E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 14-Dec-2020
Day Change Summary
Previous Current
11-Dec-2020 14-Dec-2020 Change Change % Previous Week
Open 12,390.50 12,414.00 23.50 0.2% 12,527.50
High 12,412.75 12,549.50 136.75 1.1% 12,670.25
Low 12,233.75 12,388.00 154.25 1.3% 12,216.75
Close 12,368.25 12,462.50 94.25 0.8% 12,368.25
Range 179.00 161.50 -17.50 -9.8% 453.50
ATR 214.72 212.33 -2.39 -1.1% 0.00
Volume 313,453 421,789 108,336 34.6% 399,649
Daily Pivots for day following 14-Dec-2020
Classic Woodie Camarilla DeMark
R4 12,951.25 12,868.25 12,551.25
R3 12,789.75 12,706.75 12,507.00
R2 12,628.25 12,628.25 12,492.00
R1 12,545.25 12,545.25 12,477.25 12,586.75
PP 12,466.75 12,466.75 12,466.75 12,487.50
S1 12,383.75 12,383.75 12,447.75 12,425.25
S2 12,305.25 12,305.25 12,433.00
S3 12,143.75 12,222.25 12,418.00
S4 11,982.25 12,060.75 12,373.75
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,779.00 13,527.00 12,617.75
R3 13,325.50 13,073.50 12,493.00
R2 12,872.00 12,872.00 12,451.50
R1 12,620.00 12,620.00 12,409.75 12,519.25
PP 12,418.50 12,418.50 12,418.50 12,368.00
S1 12,166.50 12,166.50 12,326.75 12,065.75
S2 11,965.00 11,965.00 12,285.00
S3 11,511.50 11,713.00 12,243.50
S4 11,058.00 11,259.50 12,118.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,670.25 12,216.75 453.50 3.6% 217.50 1.7% 54% False False 163,323
10 12,670.25 12,216.75 453.50 3.6% 175.50 1.4% 54% False False 83,012
20 12,670.25 11,800.50 869.75 7.0% 176.50 1.4% 76% False False 41,838
40 12,670.25 10,934.00 1,736.25 13.9% 238.50 1.9% 88% False False 21,369
60 12,670.25 10,649.50 2,020.75 16.2% 255.00 2.0% 90% False False 14,482
80 12,670.25 10,649.50 2,020.75 16.2% 273.50 2.2% 90% False False 10,925
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 False
Stretch 39.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,236.00
2.618 12,972.25
1.618 12,810.75
1.000 12,711.00
0.618 12,649.25
HIGH 12,549.50
0.618 12,487.75
0.500 12,468.75
0.382 12,449.75
LOW 12,388.00
0.618 12,288.25
1.000 12,226.50
1.618 12,126.75
2.618 11,965.25
4.250 11,701.50
Fisher Pivots for day following 14-Dec-2020
Pivot 1 day 3 day
R1 12,468.75 12,436.00
PP 12,466.75 12,409.50
S1 12,464.50 12,383.00

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

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