E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 11-Sep-2020
Day Change Summary
Previous Current
10-Sep-2020 11-Sep-2020 Change Change % Previous Week
Open 11,369.75 11,181.25 -188.50 -1.7% 11,518.00
High 11,554.00 11,343.75 -210.25 -1.8% 11,571.00
Low 11,075.75 10,924.00 -151.75 -1.4% 10,924.00
Close 11,165.50 11,048.25 -117.25 -1.1% 11,048.25
Range 478.25 419.75 -58.50 -12.2% 647.00
ATR 330.90 337.24 6.35 1.9% 0.00
Volume 77,157 379,285 302,128 391.6% 501,596
Daily Pivots for day following 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,364.50 12,126.25 11,279.00
R3 11,944.75 11,706.50 11,163.75
R2 11,525.00 11,525.00 11,125.25
R1 11,286.75 11,286.75 11,086.75 11,196.00
PP 11,105.25 11,105.25 11,105.25 11,060.00
S1 10,867.00 10,867.00 11,009.75 10,776.25
S2 10,685.50 10,685.50 10,971.25
S3 10,265.75 10,447.25 10,932.75
S4 9,846.00 10,027.50 10,817.50
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,122.00 12,732.25 11,404.00
R3 12,475.00 12,085.25 11,226.25
R2 11,828.00 11,828.00 11,166.75
R1 11,438.25 11,438.25 11,107.50 11,309.50
PP 11,181.00 11,181.00 11,181.00 11,116.75
S1 10,791.25 10,791.25 10,989.00 10,662.50
S2 10,534.00 10,534.00 10,929.75
S3 9,887.00 10,144.25 10,870.25
S4 9,240.00 9,497.25 10,692.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,829.50 10,924.00 905.50 8.2% 536.00 4.9% 14% False True 102,611
10 12,448.75 10,924.00 1,524.75 13.8% 425.25 3.8% 8% False True 52,811
20 12,448.75 10,924.00 1,524.75 13.8% 305.00 2.8% 8% False True 26,923
40 12,448.75 10,288.00 2,160.75 19.6% 274.00 2.5% 35% False False 13,751
60 12,448.75 9,720.25 2,728.50 24.7% 265.50 2.4% 49% False False 9,341
80 12,448.75 9,168.00 3,280.75 29.7% 248.50 2.2% 57% False False 7,017
100 12,448.75 8,407.00 4,041.75 36.6% 234.50 2.1% 65% False False 5,614
120 12,448.75 7,320.75 5,128.00 46.4% 237.00 2.1% 73% False False 4,678
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 82.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 13,127.75
2.618 12,442.75
1.618 12,023.00
1.000 11,763.50
0.618 11,603.25
HIGH 11,343.75
0.618 11,183.50
0.500 11,134.00
0.382 11,084.25
LOW 10,924.00
0.618 10,664.50
1.000 10,504.25
1.618 10,244.75
2.618 9,825.00
4.250 9,140.00
Fisher Pivots for day following 11-Sep-2020
Pivot 1 day 3 day
R1 11,134.00 11,239.00
PP 11,105.25 11,175.50
S1 11,076.75 11,111.75

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

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