E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 12,633.25 12,655.00 21.75 0.2% 12,758.00
High 12,707.00 12,838.75 131.75 1.0% 12,763.25
Low 12,618.00 12,649.25 31.25 0.2% 12,448.00
Close 12,689.00 12,817.25 128.25 1.0% 12,689.00
Range 89.00 189.50 100.50 112.9% 315.25
ATR 164.35 166.15 1.80 1.1% 0.00
Volume 91 293 202 222.0% 903
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,337.00 13,266.50 12,921.50
R3 13,147.50 13,077.00 12,869.25
R2 12,958.00 12,958.00 12,852.00
R1 12,887.50 12,887.50 12,834.50 12,922.75
PP 12,768.50 12,768.50 12,768.50 12,786.00
S1 12,698.00 12,698.00 12,800.00 12,733.25
S2 12,579.00 12,579.00 12,782.50
S3 12,389.50 12,508.50 12,765.25
S4 12,200.00 12,319.00 12,713.00
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 13,579.25 13,449.25 12,862.50
R3 13,264.00 13,134.00 12,775.75
R2 12,948.75 12,948.75 12,746.75
R1 12,818.75 12,818.75 12,718.00 12,726.00
PP 12,633.50 12,633.50 12,633.50 12,587.00
S1 12,503.50 12,503.50 12,660.00 12,411.00
S2 12,318.25 12,318.25 12,631.25
S3 12,003.00 12,188.25 12,602.25
S4 11,687.75 11,873.00 12,515.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,838.75 12,448.00 390.75 3.0% 173.50 1.4% 94% True False 239
10 12,838.75 12,382.75 456.00 3.6% 156.00 1.2% 95% True False 203
20 12,838.75 12,075.75 763.00 6.0% 162.00 1.3% 97% True False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 27.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,644.00
2.618 13,334.75
1.618 13,145.25
1.000 13,028.25
0.618 12,955.75
HIGH 12,838.75
0.618 12,766.25
0.500 12,744.00
0.382 12,721.75
LOW 12,649.25
0.618 12,532.25
1.000 12,459.75
1.618 12,342.75
2.618 12,153.25
4.250 11,844.00
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 12,792.75 12,786.25
PP 12,768.50 12,755.25
S1 12,744.00 12,724.50

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

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