 8,348.50 2,696.50 25.3% 211.00 2.0% 86% False False 179
80 11,045.00 6,626.75 4,418.25 41.4% 224.25 2.1% 91% False False 134
Crabel Price Patterns
NR True
NR4 True
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 78.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 11,646.75
2.618 11,302.50
1.618 11,091.50
1.000 10,961.00
0.618 10,880.50
HIGH 10,750.00
0.618 10,669.50
0.500 10,644.50
0.382 10,619.50
LOW 10,539.00
0.618 10,408.50
1.000 10,328.00
1.618 10,197.50
2.618 9,986.50
4.250 9,642.25
Fisher Pivots for day following 15-Jul-2020
Pivot 1 day 3 day
R1 10,661.00 10,696.00
PP 10,652.75 10,687.25
S1 10,644.50 10,678.25

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

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