E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 18-Nov-2020
Day Change Summary
Previous Current
17-Nov-2020 18-Nov-2020 Change Change % Previous Week
Open 12,061.25 11,972.00 -89.25 -0.7% 12,139.25
High 12,098.75 12,027.50 -71.25 -0.6% 12,408.75
Low 11,953.75 11,861.50 -92.25 -0.8% 11,503.25
Close 11,975.00 11,897.00 -78.00 -0.7% 11,933.50
Range 145.00 166.00 21.00 14.5% 905.50
ATR 295.49 286.24 -9.25 -3.1% 0.00
Volume 401,505 475,826 74,321 18.5% 3,113,074
Daily Pivots for day following 18-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,426.75 12,327.75 11,988.25
R3 12,260.75 12,161.75 11,942.75
R2 12,094.75 12,094.75 11,927.50
R1 11,995.75 11,995.75 11,912.25 11,962.25
PP 11,928.75 11,928.75 11,928.75 11,912.00
S1 11,829.75 11,829.75 11,881.75 11,796.25
S2 11,762.75 11,762.75 11,866.50
S3 11,596.75 11,663.75 11,851.25
S4 11,430.75 11,497.75 11,805.75
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 11,775.75 323.00 2.7% 175.00 1.5% 38% False False 469,774
10 12,408.75 11,503.25 905.50 7.6% 280.25 2.4% 43% False False 559,243
20 12,408.75 10,942.25 1,466.50 12.3% 295.50 2.5% 65% False False 600,780
40 12,408.75 10,660.25 1,748.50 14.7% 285.25 2.4% 71% False False 594,962
60 12,448.75 10,656.50 1,792.25 15.1% 314.25 2.6% 69% False False 493,079
80 12,448.75 10,489.00 1,959.75 16.5% 286.00 2.4% 72% False False 369,985
100 12,448.75 9,930.25 2,518.50 21.2% 280.25 2.4% 78% False False 296,106
120 12,448.75 9,390.50 3,058.25 25.7% 271.75 2.3% 82% False False 246,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 77.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,733.00
2.618 12,462.00
1.618 12,296.00
1.000 12,193.50
0.618 12,130.00
HIGH 12,027.50
0.618 11,964.00
0.500 11,944.50
0.382 11,925.00
LOW 11,861.50
0.618 11,759.00
1.000 11,695.50
1.618 11,593.00
2.618 11,427.00
4.250 11,156.00
Fisher Pivots for day following 18-Nov-2020
Pivot 1 day 3 day
R1 11,944.50 11,975.25
PP 11,928.75 11,949.25
S1 11,912.75 11,923.00

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

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