E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 30-Oct-2020
Day Change Summary
Previous Current
29-Oct-2020 30-Oct-2020 Change Change % Previous Week
Open 11,169.00 11,184.50 15.50 0.1% 11,623.50
High 11,445.00 11,253.50 -191.50 -1.7% 11,684.00
Low 11,140.00 10,936.25 -203.75 -1.8% 10,936.25
Close 11,332.50 11,036.00 -296.50 -2.6% 11,036.00
Range 305.00 317.25 12.25 4.0% 747.75
ATR 278.02 286.46 8.45 3.0% 0.00
Volume 630 855 225 35.7% 3,473
Daily Pivots for day following 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 12,027.00 11,848.75 11,210.50
R3 11,709.75 11,531.50 11,123.25
R2 11,392.50 11,392.50 11,094.25
R1 11,214.25 11,214.25 11,065.00 11,144.75
PP 11,075.25 11,075.25 11,075.25 11,040.50
S1 10,897.00 10,897.00 11,007.00 10,827.50
S2 10,758.00 10,758.00 10,977.75
S3 10,440.75 10,579.75 10,948.75
S4 10,123.50 10,262.50 10,861.50
Weekly Pivots for week ending 30-Oct-2020
Classic Woodie Camarilla DeMark
R4 13,462.00 12,996.75 11,447.25
R3 12,714.25 12,249.00 11,241.75
R2 11,966.50 11,966.50 11,173.00
R1 11,501.25 11,501.25 11,104.50 11,360.00
PP 11,218.75 11,218.75 11,218.75 11,148.00
S1 10,753.50 10,753.50 10,967.50 10,612.25
S2 10,471.00 10,471.00 10,899.00
S3 9,723.25 10,005.75 10,830.25
S4 8,975.50 9,258.00 10,624.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,684.00 10,936.25 747.75 6.8% 309.50 2.8% 13% False True 694
10 11,940.00 10,936.25 1,003.75 9.1% 262.25 2.4% 10% False True 638
20 12,238.75 10,936.25 1,302.50 11.8% 260.50 2.4% 8% False True 612
40 12,238.75 10,649.50 1,589.25 14.4% 314.25 2.8% 24% False False 609
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,601.75
2.618 12,084.00
1.618 11,766.75
1.000 11,570.75
0.618 11,449.50
HIGH 11,253.50
0.618 11,132.25
0.500 11,095.00
0.382 11,057.50
LOW 10,936.25
0.618 10,740.25
1.000 10,619.00
1.618 10,423.00
2.618 10,105.75
4.250 9,588.00
Fisher Pivots for day following 30-Oct-2020
Pivot 1 day 3 day
R1 11,095.00 11,243.00
PP 11,075.25 11,174.00
S1 11,055.50 11,105.00

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

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