E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 12-Nov-2020
Day Change Summary
Previous Current
11-Nov-2020 12-Nov-2020 Change Change % Previous Week
Open 11,632.25 11,898.50 266.25 2.3% 11,034.50
High 11,917.75 11,975.75 58.00 0.5% 12,119.50
Low 11,575.25 11,775.75 200.50 1.7% 10,942.25
Close 11,886.00 11,820.00 -66.00 -0.6% 12,075.00
Range 342.50 200.00 -142.50 -41.6% 1,177.25
ATR 336.60 326.85 -9.76 -2.9% 0.00
Volume 546,218 554,930 8,712 1.6% 3,085,690
Daily Pivots for day following 12-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,457.25 12,338.50 11,930.00
R3 12,257.25 12,138.50 11,875.00
R2 12,057.25 12,057.25 11,856.75
R1 11,938.50 11,938.50 11,838.25 11,898.00
PP 11,857.25 11,857.25 11,857.25 11,836.75
S1 11,738.50 11,738.50 11,801.75 11,698.00
S2 11,657.25 11,657.25 11,783.25
S3 11,457.25 11,538.50 11,765.00
S4 11,257.25 11,338.50 11,710.00
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 11,503.25 905.50 7.7% 355.50 3.0% 35% False False 644,009
10 12,408.75 10,942.25 1,466.50 12.4% 363.00 3.1% 60% False False 655,523
20 12,408.75 10,942.25 1,466.50 12.4% 310.50 2.6% 60% False False 629,722
40 12,408.75 10,656.50 1,752.25 14.8% 306.00 2.6% 66% False False 619,063
60 12,448.75 10,656.50 1,792.25 15.2% 316.25 2.7% 65% False False 463,263
80 12,448.75 10,288.00 2,160.75 18.3% 293.00 2.5% 71% False False 347,595
100 12,448.75 9,720.25 2,728.50 23.1% 284.50 2.4% 77% False False 278,188
120 12,448.75 9,168.00 3,280.75 27.8% 273.25 2.3% 81% False False 231,840
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 72.53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 12,825.75
2.618 12,499.25
1.618 12,299.25
1.000 12,175.75
0.618 12,099.25
HIGH 11,975.75
0.618 11,899.25
0.500 11,875.75
0.382 11,852.25
LOW 11,775.75
0.618 11,652.25
1.000 11,575.75
1.618 11,452.25
2.618 11,252.25
4.250 10,925.75
Fisher Pivots for day following 12-Nov-2020
Pivot 1 day 3 day
R1 11,875.75 11,793.25
PP 11,857.25 11,766.25
S1 11,838.50 11,739.50

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

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