E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 15-Sep-2020
Day Change Summary
Previous Current
14-Sep-2020 15-Sep-2020 Change Change % Previous Week
Open 11,089.50 11,264.50 175.00 1.6% 11,518.00
High 11,349.25 11,481.75 132.50 1.2% 11,571.00
Low 11,089.50 11,233.00 143.50 1.3% 10,924.00
Close 11,266.50 11,450.25 183.75 1.6% 11,048.25
Range 259.75 248.75 -11.00 -4.2% 647.00
ATR 334.65 328.52 -6.14 -1.8% 0.00
Volume 546,567 518,258 -28,309 -5.2% 501,596
Daily Pivots for day following 15-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,134.50 12,041.25 11,587.00
R3 11,885.75 11,792.50 11,518.75
R2 11,637.00 11,637.00 11,495.75
R1 11,543.75 11,543.75 11,473.00 11,590.50
PP 11,388.25 11,388.25 11,388.25 11,411.75
S1 11,295.00 11,295.00 11,427.50 11,341.50
S2 11,139.50 11,139.50 11,404.75
S3 10,890.75 11,046.25 11,381.75
S4 10,642.00 10,797.50 11,313.50
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 11,554.00 10,924.00 630.00 5.5% 389.25 3.4% 84% False False 309,040
10 12,448.75 10,924.00 1,524.75 13.3% 449.00 3.9% 35% False False 158,991
20 12,448.75 10,924.00 1,524.75 13.3% 316.00 2.8% 35% False False 80,133
40 12,448.75 10,288.00 2,160.75 18.9% 273.00 2.4% 54% False False 40,356
60 12,448.75 9,720.25 2,728.50 23.8% 268.50 2.3% 63% False False 27,085
80 12,448.75 9,168.00 3,280.75 28.7% 252.50 2.2% 70% False False 20,327
100 12,448.75 8,505.50 3,943.25 34.4% 235.25 2.1% 75% False False 16,262
120 12,448.75 7,320.75 5,128.00 44.8% 238.25 2.1% 81% False False 13,552
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 False
Bear Hook False
Bull Hook False
Stretch 81.00
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 12,539.00
2.618 12,133.00
1.618 11,884.25
1.000 11,730.50
0.618 11,635.50
HIGH 11,481.75
0.618 11,386.75
0.500 11,357.50
0.382 11,328.00
LOW 11,233.00
0.618 11,079.25
1.000 10,984.25
1.618 10,830.50
2.618 10,581.75
4.250 10,175.75
Fisher Pivots for day following 15-Sep-2020
Pivot 1 day 3 day
R1 11,419.25 11,367.75
PP 11,388.25 11,285.25
S1 11,357.50 11,203.00

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

View Archives - Comment on this page... - Back to Index of Symbols