E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 15-Oct-2020
Day Change Summary
Previous Current
14-Oct-2020 15-Oct-2020 Change Change % Previous Week
Open 12,079.00 11,973.50 -105.50 -0.9% 11,283.75
High 12,167.25 11,973.50 -193.75 -1.6% 11,728.00
Low 11,895.00 11,730.50 -164.50 -1.4% 11,192.00
Close 11,966.00 11,865.75 -100.25 -0.8% 11,715.75
Range 272.25 243.00 -29.25 -10.7% 536.00
ATR 295.88 292.10 -3.78 -1.3% 0.00
Volume 345 868 523 151.6% 1,871
Daily Pivots for day following 15-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,585.50 12,468.75 11,999.50
R3 12,342.50 12,225.75 11,932.50
R2 12,099.50 12,099.50 11,910.25
R1 11,982.75 11,982.75 11,888.00 11,919.50
PP 11,856.50 11,856.50 11,856.50 11,825.00
S1 11,739.75 11,739.75 11,843.50 11,676.50
S2 11,613.50 11,613.50 11,821.25
S3 11,370.50 11,496.75 11,799.00
S4 11,127.50 11,253.75 11,732.00
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 12,238.75 11,546.00 692.75 5.8% 285.50 2.4% 46% False False 723
10 12,238.75 11,192.00 1,046.75 8.8% 275.75 2.3% 64% False False 625
20 12,238.75 10,649.50 1,589.25 13.4% 297.75 2.5% 77% False False 733
40 12,434.75 10,649.50 1,785.25 15.0% 309.00 2.6% 68% False False 466
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.78
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 13,006.25
2.618 12,609.75
1.618 12,366.75
1.000 12,216.50
0.618 12,123.75
HIGH 11,973.50
0.618 11,880.75
0.500 11,852.00
0.382 11,823.25
LOW 11,730.50
0.618 11,580.25
1.000 11,487.50
1.618 11,337.25
2.618 11,094.25
4.250 10,697.75
Fisher Pivots for day following 15-Oct-2020
Pivot 1 day 3 day
R1 11,861.25 11,984.50
PP 11,856.50 11,945.00
S1 11,852.00 11,905.50

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

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