E-mini NASDAQ-100 Future December 2020


Trading Metrics calculated at close of trading on 09-Jul-2020
Day Change Summary
Previous Current
08-Jul-2020 09-Jul-2020 Change Change % Previous Week
Open 10,521.00 10,665.25 144.25 1.4% 9,776.00
High 10,661.00 10,761.00 100.00 0.9% 10,409.00
Low 10,498.00 10,550.25 52.25 0.5% 9,720.25
Close 10,652.25 10,716.00 63.75 0.6% 10,345.25
Range 163.00 210.75 47.75 29.3% 688.75
ATR 229.16 227.85 -1.32 -0.6% 0.00
Volume 258 689 431 167.1% 1,411
Daily Pivots for day following 09-Jul-2020
Classic Woodie Camarilla DeMark
R4 11,308.00 11,222.75 10,832.00
R3 11,097.25 11,012.00 10,774.00
R2 10,886.50 10,886.50 10,754.75
R1 10,801.25 10,801.25 10,735.25 10,844.00
PP 10,675.75 10,675.75 10,675.75 10,697.00
S1 10,590.50 10,590.50 10,696.75 10,633.00
S2 10,465.00 10,465.00 10,677.25
S3 10,254.25 10,379.75 10,658.00
S4 10,043.50 10,169.00 10,600.00
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 12,224.50 11,973.50 10,724.00
R3 11,535.75 11,284.75 10,534.75
R2 10,847.00 10,847.00 10,471.50
R1 10,596.00 10,596.00 10,408.50 10,721.50
PP 10,158.25 10,158.25 10,158.25 10,221.00
S1 9,907.25 9,907.25 10,282.00 10,032.75
S2 9,469.50 9,469.50 10,219.00
S3 8,780.75 9,218.50 10,155.75
S4 8,092.00 8,529.75 9,966.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 10,761.00 10,240.00 521.00 4.9% 205.50 1.9% 91% True False 426
10 10,761.00 9,720.25 1,040.75 9.7% 226.00 2.1% 96% True False 420
20 10,761.00 9,390.50 1,370.50 12.8% 252.25 2.4% 97% True False 315
40 10,761.00 8,829.25 1,931.75 18.0% 210.25 2.0% 98% True False 174
60 10,761.00 8,348.50 2,412.50 22.5% 205.25 1.9% 98% True False 117
80 10,761.00 6,626.75 4,134.25 38.6% 233.75 2.2% 99% True False 88
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 56.00
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,656.75
2.618 11,312.75
1.618 11,102.00
1.000 10,971.75
0.618 10,891.25
HIGH 10,761.00
0.618 10,680.50
0.500 10,655.50
0.382 10,630.75
LOW 10,550.25
0.618 10,420.00
1.000 10,339.50
1.618 10,209.25
2.618 9,998.50
4.250 9,654.50
Fisher Pivots for day following 09-Jul-2020
Pivot 1 day 3 day
R1 10,696.00 10,687.00
PP 10,675.75 10,658.00
S1 10,655.50 10,629.00

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

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