E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 03-Sep-2020
Day Change Summary
Previous Current
02-Sep-2020 03-Sep-2020 Change Change % Previous Week
Open 12,304.25 12,395.25 91.00 0.7% 11,553.25
High 12,434.75 12,407.25 -27.50 -0.2% 12,015.50
Low 12,164.50 11,646.00 -518.50 -4.3% 11,517.50
Close 12,390.00 11,779.00 -611.00 -4.9% 11,968.50
Range 270.25 761.25 491.00 181.7% 498.00
ATR 170.41 212.61 42.20 24.8% 0.00
Volume 211 449 238 112.8% 227
Daily Pivots for day following 03-Sep-2020
Classic Woodie Camarilla DeMark
R4 14,227.75 13,764.75 12,197.75
R3 13,466.50 13,003.50 11,988.25
R2 12,705.25 12,705.25 11,918.50
R1 12,242.25 12,242.25 11,848.75 12,093.00
PP 11,944.00 11,944.00 11,944.00 11,869.50
S1 11,481.00 11,481.00 11,709.25 11,332.00
S2 11,182.75 11,182.75 11,639.50
S3 10,421.50 10,719.75 11,569.75
S4 9,660.25 9,958.50 11,360.25
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 13,327.75 13,146.25 12,242.50
R3 12,829.75 12,648.25 12,105.50
R2 12,331.75 12,331.75 12,059.75
R1 12,150.25 12,150.25 12,014.25 12,241.00
PP 11,833.75 11,833.75 11,833.75 11,879.25
S1 11,652.25 11,652.25 11,922.75 11,743.00
S2 11,335.75 11,335.75 11,877.25
S3 10,837.75 11,154.25 11,831.50
S4 10,339.75 10,656.25 11,694.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,434.75 11,646.00 788.75 6.7% 297.00 2.5% 17% False True 193
10 12,434.75 11,391.50 1,043.25 8.9% 238.75 2.0% 37% False False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.95
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 15,642.50
2.618 14,400.25
1.618 13,639.00
1.000 13,168.50
0.618 12,877.75
HIGH 12,407.25
0.618 12,116.50
0.500 12,026.50
0.382 11,936.75
LOW 11,646.00
0.618 11,175.50
1.000 10,884.75
1.618 10,414.25
2.618 9,653.00
4.250 8,410.75
Fisher Pivots for day following 03-Sep-2020
Pivot 1 day 3 day
R1 12,026.50 12,040.50
PP 11,944.00 11,953.25
S1 11,861.50 11,866.00

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

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