E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 12,391.00 12,405.50 14.50 0.1% 12,525.00
High 12,414.25 12,545.00 130.75 1.1% 12,675.00
Low 12,234.25 12,386.50 152.25 1.2% 12,218.25
Close 12,368.00 12,456.50 88.50 0.7% 12,368.00
Range 180.00 158.50 -21.50 -11.9% 456.75
ATR 218.03 215.09 -2.93 -1.3% 0.00
Volume 361,860 296,143 -65,717 -18.2% 2,216,668
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 12,938.25 12,855.75 12,543.75
R3 12,779.75 12,697.25 12,500.00
R2 12,621.25 12,621.25 12,485.50
R1 12,538.75 12,538.75 12,471.00 12,580.00
PP 12,462.75 12,462.75 12,462.75 12,483.25
S1 12,380.25 12,380.25 12,442.00 12,421.50
S2 12,304.25 12,304.25 12,427.50
S3 12,145.75 12,221.75 12,413.00
S4 11,987.25 12,063.25 12,369.25
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,790.75 13,536.00 12,619.25
R3 13,334.00 13,079.25 12,493.50
R2 12,877.25 12,877.25 12,451.75
R1 12,622.50 12,622.50 12,409.75 12,521.50
PP 12,420.50 12,420.50 12,420.50 12,370.00
S1 12,165.75 12,165.75 12,326.25 12,064.75
S2 11,963.75 11,963.75 12,284.25
S3 11,507.00 11,709.00 12,242.50
S4 11,050.25 11,252.25 12,116.75
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% 217.50 1.7% 52% False False 437,807
10 12,675.00 12,218.25 456.75 3.7% 177.00 1.4% 52% False False 407,591
20 12,675.00 11,804.50 870.50 7.0% 179.75 1.4% 75% False False 410,387
40 12,675.00 10,942.25 1,732.75 13.9% 243.25 2.0% 87% False False 518,017
60 12,675.00 10,656.50 2,018.50 16.2% 259.50 2.1% 89% False False 543,591
80 12,675.00 10,656.50 2,018.50 16.2% 280.50 2.3% 89% False False 455,604
100 12,675.00 10,288.00 2,387.00 19.2% 267.50 2.1% 91% False False 364,600
120 12,675.00 9,720.25 2,954.75 23.7% 265.75 2.1% 93% False False 303,928
Crabel Price Patterns
NR True
NR4 True
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 39.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,218.50
2.618 12,960.00
1.618 12,801.50
1.000 12,703.50
0.618 12,643.00
HIGH 12,545.00
0.618 12,484.50
0.500 12,465.75
0.382 12,447.00
LOW 12,386.50
0.618 12,288.50
1.000 12,228.00
1.618 12,130.00
2.618 11,971.50
4.250 11,713.00
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 12,465.75 12,431.50
PP 12,462.75 12,406.50
S1 12,459.50 12,381.50

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

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