E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 30-Sep-2020
Day Change Summary
Previous Current
29-Sep-2020 30-Sep-2020 Change Change % Previous Week
Open 11,398.75 11,331.00 -67.75 -0.6% 10,922.00
High 11,437.00 11,514.00 77.00 0.7% 11,210.50
Low 11,281.00 11,159.75 -121.25 -1.1% 10,649.50
Close 11,328.00 11,398.50 70.50 0.6% 11,127.75
Range 156.00 354.25 198.25 127.1% 561.00
ATR 311.43 314.49 3.06 1.0% 0.00
Volume 1,006 626 -380 -37.8% 4,333
Daily Pivots for day following 30-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,420.25 12,263.50 11,593.25
R3 12,066.00 11,909.25 11,496.00
R2 11,711.75 11,711.75 11,463.50
R1 11,555.00 11,555.00 11,431.00 11,633.50
PP 11,357.50 11,357.50 11,357.50 11,396.50
S1 11,200.75 11,200.75 11,366.00 11,279.00
S2 11,003.25 11,003.25 11,333.50
S3 10,649.00 10,846.50 11,301.00
S4 10,294.75 10,492.25 11,203.75
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,679.00 12,464.25 11,436.25
R3 12,118.00 11,903.25 11,282.00
R2 11,557.00 11,557.00 11,230.50
R1 11,342.25 11,342.25 11,179.25 11,449.50
PP 10,996.00 10,996.00 10,996.00 11,049.50
S1 10,781.25 10,781.25 11,076.25 10,888.50
S2 10,435.00 10,435.00 11,025.00
S3 9,874.00 10,220.25 10,973.50
S4 9,313.00 9,659.25 10,819.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,514.00 10,655.00 859.00 7.5% 297.75 2.6% 87% True False 768
10 11,514.00 10,649.50 864.50 7.6% 336.00 2.9% 87% True False 886
20 12,434.75 10,649.50 1,785.25 15.7% 389.00 3.4% 42% False False 567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 84.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 13,019.50
2.618 12,441.50
1.618 12,087.25
1.000 11,868.25
0.618 11,733.00
HIGH 11,514.00
0.618 11,378.75
0.500 11,337.00
0.382 11,295.00
LOW 11,159.75
0.618 10,940.75
1.000 10,805.50
1.618 10,586.50
2.618 10,232.25
4.250 9,654.25
Fisher Pivots for day following 30-Sep-2020
Pivot 1 day 3 day
R1 11,378.00 11,369.25
PP 11,357.50 11,340.25
S1 11,337.00 11,311.00

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

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