E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 05-Nov-2020
Day Change Summary
Previous Current
04-Nov-2020 05-Nov-2020 Change Change % Previous Week
Open 11,264.00 11,830.00 566.00 5.0% 11,634.00
High 11,843.75 12,119.50 275.75 2.3% 11,695.50
Low 11,230.25 11,771.25 541.00 4.8% 10,944.50
Close 11,763.00 12,076.50 313.50 2.7% 11,046.25
Range 613.50 348.25 -265.25 -43.2% 751.00
ATR 313.29 316.38 3.09 1.0% 0.00
Volume 842,617 578,443 -264,174 -31.4% 3,383,507
Daily Pivots for day following 05-Nov-2020
Classic Woodie Camarilla DeMark
R4 13,033.75 12,903.50 12,268.00
R3 12,685.50 12,555.25 12,172.25
R2 12,337.25 12,337.25 12,140.25
R1 12,207.00 12,207.00 12,108.50 12,272.00
PP 11,989.00 11,989.00 11,989.00 12,021.75
S1 11,858.75 11,858.75 12,044.50 11,924.00
S2 11,640.75 11,640.75 12,012.75
S3 11,292.50 11,510.50 11,980.75
S4 10,944.25 11,162.25 11,885.00
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,481.75 13,015.00 11,459.25
R3 12,730.75 12,264.00 11,252.75
R2 11,979.75 11,979.75 11,184.00
R1 11,513.00 11,513.00 11,115.00 11,371.00
PP 11,228.75 11,228.75 11,228.75 11,157.75
S1 10,762.00 10,762.00 10,977.50 10,620.00
S2 10,477.75 10,477.75 10,908.50
S3 9,726.75 10,011.00 10,839.75
S4 8,975.75 9,260.00 10,633.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,119.50 10,942.25 1,177.25 9.7% 370.25 3.1% 96% True False 667,037
10 12,119.50 10,942.25 1,177.25 9.7% 324.50 2.7% 96% True False 641,795
20 12,249.00 10,942.25 1,306.75 10.8% 294.25 2.4% 87% False False 624,357
40 12,249.00 10,656.50 1,592.50 13.2% 302.25 2.5% 89% False False 610,468
60 12,448.75 10,656.50 1,792.25 14.8% 299.00 2.5% 79% False False 409,643
80 12,448.75 10,288.00 2,160.75 17.9% 285.50 2.4% 83% False False 307,376
100 12,448.75 9,720.25 2,728.50 22.6% 277.25 2.3% 86% False False 246,000
120 12,448.75 9,168.00 3,280.75 27.2% 263.75 2.2% 89% False False 205,007
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 41.20
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,599.50
2.618 13,031.25
1.618 12,683.00
1.000 12,467.75
0.618 12,334.75
HIGH 12,119.50
0.618 11,986.50
0.500 11,945.50
0.382 11,904.25
LOW 11,771.25
0.618 11,556.00
1.000 11,423.00
1.618 11,207.75
2.618 10,859.50
4.250 10,291.25
Fisher Pivots for day following 05-Nov-2020
Pivot 1 day 3 day
R1 12,032.75 11,915.00
PP 11,989.00 11,753.50
S1 11,945.50 11,592.00

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

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