E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 28-Sep-2020
Day Change Summary
Previous Current
25-Sep-2020 28-Sep-2020 Change Change % Previous Week
Open 10,926.00 11,114.00 188.00 1.7% 10,922.00
High 11,156.50 11,392.50 236.00 2.1% 11,210.50
Low 10,808.75 11,108.00 299.25 2.8% 10,649.50
Close 11,127.75 11,385.75 258.00 2.3% 11,127.75
Range 347.75 284.50 -63.25 -18.2% 561.00
ATR 326.38 323.39 -2.99 -0.9% 0.00
Volume 579 866 287 49.6% 4,333
Daily Pivots for day following 28-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,149.00 12,051.75 11,542.25
R3 11,864.50 11,767.25 11,464.00
R2 11,580.00 11,580.00 11,438.00
R1 11,482.75 11,482.75 11,411.75 11,531.50
PP 11,295.50 11,295.50 11,295.50 11,319.75
S1 11,198.25 11,198.25 11,359.75 11,247.00
S2 11,011.00 11,011.00 11,333.50
S3 10,726.50 10,913.75 11,307.50
S4 10,442.00 10,629.25 11,229.25
Weekly Pivots for week ending 25-Sep-2020
Classic Woodie Camarilla DeMark
R4 12,679.00 12,464.25 11,436.25
R3 12,118.00 11,903.25 11,282.00
R2 11,557.00 11,557.00 11,230.50
R1 11,342.25 11,342.25 11,179.25 11,449.50
PP 10,996.00 10,996.00 10,996.00 11,049.50
S1 10,781.25 10,781.25 11,076.25 10,888.50
S2 10,435.00 10,435.00 11,025.00
S3 9,874.00 10,220.25 10,973.50
S4 9,313.00 9,659.25 10,819.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,392.50 10,655.00 737.50 6.5% 340.00 3.0% 99% True False 772
10 11,527.50 10,649.50 878.00 7.7% 339.75 3.0% 84% False False 832
20 12,434.75 10,649.50 1,785.25 15.7% 382.50 3.4% 41% False False 500
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 75.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 12,601.50
2.618 12,137.25
1.618 11,852.75
1.000 11,677.00
0.618 11,568.25
HIGH 11,392.50
0.618 11,283.75
0.500 11,250.25
0.382 11,216.75
LOW 11,108.00
0.618 10,932.25
1.000 10,823.50
1.618 10,647.75
2.618 10,363.25
4.250 9,899.00
Fisher Pivots for day following 28-Sep-2020
Pivot 1 day 3 day
R1 11,340.50 11,265.00
PP 11,295.50 11,144.50
S1 11,250.25 11,023.75

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

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