E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 11,957.25 12,061.25 104.00 0.9% 12,139.25
High 12,065.00 12,098.75 33.75 0.3% 12,408.75
Low 11,851.75 11,953.75 102.00 0.9% 11,503.25
Close 12,005.00 11,975.00 -30.00 -0.2% 11,933.50
Range 213.25 145.00 -68.25 -32.0% 905.50
ATR 307.07 295.49 -11.58 -3.8% 0.00
Volume 471,101 401,505 -69,596 -14.8% 3,113,074
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,444.25 12,354.50 12,054.75
R3 12,299.25 12,209.50 12,015.00
R2 12,154.25 12,154.25 12,001.50
R1 12,064.50 12,064.50 11,988.25 12,037.00
PP 12,009.25 12,009.25 12,009.25 11,995.25
S1 11,919.50 11,919.50 11,961.75 11,892.00
S2 11,864.25 11,864.25 11,948.50
S3 11,719.25 11,774.50 11,935.00
S4 11,574.25 11,629.50 11,895.25
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 14,665.00 14,204.75 12,431.50
R3 13,759.50 13,299.25 12,182.50
R2 12,854.00 12,854.00 12,099.50
R1 12,393.75 12,393.75 12,016.50 12,171.00
PP 11,948.50 11,948.50 11,948.50 11,837.25
S1 11,488.25 11,488.25 11,850.50 11,265.50
S2 11,043.00 11,043.00 11,767.50
S3 10,137.50 10,582.75 11,684.50
S4 9,232.00 9,677.25 11,435.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,098.75 11,575.25 523.50 4.4% 210.25 1.8% 76% True False 483,853
10 12,408.75 11,230.25 1,178.50 9.8% 325.00 2.7% 63% False False 595,922
20 12,408.75 10,942.25 1,466.50 12.2% 297.00 2.5% 70% False False 606,982
40 12,408.75 10,660.25 1,748.50 14.6% 292.00 2.4% 75% False False 599,470
60 12,448.75 10,656.50 1,792.25 15.0% 314.25 2.6% 74% False False 485,169
80 12,448.75 10,489.00 1,959.75 16.4% 287.00 2.4% 76% False False 364,043
100 12,448.75 9,720.25 2,728.50 22.8% 281.25 2.3% 83% False False 291,351
120 12,448.75 9,390.50 3,058.25 25.5% 271.50 2.3% 85% False False 242,824
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 75.30
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 12,715.00
2.618 12,478.25
1.618 12,333.25
1.000 12,243.75
0.618 12,188.25
HIGH 12,098.75
0.618 12,043.25
0.500 12,026.25
0.382 12,009.25
LOW 11,953.75
0.618 11,864.25
1.000 11,808.75
1.618 11,719.25
2.618 11,574.25
4.250 11,337.50
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 12,026.25 11,966.75
PP 12,009.25 11,958.50
S1 11,992.00 11,950.25

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

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