E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 17-Nov-2020
Day Change Summary
Previous Current
16-Nov-2020 17-Nov-2020 Change Change % Previous Week
Open 11,961.75 12,075.50 113.75 1.0% 12,154.00
High 12,053.50 12,088.50 35.00 0.3% 12,398.00
Low 11,850.00 11,949.00 99.00 0.8% 11,496.75
Close 11,998.75 11,969.50 -29.25 -0.2% 11,926.50
Range 203.50 139.50 -64.00 -31.4% 901.25
ATR 301.27 289.71 -11.55 -3.8% 0.00
Volume 1,176 524 -652 -55.4% 6,066
Daily Pivots for day following 17-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,420.75 12,334.75 12,046.25
R3 12,281.25 12,195.25 12,007.75
R2 12,141.75 12,141.75 11,995.00
R1 12,055.75 12,055.75 11,982.25 12,029.00
PP 12,002.25 12,002.25 12,002.25 11,989.00
S1 11,916.25 11,916.25 11,956.75 11,889.50
S2 11,862.75 11,862.75 11,944.00
S3 11,723.25 11,776.75 11,931.25
S4 11,583.75 11,637.25 11,892.75
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 12,088.50 11,569.75 518.75 4.3% 204.25 1.7% 77% True False 751
10 12,398.00 11,224.75 1,173.25 9.8% 318.50 2.7% 63% False False 1,196
20 12,398.00 10,934.00 1,464.00 12.2% 290.50 2.4% 71% False False 906
40 12,398.00 10,655.00 1,743.00 14.6% 286.75 2.4% 75% False False 792
60 12,434.75 10,649.50 1,785.25 14.9% 306.25 2.6% 74% False False 646
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 69.03
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 12,681.50
2.618 12,453.75
1.618 12,314.25
1.000 12,228.00
0.618 12,174.75
HIGH 12,088.50
0.618 12,035.25
0.500 12,018.75
0.382 12,002.25
LOW 11,949.00
0.618 11,862.75
1.000 11,809.50
1.618 11,723.25
2.618 11,583.75
4.250 11,356.00
Fisher Pivots for day following 17-Nov-2020
Pivot 1 day 3 day
R1 12,018.75 11,960.50
PP 12,002.25 11,951.75
S1 11,986.00 11,942.75

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

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