E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 08-Oct-2020
Day Change Summary
Previous Current
07-Oct-2020 08-Oct-2020 Change Change % Previous Week
Open 11,226.00 11,479.00 253.00 2.3% 11,114.00
High 11,496.75 11,566.00 69.25 0.6% 11,593.50
Low 11,204.50 11,466.00 261.50 2.3% 11,108.00
Close 11,461.25 11,530.25 69.00 0.6% 11,224.25
Range 292.25 100.00 -192.25 -65.8% 485.50
ATR 309.33 294.72 -14.61 -4.7% 0.00
Volume 349 375 26 7.4% 3,948
Daily Pivots for day following 08-Oct-2020
Classic Woodie Camarilla DeMark
R4 11,820.75 11,775.50 11,585.25
R3 11,720.75 11,675.50 11,557.75
R2 11,620.75 11,620.75 11,548.50
R1 11,575.50 11,575.50 11,539.50 11,598.00
PP 11,520.75 11,520.75 11,520.75 11,532.00
S1 11,475.50 11,475.50 11,521.00 11,498.00
S2 11,420.75 11,420.75 11,512.00
S3 11,320.75 11,375.50 11,502.75
S4 11,220.75 11,275.50 11,475.25
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 11,192.00 401.50 3.5% 266.25 2.3% 84% False False 528
10 11,593.50 10,808.75 784.75 6.8% 268.75 2.3% 92% False False 612
20 11,593.50 10,649.50 944.00 8.2% 305.00 2.6% 93% False False 669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.23
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 11,991.00
2.618 11,827.75
1.618 11,727.75
1.000 11,666.00
0.618 11,627.75
HIGH 11,566.00
0.618 11,527.75
0.500 11,516.00
0.382 11,504.25
LOW 11,466.00
0.618 11,404.25
1.000 11,366.00
1.618 11,304.25
2.618 11,204.25
4.250 11,041.00
Fisher Pivots for day following 08-Oct-2020
Pivot 1 day 3 day
R1 11,525.50 11,479.75
PP 11,520.75 11,429.50
S1 11,516.00 11,379.00

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

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