E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 13-Oct-2020
Day Change Summary
Previous Current
12-Oct-2020 13-Oct-2020 Change Change % Previous Week
Open 11,722.75 12,100.00 377.25 3.2% 11,308.50
High 12,197.00 12,249.00 52.00 0.4% 11,739.00
Low 11,687.75 12,019.00 331.25 2.8% 11,197.50
Close 12,098.25 12,094.00 -4.25 0.0% 11,724.75
Range 509.25 230.00 -279.25 -54.8% 541.50
ATR 313.14 307.21 -5.94 -1.9% 0.00
Volume 756,438 754,735 -1,703 -0.2% 2,265,592
Daily Pivots for day following 13-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,810.75 12,682.25 12,220.50
R3 12,580.75 12,452.25 12,157.25
R2 12,350.75 12,350.75 12,136.25
R1 12,222.25 12,222.25 12,115.00 12,171.50
PP 12,120.75 12,120.75 12,120.75 12,095.25
S1 11,992.25 11,992.25 12,073.00 11,941.50
S2 11,890.75 11,890.75 12,051.75
S3 11,660.75 11,762.25 12,030.75
S4 11,430.75 11,532.25 11,967.50
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,178.25 12,993.00 12,022.50
R3 12,636.75 12,451.50 11,873.75
R2 12,095.25 12,095.25 11,824.00
R1 11,910.00 11,910.00 11,774.50 12,002.50
PP 11,553.75 11,553.75 11,553.75 11,600.00
S1 11,368.50 11,368.50 11,675.00 11,461.00
S2 11,012.25 11,012.25 11,625.50
S3 10,470.75 10,827.00 11,575.75
S4 9,929.25 10,285.50 11,427.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,249.00 11,208.00 1,041.00 8.6% 266.75 2.2% 85% True False 553,208
10 12,249.00 11,167.00 1,082.00 8.9% 287.25 2.4% 86% True False 581,195
20 12,249.00 10,656.50 1,592.50 13.2% 310.25 2.6% 90% True False 620,355
40 12,448.75 10,656.50 1,792.25 14.8% 313.00 2.6% 80% False False 350,244
60 12,448.75 10,288.00 2,160.75 17.9% 285.25 2.4% 84% False False 233,689
80 12,448.75 9,720.25 2,728.50 22.6% 279.00 2.3% 87% False False 175,402
100 12,448.75 9,168.00 3,280.75 27.1% 264.00 2.2% 89% False False 140,333
120 12,448.75 8,505.50 3,943.25 32.6% 247.75 2.0% 91% False False 116,944
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 42.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,226.50
2.618 12,851.25
1.618 12,621.25
1.000 12,479.00
0.618 12,391.25
HIGH 12,249.00
0.618 12,161.25
0.500 12,134.00
0.382 12,106.75
LOW 12,019.00
0.618 11,876.75
1.000 11,789.00
1.618 11,646.75
2.618 11,416.75
4.250 11,041.50
Fisher Pivots for day following 13-Oct-2020
Pivot 1 day 3 day
R1 12,134.00 12,029.50
PP 12,120.75 11,965.25
S1 12,107.25 11,900.75

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

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