E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 10,629.00 10,518.00 -111.00 -1.0% 10,850.00
High 10,681.75 10,651.75 -30.00 -0.3% 11,045.00
Low 10,463.25 10,512.50 49.25 0.5% 10,347.25
Close 10,497.50 10,608.00 110.50 1.1% 10,608.00
Range 218.50 139.25 -79.25 -36.3% 697.75
ATR 247.10 240.47 -6.63 -2.7% 0.00
Volume 630 179 -451 -71.6% 4,075
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 11,008.50 10,947.50 10,684.50
R3 10,869.25 10,808.25 10,646.25
R2 10,730.00 10,730.00 10,633.50
R1 10,669.00 10,669.00 10,620.75 10,699.50
PP 10,590.75 10,590.75 10,590.75 10,606.00
S1 10,529.75 10,529.75 10,595.25 10,560.25
S2 10,451.50 10,451.50 10,582.50
S3 10,312.25 10,390.50 10,569.75
S4 10,173.00 10,251.25 10,531.50
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,760.00 12,381.75 10,991.75
R3 12,062.25 11,684.00 10,800.00
R2 11,364.50 11,364.50 10,736.00
R1 10,986.25 10,986.25 10,672.00 10,826.50
PP 10,666.75 10,666.75 10,666.75 10,587.00
S1 10,288.50 10,288.50 10,544.00 10,128.75
S2 9,969.00 9,969.00 10,480.00
S3 9,271.25 9,590.75 10,416.00
S4 8,573.50 8,893.00 10,224.25
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 6.6% 278.75 2.6% 37% False False 815
10 11,045.00 10,301.50 743.50 7.0% 247.00 2.3% 41% False False 626
20 11,045.00 9,720.25 1,324.75 12.5% 248.75 2.3% 67% False False 530
40 11,045.00 9,168.00 1,877.00 17.7% 221.75 2.1% 77% False False 287
60 11,045.00 8,505.50 2,539.50 23.9% 206.25 1.9% 83% False False 192
80 11,045.00 7,320.75 3,724.25 35.1% 220.25 2.1% 88% False False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 76.08
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 11,243.50
2.618 11,016.25
1.618 10,877.00
1.000 10,791.00
0.618 10,737.75
HIGH 10,651.75
0.618 10,598.50
0.500 10,582.00
0.382 10,565.75
LOW 10,512.50
0.618 10,426.50
1.000 10,373.25
1.618 10,287.25
2.618 10,148.00
4.250 9,920.75
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 10,599.50 10,607.50
PP 10,590.75 10,607.00
S1 10,582.00 10,606.50

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

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