E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 23-Nov-2020
Day Change Summary
Previous Current
20-Nov-2020 23-Nov-2020 Change Change % Previous Week
Open 11,944.00 11,918.00 -26.00 -0.2% 11,961.75
High 12,013.00 11,995.00 -18.00 -0.1% 12,088.50
Low 11,870.00 11,804.00 -66.00 -0.6% 11,800.50
Close 11,900.00 11,899.50 -0.50 0.0% 11,900.00
Range 143.00 191.00 48.00 33.6% 288.00
ATR 264.70 259.44 -5.26 -2.0% 0.00
Volume 361 430 69 19.1% 2,956
Daily Pivots for day following 23-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,472.50 12,377.00 12,004.50
R3 12,281.50 12,186.00 11,952.00
R2 12,090.50 12,090.50 11,934.50
R1 11,995.00 11,995.00 11,917.00 11,947.25
PP 11,899.50 11,899.50 11,899.50 11,875.50
S1 11,804.00 11,804.00 11,882.00 11,756.25
S2 11,708.50 11,708.50 11,864.50
S3 11,517.50 11,613.00 11,847.00
S4 11,326.50 11,422.00 11,794.50
Weekly Pivots for week ending 20-Nov-2020
Classic Woodie Camarilla DeMark
R4 12,793.75 12,634.75 12,058.50
R3 12,505.75 12,346.75 11,979.25
R2 12,217.75 12,217.75 11,952.75
R1 12,058.75 12,058.75 11,926.50 11,994.25
PP 11,929.75 11,929.75 11,929.75 11,897.50
S1 11,770.75 11,770.75 11,873.50 11,706.25
S2 11,641.75 11,641.75 11,847.25
S3 11,353.75 11,482.75 11,820.75
S4 11,065.75 11,194.75 11,741.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,088.50 11,800.50 288.00 2.4% 165.00 1.4% 34% False False 442
10 12,088.50 11,496.75 591.75 5.0% 210.00 1.8% 68% False False 693
20 12,398.00 10,934.00 1,464.00 12.3% 280.75 2.4% 66% False False 882
40 12,398.00 10,934.00 1,464.00 12.3% 268.75 2.3% 66% False False 758
60 12,434.75 10,649.50 1,785.25 15.0% 306.50 2.6% 70% False False 672
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 58.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,806.75
2.618 12,495.00
1.618 12,304.00
1.000 12,186.00
0.618 12,113.00
HIGH 11,995.00
0.618 11,922.00
0.500 11,899.50
0.382 11,877.00
LOW 11,804.00
0.618 11,686.00
1.000 11,613.00
1.618 11,495.00
2.618 11,304.00
4.250 10,992.25
Fisher Pivots for day following 23-Nov-2020
Pivot 1 day 3 day
R1 11,899.50 11,906.75
PP 11,899.50 11,904.25
S1 11,899.50 11,902.00

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

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