E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 11,881.00 11,841.25 -39.75 -0.3% 12,154.00
High 11,965.00 11,945.00 -20.00 -0.2% 12,398.00
Low 11,771.00 11,797.00 26.00 0.2% 11,496.75
Close 11,812.75 11,926.50 113.75 1.0% 11,926.50
Range 194.00 148.00 -46.00 -23.7% 901.25
ATR 321.16 308.79 -12.37 -3.9% 0.00
Volume 637 614 -23 -3.6% 6,066
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,333.50 12,278.00 12,008.00
R3 12,185.50 12,130.00 11,967.25
R2 12,037.50 12,037.50 11,953.75
R1 11,982.00 11,982.00 11,940.00 12,009.75
PP 11,889.50 11,889.50 11,889.50 11,903.50
S1 11,834.00 11,834.00 11,913.00 11,861.75
S2 11,741.50 11,741.50 11,899.25
S3 11,593.50 11,686.00 11,885.75
S4 11,445.50 11,538.00 11,845.00
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 14,644.25 14,186.50 12,422.25
R3 13,743.00 13,285.25 12,174.25
R2 12,841.75 12,841.75 12,091.75
R1 12,384.00 12,384.00 12,009.00 12,162.25
PP 11,940.50 11,940.50 11,940.50 11,829.50
S1 11,482.75 11,482.75 11,844.00 11,261.00
S2 11,039.25 11,039.25 11,761.25
S3 10,138.00 10,581.50 11,678.75
S4 9,236.75 9,680.25 11,430.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,398.00 11,496.75 901.25 7.6% 332.50 2.8% 48% False False 1,213
10 12,398.00 10,934.00 1,464.00 12.3% 338.75 2.8% 68% False False 1,163
20 12,398.00 10,934.00 1,464.00 12.3% 300.50 2.5% 68% False False 900
40 12,398.00 10,649.50 1,748.50 14.7% 294.25 2.5% 73% False False 803
60 12,434.75 10,649.50 1,785.25 15.0% 305.75 2.6% 72% False False 621
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 69.20
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 12,574.00
2.618 12,332.50
1.618 12,184.50
1.000 12,093.00
0.618 12,036.50
HIGH 11,945.00
0.618 11,888.50
0.500 11,871.00
0.382 11,853.50
LOW 11,797.00
0.618 11,705.50
1.000 11,649.00
1.618 11,557.50
2.618 11,409.50
4.250 11,168.00
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 11,908.00 11,873.50
PP 11,889.50 11,820.50
S1 11,871.00 11,767.50

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

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