E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 06-Nov-2020
Day Change Summary
Previous Current
05-Nov-2020 06-Nov-2020 Change Change % Previous Week
Open 11,830.00 12,088.50 258.50 2.2% 11,034.50
High 12,119.50 12,109.00 -10.50 -0.1% 12,119.50
Low 11,771.25 11,868.25 97.00 0.8% 10,942.25
Close 12,076.50 12,075.00 -1.50 0.0% 12,075.00
Range 348.25 240.75 -107.50 -30.9% 1,177.25
ATR 316.38 310.98 -5.40 -1.7% 0.00
Volume 578,443 552,483 -25,960 -4.5% 3,085,690
Daily Pivots for day following 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,739.75 12,648.00 12,207.50
R3 12,499.00 12,407.25 12,141.25
R2 12,258.25 12,258.25 12,119.25
R1 12,166.50 12,166.50 12,097.00 12,092.00
PP 12,017.50 12,017.50 12,017.50 11,980.00
S1 11,925.75 11,925.75 12,053.00 11,851.25
S2 11,776.75 11,776.75 12,030.75
S3 11,536.00 11,685.00 12,008.75
S4 11,295.25 11,444.25 11,942.50
Weekly Pivots for week ending 06-Nov-2020
Classic Woodie Camarilla DeMark
R4 15,244.00 14,836.75 12,722.50
R3 14,066.75 13,659.50 12,398.75
R2 12,889.50 12,889.50 12,290.75
R1 12,482.25 12,482.25 12,183.00 12,686.00
PP 11,712.25 11,712.25 11,712.25 11,814.00
S1 11,305.00 11,305.00 11,967.00 11,508.50
S2 10,535.00 10,535.00 11,859.25
S3 9,357.75 10,127.75 11,751.25
S4 8,180.50 8,950.50 11,427.50
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% 351.00 2.9% 96% False False 617,138
10 12,119.50 10,942.25 1,177.25 9.7% 334.50 2.8% 96% False False 646,919
20 12,249.00 10,942.25 1,306.75 10.8% 296.75 2.5% 87% False False 631,559
40 12,249.00 10,656.50 1,592.50 13.2% 297.75 2.5% 89% False False 614,798
60 12,448.75 10,656.50 1,792.25 14.8% 300.25 2.5% 79% False False 418,840
80 12,448.75 10,288.00 2,160.75 17.9% 285.75 2.4% 83% False False 314,275
100 12,448.75 9,720.25 2,728.50 22.6% 278.50 2.3% 86% False False 251,524
120 12,448.75 9,168.00 3,280.75 27.2% 265.00 2.2% 89% False False 209,610
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.00
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,132.25
2.618 12,739.25
1.618 12,498.50
1.000 12,349.75
0.618 12,257.75
HIGH 12,109.00
0.618 12,017.00
0.500 11,988.50
0.382 11,960.25
LOW 11,868.25
0.618 11,719.50
1.000 11,627.50
1.618 11,478.75
2.618 11,238.00
4.250 10,845.00
Fisher Pivots for day following 06-Nov-2020
Pivot 1 day 3 day
R1 12,046.25 11,941.50
PP 12,017.50 11,808.25
S1 11,988.50 11,675.00

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

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