E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 10-Nov-2020
Day Change Summary
Previous Current
09-Nov-2020 10-Nov-2020 Change Change % Previous Week
Open 12,139.25 11,863.50 -275.75 -2.3% 11,034.50
High 12,408.75 11,901.50 -507.25 -4.1% 12,119.50
Low 11,812.25 11,503.25 -309.00 -2.6% 10,942.25
Close 11,820.50 11,618.25 -202.25 -1.7% 12,075.00
Range 596.50 398.25 -198.25 -33.2% 1,177.25
ATR 331.37 336.15 4.78 1.4% 0.00
Volume 731,881 834,533 102,652 14.0% 3,085,690
Daily Pivots for day following 10-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,869.00 12,642.00 11,837.25
R3 12,470.75 12,243.75 11,727.75
R2 12,072.50 12,072.50 11,691.25
R1 11,845.50 11,845.50 11,654.75 11,760.00
PP 11,674.25 11,674.25 11,674.25 11,631.50
S1 11,447.25 11,447.25 11,581.75 11,361.50
S2 11,276.00 11,276.00 11,545.25
S3 10,877.75 11,049.00 11,508.75
S4 10,479.50 10,650.75 11,399.25
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 11,230.25 1,178.50 10.1% 439.50 3.8% 33% False False 707,991
10 12,408.75 10,942.25 1,466.50 12.6% 384.25 3.3% 46% False False 680,982
20 12,408.75 10,942.25 1,466.50 12.6% 309.75 2.7% 46% False False 634,321
40 12,408.75 10,656.50 1,752.25 15.1% 310.00 2.7% 55% False False 627,338
60 12,448.75 10,656.50 1,792.25 15.4% 312.00 2.7% 54% False False 444,936
80 12,448.75 10,288.00 2,160.75 18.6% 291.50 2.5% 62% False False 333,847
100 12,448.75 9,720.25 2,728.50 23.5% 285.00 2.5% 70% False False 267,186
120 12,448.75 9,168.00 3,280.75 28.2% 271.50 2.3% 75% False False 222,664
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 63.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,594.00
2.618 12,944.00
1.618 12,545.75
1.000 12,299.75
0.618 12,147.50
HIGH 11,901.50
0.618 11,749.25
0.500 11,702.50
0.382 11,655.50
LOW 11,503.25
0.618 11,257.25
1.000 11,105.00
1.618 10,859.00
2.618 10,460.75
4.250 9,810.75
Fisher Pivots for day following 10-Nov-2020
Pivot 1 day 3 day
R1 11,702.50 11,956.00
PP 11,674.25 11,843.50
S1 11,646.25 11,730.75

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

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