E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 01-Dec-2020
Day Change Summary
Previous Current
30-Nov-2020 01-Dec-2020 Change Change % Previous Week
Open 12,286.50 12,336.00 49.50 0.4% 11,894.00
High 12,337.25 12,512.25 175.00 1.4% 12,307.50
Low 12,086.00 12,312.00 226.00 1.9% 11,808.25
Close 12,277.00 12,452.25 175.25 1.4% 12,257.50
Range 251.25 200.25 -51.00 -20.3% 499.25
ATR 246.33 245.54 -0.79 -0.3% 0.00
Volume 493,064 464,023 -29,041 -5.9% 1,510,472
Daily Pivots for day following 01-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,026.25 12,939.50 12,562.50
R3 12,826.00 12,739.25 12,507.25
R2 12,625.75 12,625.75 12,489.00
R1 12,539.00 12,539.00 12,470.50 12,582.50
PP 12,425.50 12,425.50 12,425.50 12,447.25
S1 12,338.75 12,338.75 12,434.00 12,382.00
S2 12,225.25 12,225.25 12,415.50
S3 12,025.00 12,138.50 12,397.25
S4 11,824.75 11,938.25 12,342.00
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 13,622.25 13,439.00 12,532.00
R3 13,123.00 12,939.75 12,394.75
R2 12,623.75 12,623.75 12,349.00
R1 12,440.50 12,440.50 12,303.25 12,532.00
PP 12,124.50 12,124.50 12,124.50 12,170.25
S1 11,941.25 11,941.25 12,211.75 12,033.00
S2 11,625.25 11,625.25 12,166.00
S3 11,126.00 11,442.00 12,120.25
S4 10,626.75 10,942.75 11,983.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,512.25 11,872.75 639.50 5.1% 192.75 1.5% 91% True False 408,356
10 12,512.25 11,804.50 707.75 5.7% 181.25 1.5% 92% True False 412,476
20 12,512.25 11,064.50 1,447.75 11.6% 260.00 2.1% 96% True False 509,598
40 12,512.25 10,942.25 1,570.00 12.6% 264.25 2.1% 96% True False 555,181
60 12,512.25 10,656.50 1,855.75 14.9% 293.50 2.4% 97% True False 546,708
80 12,512.25 10,656.50 1,855.75 14.9% 284.00 2.3% 97% True False 410,519
100 12,512.25 10,288.00 2,224.25 17.9% 278.25 2.2% 97% True False 328,548
120 12,512.25 9,390.50 3,121.75 25.1% 271.50 2.2% 98% True False 273,846
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 48.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,363.25
2.618 13,036.50
1.618 12,836.25
1.000 12,712.50
0.618 12,636.00
HIGH 12,512.25
0.618 12,435.75
0.500 12,412.00
0.382 12,388.50
LOW 12,312.00
0.618 12,188.25
1.000 12,111.75
1.618 11,988.00
2.618 11,787.75
4.250 11,461.00
Fisher Pivots for day following 01-Dec-2020
Pivot 1 day 3 day
R1 12,439.00 12,401.25
PP 12,425.50 12,350.25
S1 12,412.00 12,299.00

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

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