E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 27-Oct-2020
Day Change Summary
Previous Current
26-Oct-2020 27-Oct-2020 Change Change % Previous Week
Open 11,634.00 11,499.50 -134.50 -1.2% 11,816.75
High 11,695.50 11,623.00 -72.50 -0.6% 11,950.50
Low 11,343.25 11,478.25 135.00 1.2% 11,511.00
Close 11,492.25 11,588.00 95.75 0.8% 11,663.50
Range 352.25 144.75 -207.50 -58.9% 439.50
ATR 276.32 266.92 -9.40 -3.4% 0.00
Volume 674,142 551,642 -122,500 -18.2% 2,930,668
Daily Pivots for day following 27-Oct-2020
Classic Woodie Camarilla DeMark
R4 11,997.25 11,937.50 11,667.50
R3 11,852.50 11,792.75 11,627.75
R2 11,707.75 11,707.75 11,614.50
R1 11,648.00 11,648.00 11,601.25 11,678.00
PP 11,563.00 11,563.00 11,563.00 11,578.00
S1 11,503.25 11,503.25 11,574.75 11,533.00
S2 11,418.25 11,418.25 11,561.50
S3 11,273.50 11,358.50 11,548.25
S4 11,128.75 11,213.75 11,508.50
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 11,779.25 11,343.25 436.00 3.8% 209.00 1.8% 56% False False 582,109
10 12,178.00 11,343.25 834.75 7.2% 235.00 2.0% 29% False False 587,660
20 12,249.00 11,167.00 1,082.00 9.3% 261.25 2.3% 39% False False 584,427
40 12,448.75 10,656.50 1,792.25 15.5% 326.00 2.8% 52% False False 496,840
60 12,448.75 10,656.50 1,792.25 15.5% 280.25 2.4% 52% False False 331,516
80 12,448.75 10,288.00 2,160.75 18.6% 275.50 2.4% 60% False False 248,802
100 12,448.75 9,390.50 3,058.25 26.4% 270.50 2.3% 72% False False 199,098
120 12,448.75 8,829.25 3,619.50 31.2% 253.00 2.2% 76% False False 165,916
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,238.25
2.618 12,002.00
1.618 11,857.25
1.000 11,767.75
0.618 11,712.50
HIGH 11,623.00
0.618 11,567.75
0.500 11,550.50
0.382 11,533.50
LOW 11,478.25
0.618 11,388.75
1.000 11,333.50
1.618 11,244.00
2.618 11,099.25
4.250 10,863.00
Fisher Pivots for day following 27-Oct-2020
Pivot 1 day 3 day
R1 11,575.50 11,565.00
PP 11,563.00 11,542.25
S1 11,550.50 11,519.50

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

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