E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 12,474.50 12,485.00 10.50 0.1% 12,287.25
High 12,535.00 12,532.00 -3.00 0.0% 12,535.00
Low 12,443.00 12,446.50 3.50 0.0% 12,082.00
Close 12,459.50 12,523.25 63.75 0.5% 12,523.25
Range 92.00 85.50 -6.50 -7.1% 453.00
ATR 224.77 214.82 -9.95 -4.4% 0.00
Volume 1,464 2,794 1,330 90.8% 10,153
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 12,757.00 12,725.75 12,570.25
R3 12,671.50 12,640.25 12,546.75
R2 12,586.00 12,586.00 12,539.00
R1 12,554.75 12,554.75 12,531.00 12,570.50
PP 12,500.50 12,500.50 12,500.50 12,508.50
S1 12,469.25 12,469.25 12,515.50 12,485.00
S2 12,415.00 12,415.00 12,507.50
S3 12,329.50 12,383.75 12,499.75
S4 12,244.00 12,298.25 12,476.25
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,739.00 13,584.25 12,772.50
R3 13,286.00 13,131.25 12,647.75
R2 12,833.00 12,833.00 12,606.25
R1 12,678.25 12,678.25 12,564.75 12,755.50
PP 12,380.00 12,380.00 12,380.00 12,418.75
S1 12,225.25 12,225.25 12,481.75 12,302.50
S2 11,927.00 11,927.00 12,440.25
S3 11,474.00 11,772.25 12,398.75
S4 11,021.00 11,319.25 12,274.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,535.00 12,082.00 453.00 3.6% 155.50 1.2% 97% False False 2,030
10 12,535.00 11,804.00 731.00 5.8% 161.25 1.3% 98% False False 1,273
20 12,535.00 11,496.75 1,038.25 8.3% 210.00 1.7% 99% False False 1,125
40 12,535.00 10,934.00 1,601.00 12.8% 249.25 2.0% 99% False False 940
60 12,535.00 10,649.50 1,885.50 15.1% 267.75 2.1% 99% False False 849
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 41.55
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 12,895.50
2.618 12,755.75
1.618 12,670.25
1.000 12,617.50
0.618 12,584.75
HIGH 12,532.00
0.618 12,499.25
0.500 12,489.25
0.382 12,479.25
LOW 12,446.50
0.618 12,393.75
1.000 12,361.00
1.618 12,308.25
2.618 12,222.75
4.250 12,083.00
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 12,512.00 12,490.00
PP 12,500.50 12,456.75
S1 12,489.25 12,423.50

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

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