E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 9,501.00 9,822.50 321.50 3.4% 9,810.00
High 9,784.75 9,981.25 196.50 2.0% 10,125.75
Low 9,390.50 9,793.00 402.50 4.3% 9,491.00
Close 9,777.00 9,953.50 176.50 1.8% 9,633.00
Range 394.25 188.25 -206.00 -52.3% 634.75
ATR 236.10 233.82 -2.27 -1.0% 0.00
Volume 43 18 -25 -58.1% 707
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,474.00 10,402.00 10,057.00
R3 10,285.75 10,213.75 10,005.25
R2 10,097.50 10,097.50 9,988.00
R1 10,025.50 10,025.50 9,970.75 10,061.50
PP 9,909.25 9,909.25 9,909.25 9,927.25
S1 9,837.25 9,837.25 9,936.25 9,873.25
S2 9,721.00 9,721.00 9,919.00
S3 9,532.75 9,649.00 9,901.75
S4 9,344.50 9,460.75 9,850.00
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,654.25 11,278.25 9,982.00
R3 11,019.50 10,643.50 9,807.50
R2 10,384.75 10,384.75 9,749.25
R1 10,008.75 10,008.75 9,691.25 9,879.50
PP 9,750.00 9,750.00 9,750.00 9,685.25
S1 9,374.00 9,374.00 9,574.75 9,244.50
S2 9,115.25 9,115.25 9,516.75
S3 8,480.50 8,739.25 9,458.50
S4 7,845.75 8,104.50 9,284.00
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 9,390.50 735.25 7.4% 321.75 3.2% 77% False False 34
10 10,125.75 9,390.50 735.25 7.4% 231.75 2.3% 77% False False 77
20 10,125.75 9,168.00 957.75 9.6% 196.50 2.0% 82% False False 40
40 10,125.75 8,348.50 1,777.25 17.9% 194.75 2.0% 90% False False 21
60 10,125.75 6,626.75 3,499.00 35.2% 217.75 2.2% 95% False False 14
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 58.78
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 10,781.25
2.618 10,474.00
1.618 10,285.75
1.000 10,169.50
0.618 10,097.50
HIGH 9,981.25
0.618 9,909.25
0.500 9,887.00
0.382 9,865.00
LOW 9,793.00
0.618 9,676.75
1.000 9,604.75
1.618 9,488.50
2.618 9,300.25
4.250 8,993.00
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 9,931.50 9,864.25
PP 9,909.25 9,775.00
S1 9,887.00 9,686.00

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

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