E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 9,992.00 10,034.50 42.50 0.4% 9,500.00
High 10,125.75 10,077.00 -48.75 -0.5% 9,801.75
Low 9,939.50 9,570.75 -368.75 -3.7% 9,445.25
Close 10,063.75 9,595.00 -468.75 -4.7% 9,794.50
Range 186.25 506.25 320.00 171.8% 356.50
ATR 193.10 215.47 22.37 11.6% 0.00
Volume 49 44 -5 -10.2% 14
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,266.25 10,937.00 9,873.50
R3 10,760.00 10,430.75 9,734.25
R2 10,253.75 10,253.75 9,687.75
R1 9,924.50 9,924.50 9,641.50 9,836.00
PP 9,747.50 9,747.50 9,747.50 9,703.50
S1 9,418.25 9,418.25 9,548.50 9,329.75
S2 9,241.25 9,241.25 9,502.25
S3 8,735.00 8,912.00 9,455.75
S4 8,228.75 8,405.75 9,316.50
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,750.00 10,628.75 9,990.50
R3 10,393.50 10,272.25 9,892.50
R2 10,037.00 10,037.00 9,859.75
R1 9,915.75 9,915.75 9,827.25 9,976.50
PP 9,680.50 9,680.50 9,680.50 9,710.75
S1 9,559.25 9,559.25 9,761.75 9,620.00
S2 9,324.00 9,324.00 9,729.25
S3 8,967.50 9,202.75 9,696.50
S4 8,611.00 8,846.25 9,598.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,125.75 9,570.75 555.00 5.8% 243.00 2.5% 4% False True 138
10 10,125.75 9,371.25 754.50 7.9% 185.25 1.9% 30% False False 70
20 10,125.75 8,829.25 1,296.50 13.5% 179.25 1.9% 59% False False 36
40 10,125.75 8,348.50 1,777.25 18.5% 189.50 2.0% 70% False False 19
60 10,125.75 6,626.75 3,499.00 36.5% 227.75 2.4% 85% False False 13
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 42.60
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 12,228.50
2.618 11,402.25
1.618 10,896.00
1.000 10,583.25
0.618 10,389.75
HIGH 10,077.00
0.618 9,883.50
0.500 9,824.00
0.382 9,764.25
LOW 9,570.75
0.618 9,258.00
1.000 9,064.50
1.618 8,751.75
2.618 8,245.50
4.250 7,419.25
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 9,824.00 9,848.25
PP 9,747.50 9,763.75
S1 9,671.25 9,679.50

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

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