E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 23-Oct-2020
Day Change Summary
Previous Current
22-Oct-2020 23-Oct-2020 Change Change % Previous Week
Open 11,683.50 11,669.25 -14.25 -0.1% 11,816.75
High 11,724.00 11,691.75 -32.25 -0.3% 11,950.50
Low 11,511.00 11,551.00 40.00 0.3% 11,511.00
Close 11,649.75 11,663.50 13.75 0.1% 11,663.50
Range 213.00 140.75 -72.25 -33.9% 439.50
ATR 280.46 270.48 -9.98 -3.6% 0.00
Volume 583,669 501,243 -82,426 -14.1% 2,930,668
Daily Pivots for day following 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,057.75 12,001.25 11,741.00
R3 11,917.00 11,860.50 11,702.25
R2 11,776.25 11,776.25 11,689.25
R1 11,719.75 11,719.75 11,676.50 11,677.50
PP 11,635.50 11,635.50 11,635.50 11,614.25
S1 11,579.00 11,579.00 11,650.50 11,537.00
S2 11,494.75 11,494.75 11,637.75
S3 11,354.00 11,438.25 11,624.75
S4 11,213.25 11,297.50 11,586.00
Weekly Pivots for week ending 23-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,026.75 12,784.75 11,905.25
R3 12,587.25 12,345.25 11,784.25
R2 12,147.75 12,147.75 11,744.00
R1 11,905.75 11,905.75 11,703.75 11,807.00
PP 11,708.25 11,708.25 11,708.25 11,659.00
S1 11,466.25 11,466.25 11,623.25 11,367.50
S2 11,268.75 11,268.75 11,583.00
S3 10,829.25 11,026.75 11,542.75
S4 10,389.75 10,587.25 11,421.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,950.50 11,511.00 439.50 3.8% 220.25 1.9% 35% False False 586,133
10 12,249.00 11,511.00 738.00 6.3% 259.25 2.2% 21% False False 616,199
20 12,249.00 11,140.25 1,108.75 9.5% 257.50 2.2% 47% False False 573,757
40 12,448.75 10,656.50 1,792.25 15.4% 320.50 2.7% 56% False False 466,271
60 12,448.75 10,656.50 1,792.25 15.4% 279.25 2.4% 56% False False 311,116
80 12,448.75 10,240.00 2,208.75 18.9% 275.25 2.4% 64% False False 233,490
100 12,448.75 9,390.50 3,058.25 26.2% 268.75 2.3% 74% False False 186,840
120 12,448.75 8,829.25 3,619.50 31.0% 250.25 2.1% 78% False False 155,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 72.80
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 12,290.00
2.618 12,060.25
1.618 11,919.50
1.000 11,832.50
0.618 11,778.75
HIGH 11,691.75
0.618 11,638.00
0.500 11,621.50
0.382 11,604.75
LOW 11,551.00
0.618 11,464.00
1.000 11,410.25
1.618 11,323.25
2.618 11,182.50
4.250 10,952.75
Fisher Pivots for day following 23-Oct-2020
Pivot 1 day 3 day
R1 11,649.50 11,657.50
PP 11,635.50 11,651.25
S1 11,621.50 11,645.00

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

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