E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 11,939.75 11,987.50 47.75 0.4% 11,569.50
High 12,001.75 12,149.75 148.00 1.2% 12,029.75
Low 11,906.00 11,976.25 70.25 0.6% 11,512.75
Close 11,976.25 12,099.50 123.25 1.0% 11,976.25
Range 95.75 173.50 77.75 81.2% 517.00
ATR 205.88 203.57 -2.31 -1.1% 0.00
Volume 925 2,094 1,169 126.4% 7,007
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 12,595.75 12,521.00 12,195.00
R3 12,422.25 12,347.50 12,147.25
R2 12,248.75 12,248.75 12,131.25
R1 12,174.00 12,174.00 12,115.50 12,211.50
PP 12,075.25 12,075.25 12,075.25 12,093.75
S1 12,000.50 12,000.50 12,083.50 12,038.00
S2 11,901.75 11,901.75 12,067.75
S3 11,728.25 11,827.00 12,051.75
S4 11,554.75 11,653.50 12,004.00
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 13,390.50 13,200.50 12,260.50
R3 12,873.50 12,683.50 12,118.50
R2 12,356.50 12,356.50 12,071.00
R1 12,166.50 12,166.50 12,023.75 12,261.50
PP 11,839.50 11,839.50 11,839.50 11,887.00
S1 11,649.50 11,649.50 11,928.75 11,744.50
S2 11,322.50 11,322.50 11,881.50
S3 10,805.50 11,132.50 11,834.00
S4 10,288.50 10,615.50 11,692.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,149.75 11,560.00 589.75 4.9% 183.50 1.5% 91% True False 1,490
10 12,149.75 11,206.25 943.50 7.8% 182.75 1.5% 95% True False 1,274
20 12,149.75 10,830.25 1,319.50 10.9% 188.50 1.6% 96% True False 866
40 12,149.75 10,288.00 1,861.75 15.4% 225.00 1.9% 97% True False 764
60 12,149.75 9,390.50 2,759.25 22.8% 233.25 1.9% 98% True False 603
80 12,149.75 8,829.25 3,320.50 27.4% 216.50 1.8% 98% True False 453
100 12,149.75 8,088.50 4,061.25 33.6% 213.50 1.8% 99% True False 363
120 12,149.75 6,626.75 5,523.00 45.6% 241.75 2.0% 99% True False 303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 47.65
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,887.00
2.618 12,604.00
1.618 12,430.50
1.000 12,323.25
0.618 12,257.00
HIGH 12,149.75
0.618 12,083.50
0.500 12,063.00
0.382 12,042.50
LOW 11,976.25
0.618 11,869.00
1.000 11,802.75
1.618 11,695.50
2.618 11,522.00
4.250 11,239.00
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 12,087.25 12,061.25
PP 12,075.25 12,023.25
S1 12,063.00 11,985.00

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

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