E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 22-Oct-2020
Day Change Summary
Previous Current
21-Oct-2020 22-Oct-2020 Change Change % Previous Week
Open 11,669.00 11,660.75 -8.25 -0.1% 11,693.00
High 11,768.00 11,712.00 -56.00 -0.5% 12,238.75
Low 11,580.00 11,504.00 -76.00 -0.7% 11,683.00
Close 11,682.25 11,640.75 -41.50 -0.4% 11,789.50
Range 188.00 208.00 20.00 10.6% 555.75
ATR 277.80 272.81 -4.99 -1.8% 0.00
Volume 495 483 -12 -2.4% 3,987
Daily Pivots for day following 22-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,243.00 12,149.75 11,755.25
R3 12,035.00 11,941.75 11,698.00
R2 11,827.00 11,827.00 11,679.00
R1 11,733.75 11,733.75 11,659.75 11,676.50
PP 11,619.00 11,619.00 11,619.00 11,590.25
S1 11,525.75 11,525.75 11,621.75 11,468.50
S2 11,411.00 11,411.00 11,602.50
S3 11,203.00 11,317.75 11,583.50
S4 10,995.00 11,109.75 11,526.25
Weekly Pivots for week ending 16-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,571.00 13,236.00 12,095.25
R3 13,015.25 12,680.25 11,942.25
R2 12,459.50 12,459.50 11,891.50
R1 12,124.50 12,124.50 11,840.50 12,292.00
PP 11,903.75 11,903.75 11,903.75 11,987.50
S1 11,568.75 11,568.75 11,738.50 11,736.25
S2 11,348.00 11,348.00 11,687.50
S3 10,792.25 11,013.00 11,636.75
S4 10,236.50 10,457.25 11,483.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,012.00 11,504.00 508.00 4.4% 232.75 2.0% 27% False True 642
10 12,238.75 11,504.00 734.75 6.3% 259.00 2.2% 19% False True 682
20 12,238.75 10,808.75 1,430.00 12.3% 264.00 2.3% 58% False False 647
40 12,434.75 10,649.50 1,785.25 15.3% 314.00 2.7% 56% False False 539
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 62.93
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,596.00
2.618 12,256.50
1.618 12,048.50
1.000 11,920.00
0.618 11,840.50
HIGH 11,712.00
0.618 11,632.50
0.500 11,608.00
0.382 11,583.50
LOW 11,504.00
0.618 11,375.50
1.000 11,296.00
1.618 11,167.50
2.618 10,959.50
4.250 10,620.00
Fisher Pivots for day following 22-Oct-2020
Pivot 1 day 3 day
R1 11,629.75 11,642.00
PP 11,619.00 11,641.50
S1 11,608.00 11,641.25

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

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