E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 16-Nov-2020
Day Change Summary
Previous Current
13-Nov-2020 16-Nov-2020 Change Change % Previous Week
Open 11,841.25 11,961.75 120.50 1.0% 12,154.00
High 11,945.00 12,053.50 108.50 0.9% 12,398.00
Low 11,797.00 11,850.00 53.00 0.4% 11,496.75
Close 11,926.50 11,998.75 72.25 0.6% 11,926.50
Range 148.00 203.50 55.50 37.5% 901.25
ATR 308.79 301.27 -7.52 -2.4% 0.00
Volume 614 1,176 562 91.5% 6,066
Daily Pivots for day following 16-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,578.00 12,491.75 12,110.75
R3 12,374.50 12,288.25 12,054.75
R2 12,171.00 12,171.00 12,036.00
R1 12,084.75 12,084.75 12,017.50 12,128.00
PP 11,967.50 11,967.50 11,967.50 11,989.00
S1 11,881.25 11,881.25 11,980.00 11,924.50
S2 11,764.00 11,764.00 11,961.50
S3 11,560.50 11,677.75 11,942.75
S4 11,357.00 11,474.25 11,886.75
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 14,644.25 14,186.50 12,422.25
R3 13,743.00 13,285.25 12,174.25
R2 12,841.75 12,841.75 12,091.75
R1 12,384.00 12,384.00 12,009.00 12,162.25
PP 11,940.50 11,940.50 11,940.50 11,829.50
S1 11,482.75 11,482.75 11,844.00 11,261.00
S2 11,039.25 11,039.25 11,761.25
S3 10,138.00 10,581.50 11,678.75
S4 9,236.75 9,680.25 11,430.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,053.50 11,496.75 556.75 4.6% 255.00 2.1% 90% True False 944
10 12,398.00 11,055.00 1,343.00 11.2% 332.75 2.8% 70% False False 1,201
20 12,398.00 10,934.00 1,464.00 12.2% 293.00 2.4% 73% False False 921
40 12,398.00 10,655.00 1,743.00 14.5% 290.50 2.4% 77% False False 799
60 12,434.75 10,649.50 1,785.25 14.9% 306.75 2.6% 76% False False 639
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 67.83
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 12,918.50
2.618 12,586.25
1.618 12,382.75
1.000 12,257.00
0.618 12,179.25
HIGH 12,053.50
0.618 11,975.75
0.500 11,951.75
0.382 11,927.75
LOW 11,850.00
0.618 11,724.25
1.000 11,646.50
1.618 11,520.75
2.618 11,317.25
4.250 10,985.00
Fisher Pivots for day following 16-Nov-2020
Pivot 1 day 3 day
R1 11,983.00 11,970.00
PP 11,967.50 11,941.00
S1 11,951.75 11,912.25

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

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