E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 10-Dec-2020
Day Change Summary
Previous Current
09-Dec-2020 10-Dec-2020 Change Change % Previous Week
Open 12,657.25 12,342.75 -314.50 -2.5% 12,286.50
High 12,675.00 12,449.00 -226.00 -1.8% 12,540.25
Low 12,306.75 12,218.25 -88.50 -0.7% 12,086.00
Close 12,367.00 12,402.00 35.00 0.3% 12,526.00
Range 368.25 230.75 -137.50 -37.3% 454.25
ATR 220.20 220.95 0.75 0.3% 0.00
Volume 635,769 529,843 -105,926 -16.7% 2,056,172
Daily Pivots for day following 10-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,048.75 12,956.00 12,529.00
R3 12,818.00 12,725.25 12,465.50
R2 12,587.25 12,587.25 12,444.25
R1 12,494.50 12,494.50 12,423.25 12,541.00
PP 12,356.50 12,356.50 12,356.50 12,379.50
S1 12,263.75 12,263.75 12,380.75 12,310.00
S2 12,125.75 12,125.75 12,359.75
S3 11,895.00 12,033.00 12,338.50
S4 11,664.25 11,802.25 12,275.00
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,746.75 13,590.75 12,775.75
R3 13,292.50 13,136.50 12,651.00
R2 12,838.25 12,838.25 12,609.25
R1 12,682.25 12,682.25 12,567.75 12,760.25
PP 12,384.00 12,384.00 12,384.00 12,423.00
S1 12,228.00 12,228.00 12,484.25 12,306.00
S2 11,929.75 11,929.75 12,442.75
S3 11,475.50 11,773.75 12,401.00
S4 11,021.25 11,319.50 12,276.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,675.00 12,218.25 456.75 3.7% 194.75 1.6% 40% False True 435,320
10 12,675.00 12,086.00 589.00 4.7% 186.25 1.5% 54% False False 420,780
20 12,675.00 11,775.75 899.25 7.3% 180.25 1.5% 70% False False 427,509
40 12,675.00 10,942.25 1,732.75 14.0% 246.75 2.0% 84% False False 529,641
60 12,675.00 10,656.50 2,018.50 16.3% 267.25 2.2% 86% False False 559,602
80 12,675.00 10,656.50 2,018.50 16.3% 281.50 2.3% 86% False False 447,398
100 12,675.00 10,288.00 2,387.00 19.2% 270.00 2.2% 89% False False 358,034
120 12,675.00 9,720.25 2,954.75 23.8% 268.00 2.2% 91% False False 298,455
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 44.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,429.75
2.618 13,053.00
1.618 12,822.25
1.000 12,679.75
0.618 12,591.50
HIGH 12,449.00
0.618 12,360.75
0.500 12,333.50
0.382 12,306.50
LOW 12,218.25
0.618 12,075.75
1.000 11,987.50
1.618 11,845.00
2.618 11,614.25
4.250 11,237.50
Fisher Pivots for day following 10-Dec-2020
Pivot 1 day 3 day
R1 12,379.25 12,446.50
PP 12,356.50 12,431.75
S1 12,333.50 12,417.00

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

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