E-mini NASDAQ-100 Future September 2020


Trading Metrics calculated at close of trading on 27-May-2020
Day Change Summary
Previous Current
26-May-2020 27-May-2020 Change Change % Previous Week
Open 9,392.50 9,382.50 -10.00 -0.1% 9,097.00
High 9,587.50 9,492.00 -95.50 -1.0% 9,495.00
Low 9,358.00 9,158.75 -199.25 -2.1% 9,097.00
Close 9,391.00 9,416.75 25.75 0.3% 9,391.50
Range 229.50 333.25 103.75 45.2% 398.00
ATR 249.08 255.09 6.01 2.4% 0.00
Volume 714 1,405 691 96.8% 1,940
Daily Pivots for day following 27-May-2020
Classic Woodie Camarilla DeMark
R4 10,355.50 10,219.50 9,600.00
R3 10,022.25 9,886.25 9,508.50
R2 9,689.00 9,689.00 9,477.75
R1 9,553.00 9,553.00 9,447.25 9,621.00
PP 9,355.75 9,355.75 9,355.75 9,390.00
S1 9,219.75 9,219.75 9,386.25 9,287.75
S2 9,022.50 9,022.50 9,355.75
S3 8,689.25 8,886.50 9,325.00
S4 8,356.00 8,553.25 9,233.50
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 10,521.75 10,354.75 9,610.50
R3 10,123.75 9,956.75 9,501.00
R2 9,725.75 9,725.75 9,464.50
R1 9,558.75 9,558.75 9,428.00 9,642.25
PP 9,327.75 9,327.75 9,327.75 9,369.50
S1 9,160.75 9,160.75 9,355.00 9,244.25
S2 8,929.75 8,929.75 9,318.50
S3 8,531.75 8,762.75 9,282.00
S4 8,133.75 8,364.75 9,172.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 9,587.50 9,158.75 428.75 4.6% 223.25 2.4% 60% False True 629
10 9,587.50 8,834.00 753.50 8.0% 228.50 2.4% 77% False False 565
20 9,587.50 8,545.00 1,042.50 11.1% 231.75 2.5% 84% False False 456
40 9,587.50 7,378.00 2,209.50 23.5% 256.75 2.7% 92% False False 448
60 9,587.50 6,626.00 2,961.50 31.4% 351.50 3.7% 94% False False 441
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.43
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 10,908.25
2.618 10,364.50
1.618 10,031.25
1.000 9,825.25
0.618 9,698.00
HIGH 9,492.00
0.618 9,364.75
0.500 9,325.50
0.382 9,286.00
LOW 9,158.75
0.618 8,952.75
1.000 8,825.50
1.618 8,619.50
2.618 8,286.25
4.250 7,742.50
Fisher Pivots for day following 27-May-2020
Pivot 1 day 3 day
R1 9,386.25 9,402.25
PP 9,355.75 9,387.75
S1 9,325.50 9,373.00

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

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