E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 21-Sep-2020
Day Change Summary
Previous Current
18-Sep-2020 21-Sep-2020 Change Change % Previous Week
Open 11,066.50 10,920.00 -146.50 -1.3% 11,089.50
High 11,163.00 11,009.75 -153.25 -1.4% 11,539.00
Low 10,742.00 10,656.50 -85.50 -0.8% 10,742.00
Close 10,927.00 10,989.00 62.00 0.6% 10,927.00
Range 421.00 353.25 -67.75 -16.1% 797.00
ATR 338.00 339.09 1.09 0.3% 0.00
Volume 800,279 727,984 -72,295 -9.0% 3,297,277
Daily Pivots for day following 21-Sep-2020
Classic Woodie Camarilla DeMark
R4 11,944.75 11,820.25 11,183.25
R3 11,591.50 11,467.00 11,086.25
R2 11,238.25 11,238.25 11,053.75
R1 11,113.75 11,113.75 11,021.50 11,176.00
PP 10,885.00 10,885.00 10,885.00 10,916.25
S1 10,760.50 10,760.50 10,956.50 10,822.75
S2 10,531.75 10,531.75 10,924.25
S3 10,178.50 10,407.25 10,891.75
S4 9,825.25 10,054.00 10,794.75
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,460.25 12,990.75 11,365.25
R3 12,663.25 12,193.75 11,146.25
R2 11,866.25 11,866.25 11,073.00
R1 11,396.75 11,396.75 11,000.00 11,233.00
PP 11,069.25 11,069.25 11,069.25 10,987.50
S1 10,599.75 10,599.75 10,854.00 10,436.00
S2 10,272.25 10,272.25 10,781.00
S3 9,475.25 9,802.75 10,707.75
S4 8,678.25 9,005.75 10,488.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,539.00 10,656.50 882.50 8.0% 344.50 3.1% 38% False True 695,738
10 11,571.00 10,656.50 914.50 8.3% 396.25 3.6% 36% False True 452,685
20 12,448.75 10,656.50 1,792.25 16.3% 353.75 3.2% 19% False True 227,972
40 12,448.75 10,397.50 2,051.25 18.7% 281.25 2.6% 29% False False 114,290
60 12,448.75 9,720.25 2,728.50 24.8% 274.25 2.5% 46% False False 76,390
80 12,448.75 9,371.25 3,077.50 28.0% 260.00 2.4% 53% False False 57,332
100 12,448.75 8,555.00 3,893.75 35.4% 240.50 2.2% 63% False False 45,866
120 12,448.75 7,386.50 5,062.25 46.1% 237.75 2.2% 71% False False 38,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 82.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,511.00
2.618 11,934.50
1.618 11,581.25
1.000 11,363.00
0.618 11,228.00
HIGH 11,009.75
0.618 10,874.75
0.500 10,833.00
0.382 10,791.50
LOW 10,656.50
0.618 10,438.25
1.000 10,303.25
1.618 10,085.00
2.618 9,731.75
4.250 9,155.25
Fisher Pivots for day following 21-Sep-2020
Pivot 1 day 3 day
R1 10,937.00 10,983.50
PP 10,885.00 10,978.00
S1 10,833.00 10,972.50

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

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