E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 01-Oct-2020
Day Change Summary
Previous Current
30-Sep-2020 01-Oct-2020 Change Change % Previous Week
Open 11,321.00 11,375.00 54.00 0.5% 10,920.00
High 11,526.00 11,599.25 73.25 0.6% 11,222.00
Low 11,167.00 11,375.00 208.00 1.9% 10,656.50
Close 11,407.25 11,574.75 167.50 1.5% 11,136.50
Range 359.00 224.25 -134.75 -37.5% 565.50
ATR 328.29 320.86 -7.43 -2.3% 0.00
Volume 647,968 580,589 -67,379 -10.4% 3,350,326
Daily Pivots for day following 01-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,189.00 12,106.25 11,698.00
R3 11,964.75 11,882.00 11,636.50
R2 11,740.50 11,740.50 11,615.75
R1 11,657.75 11,657.75 11,595.25 11,699.00
PP 11,516.25 11,516.25 11,516.25 11,537.00
S1 11,433.50 11,433.50 11,554.25 11,475.00
S2 11,292.00 11,292.00 11,533.75
S3 11,067.75 11,209.25 11,513.00
S4 10,843.50 10,985.00 11,451.50
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,701.50 12,484.50 11,447.50
R3 12,136.00 11,919.00 11,292.00
R2 11,570.50 11,570.50 11,240.25
R1 11,353.50 11,353.50 11,188.25 11,462.00
PP 11,005.00 11,005.00 11,005.00 11,059.25
S1 10,788.00 10,788.00 11,084.75 10,896.50
S2 10,439.50 10,439.50 11,032.75
S3 9,874.00 10,222.50 10,981.00
S4 9,308.50 9,657.00 10,825.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,599.25 10,813.75 785.50 6.8% 271.75 2.3% 97% True False 568,333
10 11,599.25 10,656.50 942.75 8.1% 321.50 2.8% 97% True False 639,154
20 12,423.50 10,656.50 1,767.00 15.3% 394.00 3.4% 52% False False 470,361
40 12,448.75 10,656.50 1,792.25 15.5% 299.50 2.6% 51% False False 235,751
60 12,448.75 10,288.00 2,160.75 18.7% 284.25 2.5% 60% False False 157,393
80 12,448.75 9,390.50 3,058.25 26.4% 276.00 2.4% 71% False False 118,116
100 12,448.75 8,829.25 3,619.50 31.3% 255.25 2.2% 76% False False 94,499
120 12,448.75 8,348.50 4,100.25 35.4% 244.50 2.1% 79% False False 78,749
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 77.98
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,552.25
2.618 12,186.25
1.618 11,962.00
1.000 11,823.50
0.618 11,737.75
HIGH 11,599.25
0.618 11,513.50
0.500 11,487.00
0.382 11,460.75
LOW 11,375.00
0.618 11,236.50
1.000 11,150.75
1.618 11,012.25
2.618 10,788.00
4.250 10,422.00
Fisher Pivots for day following 01-Oct-2020
Pivot 1 day 3 day
R1 11,545.50 11,511.00
PP 11,516.25 11,447.00
S1 11,487.00 11,383.00

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

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