E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 12-Oct-2020
Day Change Summary
Previous Current
09-Oct-2020 12-Oct-2020 Change Change % Previous Week
Open 11,562.25 11,693.00 130.75 1.1% 11,283.75
High 11,728.00 12,187.00 459.00 3.9% 11,728.00
Low 11,546.00 11,683.00 137.00 1.2% 11,192.00
Close 11,715.75 12,088.25 372.50 3.2% 11,715.75
Range 182.00 504.00 322.00 176.9% 536.00
ATR 287.79 303.23 15.44 5.4% 0.00
Volume 273 1,134 861 315.4% 1,871
Daily Pivots for day following 12-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,498.00 13,297.25 12,365.50
R3 12,994.00 12,793.25 12,226.75
R2 12,490.00 12,490.00 12,180.75
R1 12,289.25 12,289.25 12,134.50 12,389.50
PP 11,986.00 11,986.00 11,986.00 12,036.25
S1 11,785.25 11,785.25 12,042.00 11,885.50
S2 11,482.00 11,482.00 11,995.75
S3 10,978.00 11,281.25 11,949.75
S4 10,474.00 10,777.25 11,811.00
Weekly Pivots for week ending 09-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,153.25 12,970.50 12,010.50
R3 12,617.25 12,434.50 11,863.25
R2 12,081.25 12,081.25 11,814.00
R1 11,898.50 11,898.50 11,765.00 11,990.00
PP 11,545.25 11,545.25 11,545.25 11,591.00
S1 11,362.50 11,362.50 11,666.50 11,454.00
S2 11,009.25 11,009.25 11,617.50
S3 10,473.25 10,826.50 11,568.25
S4 9,937.25 10,290.50 11,421.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,187.00 11,192.00 995.00 8.2% 280.00 2.3% 90% True False 530
10 12,187.00 11,159.75 1,027.25 8.5% 274.25 2.3% 90% True False 608
20 12,187.00 10,649.50 1,537.50 12.7% 307.00 2.5% 94% True False 720
40 12,434.75 10,649.50 1,785.25 14.8% 297.50 2.5% 81% False False 413
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 39.53
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 14,329.00
2.618 13,506.50
1.618 13,002.50
1.000 12,691.00
0.618 12,498.50
HIGH 12,187.00
0.618 11,994.50
0.500 11,935.00
0.382 11,875.50
LOW 11,683.00
0.618 11,371.50
1.000 11,179.00
1.618 10,867.50
2.618 10,363.50
4.250 9,541.00
Fisher Pivots for day following 12-Oct-2020
Pivot 1 day 3 day
R1 12,037.25 12,001.00
PP 11,986.00 11,913.75
S1 11,935.00 11,826.50

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

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