E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 05-Oct-2020
Day Change Summary
Previous Current
02-Oct-2020 05-Oct-2020 Change Change % Previous Week
Open 11,566.75 11,308.50 -258.25 -2.2% 11,145.00
High 11,604.75 11,497.50 -107.25 -0.9% 11,604.75
Low 11,204.50 11,268.25 63.75 0.6% 11,140.25
Close 11,233.25 11,469.25 236.00 2.1% 11,233.25
Range 400.25 229.25 -171.00 -42.7% 464.50
ATR 326.53 322.08 -4.45 -1.4% 0.00
Volume 806,629 398,444 -408,185 -50.6% 3,047,573
Daily Pivots for day following 05-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,099.50 12,013.50 11,595.25
R3 11,870.25 11,784.25 11,532.25
R2 11,641.00 11,641.00 11,511.25
R1 11,555.00 11,555.00 11,490.25 11,598.00
PP 11,411.75 11,411.75 11,411.75 11,433.00
S1 11,325.75 11,325.75 11,448.25 11,368.75
S2 11,182.50 11,182.50 11,427.25
S3 10,953.25 11,096.50 11,406.25
S4 10,724.00 10,867.25 11,343.25
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,719.50 12,441.00 11,488.75
R3 12,255.00 11,976.50 11,361.00
R2 11,790.50 11,790.50 11,318.50
R1 11,512.00 11,512.00 11,275.75 11,651.25
PP 11,326.00 11,326.00 11,326.00 11,395.75
S1 11,047.50 11,047.50 11,190.75 11,186.75
S2 10,861.50 10,861.50 11,148.00
S3 10,397.00 10,583.00 11,105.50
S4 9,932.50 10,118.50 10,977.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,604.75 11,167.00 437.75 3.8% 274.50 2.4% 69% False False 575,560
10 11,604.75 10,660.25 944.50 8.2% 307.00 2.7% 86% False False 606,835
20 11,604.75 10,656.50 948.25 8.3% 351.50 3.1% 86% False False 529,760
40 12,448.75 10,656.50 1,792.25 15.6% 303.75 2.6% 45% False False 265,856
60 12,448.75 10,288.00 2,160.75 18.8% 287.75 2.5% 55% False False 177,459
80 12,448.75 9,390.50 3,058.25 26.7% 275.25 2.4% 68% False False 133,178
100 12,448.75 8,829.25 3,619.50 31.6% 256.00 2.2% 73% False False 106,549
120 12,448.75 8,348.50 4,100.25 35.7% 246.75 2.2% 76% False False 88,792
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 67.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,471.75
2.618 12,097.75
1.618 11,868.50
1.000 11,726.75
0.618 11,639.25
HIGH 11,497.50
0.618 11,410.00
0.500 11,383.00
0.382 11,355.75
LOW 11,268.25
0.618 11,126.50
1.000 11,039.00
1.618 10,897.25
2.618 10,668.00
4.250 10,294.00
Fisher Pivots for day following 05-Oct-2020
Pivot 1 day 3 day
R1 11,440.50 11,447.75
PP 11,411.75 11,426.25
S1 11,383.00 11,404.50

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

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