E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 9,985.00 9,881.25 -103.75 -1.0% 9,501.00
High 10,097.00 10,119.75 22.75 0.2% 10,097.00
Low 9,907.50 9,836.25 -71.25 -0.7% 9,390.50
Close 9,912.00 10,113.50 201.50 2.0% 9,912.00
Range 189.50 283.50 94.00 49.6% 706.50
ATR 217.12 221.86 4.74 2.2% 0.00
Volume 189 375 186 98.4% 342
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 10,873.75 10,777.00 10,269.50
R3 10,590.25 10,493.50 10,191.50
R2 10,306.75 10,306.75 10,165.50
R1 10,210.00 10,210.00 10,139.50 10,258.50
PP 10,023.25 10,023.25 10,023.25 10,047.25
S1 9,926.50 9,926.50 10,087.50 9,975.00
S2 9,739.75 9,739.75 10,061.50
S3 9,456.25 9,643.00 10,035.50
S4 9,172.75 9,359.50 9,957.50
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 11,919.25 11,622.25 10,300.50
R3 11,212.75 10,915.75 10,106.25
R2 10,506.25 10,506.25 10,041.50
R1 10,209.25 10,209.25 9,976.75 10,357.75
PP 9,799.75 9,799.75 9,799.75 9,874.00
S1 9,502.75 9,502.75 9,847.25 9,651.25
S2 9,093.25 9,093.25 9,782.50
S3 8,386.75 8,796.25 9,717.75
S4 7,680.25 8,089.75 9,523.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,119.75 9,793.00 326.75 3.2% 183.25 1.8% 98% True False 134
10 10,125.75 9,390.50 735.25 7.3% 252.50 2.5% 98% False False 141
20 10,125.75 9,168.00 957.75 9.5% 210.25 2.1% 99% False False 72
40 10,125.75 8,555.00 1,570.75 15.5% 186.00 1.8% 99% False False 37
60 10,125.75 7,386.50 2,739.25 27.1% 203.75 2.0% 100% False False 25
80 10,125.75 6,626.75 3,499.00 34.6% 243.25 2.4% 100% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 58.00
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 11,324.50
2.618 10,862.00
1.618 10,578.50
1.000 10,403.25
0.618 10,295.00
HIGH 10,119.75
0.618 10,011.50
0.500 9,978.00
0.382 9,944.50
LOW 9,836.25
0.618 9,661.00
1.000 9,552.75
1.618 9,377.50
2.618 9,094.00
4.250 8,631.50
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 10,068.25 10,068.25
PP 10,023.25 10,023.25
S1 9,978.00 9,978.00

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

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