E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 23-Sep-2020
Day Change Summary
Previous Current
22-Sep-2020 23-Sep-2020 Change Change % Previous Week
Open 10,965.00 11,104.25 139.25 1.3% 11,088.50
High 11,181.00 11,210.50 29.50 0.3% 11,527.50
Low 10,892.00 10,778.00 -114.00 -1.0% 10,730.25
Close 11,142.50 10,820.75 -321.75 -2.9% 10,917.25
Range 289.00 432.50 143.50 49.7% 797.25
ATR 314.68 323.10 8.42 2.7% 0.00
Volume 836 812 -24 -2.9% 3,295
Daily Pivots for day following 23-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,234.00 11,959.75 11,058.50
R3 11,801.50 11,527.25 10,939.75
R2 11,369.00 11,369.00 10,900.00
R1 11,094.75 11,094.75 10,860.50 11,015.50
PP 10,936.50 10,936.50 10,936.50 10,896.75
S1 10,662.25 10,662.25 10,781.00 10,583.00
S2 10,504.00 10,504.00 10,741.50
S3 10,071.50 10,229.75 10,701.75
S4 9,639.00 9,797.25 10,583.00
Weekly Pivots for week ending 18-Sep-2020
Classic Woodie Camarilla DeMark
R4 13,450.00 12,981.00 11,355.75
R3 12,652.75 12,183.75 11,136.50
R2 11,855.50 11,855.50 11,063.50
R1 11,386.50 11,386.50 10,990.25 11,222.50
PP 11,058.25 11,058.25 11,058.25 10,976.25
S1 10,589.25 10,589.25 10,844.25 10,425.00
S2 10,261.00 10,261.00 10,771.00
S3 9,463.75 9,792.00 10,698.00
S4 8,666.50 8,994.75 10,478.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,277.50 10,649.50 628.00 5.8% 374.25 3.5% 27% False False 1,004
10 11,535.50 10,649.50 886.00 8.2% 352.50 3.3% 19% False False 653
20 12,434.75 10,649.50 1,785.25 16.5% 359.75 3.3% 10% False False 396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 78.03
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,048.50
2.618 12,342.75
1.618 11,910.25
1.000 11,643.00
0.618 11,477.75
HIGH 11,210.50
0.618 11,045.25
0.500 10,994.25
0.382 10,943.25
LOW 10,778.00
0.618 10,510.75
1.000 10,345.50
1.618 10,078.25
2.618 9,645.75
4.250 8,940.00
Fisher Pivots for day following 23-Sep-2020
Pivot 1 day 3 day
R1 10,994.25 10,930.00
PP 10,936.50 10,893.50
S1 10,878.50 10,857.25

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

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