E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 25-Nov-2020
Day Change Summary
Previous Current
24-Nov-2020 25-Nov-2020 Change Change % Previous Week
Open 11,909.75 12,098.50 188.75 1.6% 11,957.25
High 12,104.50 12,177.75 73.25 0.6% 12,098.75
Low 11,872.75 12,077.50 204.75 1.7% 11,804.50
Close 12,076.00 12,152.25 76.25 0.6% 11,905.75
Range 231.75 100.25 -131.50 -56.7% 294.25
ATR 262.46 250.98 -11.48 -4.4% 0.00
Volume 401,635 383,052 -18,583 -4.6% 2,128,303
Daily Pivots for day following 25-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,436.50 12,394.75 12,207.50
R3 12,336.25 12,294.50 12,179.75
R2 12,236.00 12,236.00 12,170.75
R1 12,194.25 12,194.25 12,161.50 12,215.00
PP 12,135.75 12,135.75 12,135.75 12,146.25
S1 12,094.00 12,094.00 12,143.00 12,115.00
S2 12,035.50 12,035.50 12,133.75
S3 11,935.25 11,993.75 12,124.75
S4 11,835.00 11,893.50 12,097.00
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,819.00 12,656.75 12,067.50
R3 12,524.75 12,362.50 11,986.75
R2 12,230.50 12,230.50 11,959.75
R1 12,068.25 12,068.25 11,932.75 12,002.25
PP 11,936.25 11,936.25 11,936.25 11,903.50
S1 11,774.00 11,774.00 11,878.75 11,708.00
S2 11,642.00 11,642.00 11,851.75
S3 11,347.75 11,479.75 11,824.75
S4 11,053.50 11,185.50 11,744.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,177.75 11,804.50 373.25 3.1% 173.75 1.4% 93% True False 398,067
10 12,177.75 11,775.75 402.00 3.3% 174.50 1.4% 94% True False 433,920
20 12,408.75 10,942.25 1,466.50 12.1% 274.25 2.3% 83% False False 547,291
40 12,408.75 10,942.25 1,466.50 12.1% 269.75 2.2% 83% False False 568,395
60 12,448.75 10,656.50 1,792.25 14.7% 312.25 2.6% 83% False False 526,104
80 12,448.75 10,656.50 1,792.25 14.7% 283.00 2.3% 83% False False 394,822
100 12,448.75 10,288.00 2,160.75 17.8% 278.00 2.3% 86% False False 315,991
120 12,448.75 9,390.50 3,058.25 25.2% 273.75 2.3% 90% False False 263,376
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 False
Stretch 60.73
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 12,603.75
2.618 12,440.25
1.618 12,340.00
1.000 12,278.00
0.618 12,239.75
HIGH 12,177.75
0.618 12,139.50
0.500 12,127.50
0.382 12,115.75
LOW 12,077.50
0.618 12,015.50
1.000 11,977.25
1.618 11,915.25
2.618 11,815.00
4.250 11,651.50
Fisher Pivots for day following 25-Nov-2020
Pivot 1 day 3 day
R1 12,144.00 12,099.25
PP 12,135.75 12,046.00
S1 12,127.50 11,993.00

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

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