E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 09-Nov-2020
Day Change Summary
Previous Current
06-Nov-2020 09-Nov-2020 Change Change % Previous Week
Open 12,088.50 12,139.25 50.75 0.4% 11,034.50
High 12,109.00 12,408.75 299.75 2.5% 12,119.50
Low 11,868.25 11,812.25 -56.00 -0.5% 10,942.25
Close 12,075.00 11,820.50 -254.50 -2.1% 12,075.00
Range 240.75 596.50 355.75 147.8% 1,177.25
ATR 310.98 331.37 20.39 6.6% 0.00
Volume 552,483 731,881 179,398 32.5% 3,085,690
Daily Pivots for day following 09-Nov-2020
Classic Woodie Camarilla DeMark
R4 13,803.25 13,408.50 12,148.50
R3 13,206.75 12,812.00 11,984.50
R2 12,610.25 12,610.25 11,929.75
R1 12,215.50 12,215.50 11,875.25 12,114.50
PP 12,013.75 12,013.75 12,013.75 11,963.50
S1 11,619.00 11,619.00 11,765.75 11,518.00
S2 11,417.25 11,417.25 11,711.25
S3 10,820.75 11,022.50 11,656.50
S4 10,224.25 10,426.00 11,492.50
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 12,408.75 11,064.50 1,344.25 11.4% 416.25 3.5% 56% True False 642,984
10 12,408.75 10,942.25 1,466.50 12.4% 358.75 3.0% 60% True False 652,693
20 12,408.75 10,942.25 1,466.50 12.4% 301.25 2.5% 60% True False 630,331
40 12,408.75 10,656.50 1,752.25 14.8% 306.25 2.6% 66% True False 619,431
60 12,448.75 10,656.50 1,792.25 15.2% 307.75 2.6% 65% False False 431,031
80 12,448.75 10,288.00 2,160.75 18.3% 291.50 2.5% 71% False False 323,421
100 12,448.75 9,720.25 2,728.50 23.1% 283.00 2.4% 77% False False 258,843
120 12,448.75 9,168.00 3,280.75 27.8% 268.25 2.3% 81% False False 215,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,944.00
2.618 13,970.50
1.618 13,374.00
1.000 13,005.25
0.618 12,777.50
HIGH 12,408.75
0.618 12,181.00
0.500 12,110.50
0.382 12,040.00
LOW 11,812.25
0.618 11,443.50
1.000 11,215.75
1.618 10,847.00
2.618 10,250.50
4.250 9,277.00
Fisher Pivots for day following 09-Nov-2020
Pivot 1 day 3 day
R1 12,110.50 12,090.00
PP 12,013.75 12,000.25
S1 11,917.25 11,910.25

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

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