E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 14-Aug-2020
Day Change Summary
Previous Current
13-Aug-2020 14-Aug-2020 Change Change % Previous Week
Open 11,106.25 11,173.00 66.75 0.6% 11,117.00
High 11,248.75 11,220.00 -28.75 -0.3% 11,248.75
Low 11,080.25 11,080.00 -0.25 0.0% 10,830.25
Close 11,158.50 11,117.50 -41.00 -0.4% 11,117.50
Range 168.50 140.00 -28.50 -16.9% 418.50
ATR 238.54 231.50 -7.04 -3.0% 0.00
Volume 671 393 -278 -41.4% 2,572
Daily Pivots for day following 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 11,559.25 11,478.25 11,194.50
R3 11,419.25 11,338.25 11,156.00
R2 11,279.25 11,279.25 11,143.25
R1 11,198.25 11,198.25 11,130.25 11,168.75
PP 11,139.25 11,139.25 11,139.25 11,124.50
S1 11,058.25 11,058.25 11,104.75 11,028.75
S2 10,999.25 10,999.25 11,091.75
S3 10,859.25 10,918.25 11,079.00
S4 10,719.25 10,778.25 11,040.50
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,321.00 12,137.75 11,347.75
R3 11,902.50 11,719.25 11,232.50
R2 11,484.00 11,484.00 11,194.25
R1 11,300.75 11,300.75 11,155.75 11,392.50
PP 11,065.50 11,065.50 11,065.50 11,111.25
S1 10,882.25 10,882.25 11,079.25 10,974.00
S2 10,647.00 10,647.00 11,040.75
S3 10,228.50 10,463.75 11,002.50
S4 9,810.00 10,045.25 10,887.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,248.75 10,830.25 418.50 3.8% 227.00 2.0% 69% False False 514
10 11,264.75 10,830.25 434.50 3.9% 198.50 1.8% 66% False False 507
20 11,264.75 10,288.00 976.75 8.8% 242.75 2.2% 85% False False 589
40 11,264.75 9,720.25 1,544.50 13.9% 245.75 2.2% 90% False False 559
60 11,264.75 9,168.00 2,096.75 18.9% 228.75 2.1% 93% False False 388
80 11,264.75 8,505.50 2,759.25 24.8% 215.25 1.9% 95% False False 291
100 11,264.75 7,320.75 3,944.00 35.5% 224.75 2.0% 96% False False 233
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 True
Bear Hook False
Bull Hook False
Stretch 41.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 11,815.00
2.618 11,586.50
1.618 11,446.50
1.000 11,360.00
0.618 11,306.50
HIGH 11,220.00
0.618 11,166.50
0.500 11,150.00
0.382 11,133.50
LOW 11,080.00
0.618 10,993.50
1.000 10,940.00
1.618 10,853.50
2.618 10,713.50
4.250 10,485.00
Fisher Pivots for day following 14-Aug-2020
Pivot 1 day 3 day
R1 11,150.00 11,097.25
PP 11,139.25 11,077.00
S1 11,128.25 11,056.75

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

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