E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 02-Oct-2020
Day Change Summary
Previous Current
01-Oct-2020 02-Oct-2020 Change Change % Previous Week
Open 11,380.50 11,565.50 185.00 1.6% 11,114.00
High 11,588.00 11,593.50 5.50 0.0% 11,593.50
Low 11,374.00 11,199.00 -175.00 -1.5% 11,108.00
Close 11,565.50 11,224.25 -341.25 -3.0% 11,224.25
Range 214.00 394.50 180.50 84.3% 485.50
ATR 307.31 313.54 6.23 2.0% 0.00
Volume 407 1,043 636 156.3% 3,948
Daily Pivots for day following 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,522.50 12,267.75 11,441.25
R3 12,128.00 11,873.25 11,332.75
R2 11,733.50 11,733.50 11,296.50
R1 11,478.75 11,478.75 11,260.50 11,409.00
PP 11,339.00 11,339.00 11,339.00 11,304.00
S1 11,084.25 11,084.25 11,188.00 11,014.50
S2 10,944.50 10,944.50 11,152.00
S3 10,550.00 10,689.75 11,115.75
S4 10,155.50 10,295.25 11,007.25
Weekly Pivots for week ending 02-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,765.00 12,480.25 11,491.25
R3 12,279.50 11,994.75 11,357.75
R2 11,794.00 11,794.00 11,313.25
R1 11,509.25 11,509.25 11,268.75 11,651.50
PP 11,308.50 11,308.50 11,308.50 11,379.75
S1 11,023.75 11,023.75 11,179.75 11,166.00
S2 10,823.00 10,823.00 11,135.25
S3 10,337.50 10,538.25 11,090.75
S4 9,852.00 10,052.75 10,957.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,593.50 11,108.00 485.50 4.3% 280.75 2.5% 24% True False 789
10 11,593.50 10,649.50 944.00 8.4% 317.00 2.8% 61% True False 828
20 11,810.25 10,649.50 1,160.75 10.3% 368.00 3.3% 50% False False 606
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 76.18
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 13,270.00
2.618 12,626.25
1.618 12,231.75
1.000 11,988.00
0.618 11,837.25
HIGH 11,593.50
0.618 11,442.75
0.500 11,396.25
0.382 11,349.75
LOW 11,199.00
0.618 10,955.25
1.000 10,804.50
1.618 10,560.75
2.618 10,166.25
4.250 9,522.50
Fisher Pivots for day following 02-Oct-2020
Pivot 1 day 3 day
R1 11,396.25 11,376.50
PP 11,339.00 11,325.75
S1 11,281.50 11,275.00

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

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