E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 09-Dec-2020
Day Change Summary
Previous Current
08-Dec-2020 09-Dec-2020 Change Change % Previous Week
Open 12,553.00 12,648.75 95.75 0.8% 12,238.25
High 12,634.75 12,651.50 16.75 0.1% 12,521.25
Low 12,493.75 12,297.50 -196.25 -1.6% 12,075.75
Close 12,622.75 12,351.25 -271.50 -2.2% 12,509.75
Range 141.00 354.00 213.00 151.1% 445.50
ATR
Volume 74 121 47 63.5% 570
Daily Pivots for day following 09-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,495.50 13,277.25 12,546.00
R3 13,141.50 12,923.25 12,448.50
R2 12,787.50 12,787.50 12,416.25
R1 12,569.25 12,569.25 12,383.75 12,501.50
PP 12,433.50 12,433.50 12,433.50 12,399.50
S1 12,215.25 12,215.25 12,318.75 12,147.50
S2 12,079.50 12,079.50 12,286.25
S3 11,725.50 11,861.25 12,254.00
S4 11,371.50 11,507.25 12,156.50
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,705.50 13,553.00 12,754.75
R3 13,260.00 13,107.50 12,632.25
R2 12,814.50 12,814.50 12,591.50
R1 12,662.00 12,662.00 12,550.50 12,738.25
PP 12,369.00 12,369.00 12,369.00 12,407.00
S1 12,216.50 12,216.50 12,469.00 12,292.75
S2 11,923.50 11,923.50 12,428.00
S3 11,478.00 11,771.00 12,387.25
S4 11,032.50 11,325.50 12,264.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,651.50 12,297.50 354.00 2.9% 155.50 1.3% 15% True True 106
10 12,651.50 12,068.25 583.25 4.7% 154.50 1.3% 49% True False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.58
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 14,156.00
2.618 13,578.25
1.618 13,224.25
1.000 13,005.50
0.618 12,870.25
HIGH 12,651.50
0.618 12,516.25
0.500 12,474.50
0.382 12,432.75
LOW 12,297.50
0.618 12,078.75
1.000 11,943.50
1.618 11,724.75
2.618 11,370.75
4.250 10,793.00
Fisher Pivots for day following 09-Dec-2020
Pivot 1 day 3 day
R1 12,474.50 12,474.50
PP 12,433.50 12,433.50
S1 12,392.25 12,392.25

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

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