E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	13,459.75	13,551.00	91.25	0.7%	12,774.25
High	13,599.75	13,586.50	-13.25	-0.1%	13,423.50
Low	13,380.25	12,884.75	-495.50	-3.7%	12,727.00
Close	13,485.50	13,105.50	-380.00	-2.8%	13,361.50
Range	219.50	701.75	482.25	219.7%	696.50
ATR	218.30	252.83	34.53	15.8%	0.00
Volume	502,390	786,471	284,081	56.5%	1,749,996

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,297.50	14,903.25	13,491.50
R3	14,595.75	14,201.50	13,298.50
R2	13,894.00	13,894.00	13,234.25
R1	13,499.75	13,499.75	13,169.75	13,346.00
PP	13,192.25	13,192.25	13,192.25	13,115.50
S1	12,798.00	12,798.00	13,041.25	12,644.25
S2	12,490.50	12,490.50	12,976.75
S3	11,788.75	12,096.25	12,912.50
S4	11,087.00	11,394.50	12,719.50

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,260.25	15,007.25	13,744.50
R3	14,563.75	14,310.75	13,553.00
R2	13,867.25	13,867.25	13,489.25
R1	13,614.25	13,614.25	13,425.25	13,740.75
PP	13,170.75	13,170.75	13,170.75	13,234.00
S1	12,917.75	12,917.75	13,297.75	13,044.25
S2	12,474.25	12,474.25	13,233.75
S3	11,777.75	12,221.25	13,170.00
S4	11,081.25	11,524.75	12,978.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,599.75	12,884.75	715.00	5.5%	305.75	2.3%	31%	False	True	556,466
10	13,599.75	12,727.00	872.75	6.7%	266.25	2.0%	43%	False	False	507,634
20	13,599.75	12,491.25	1,108.50	8.5%	244.50	1.9%	55%	False	False	491,750
40	13,599.75	12,082.00	1,517.75	11.6%	209.50	1.6%	67%	False	False	356,685
60	13,599.75	10,934.00	2,665.75	20.3%	227.00	1.7%	81%	False	False	238,084
80	13,599.75	10,934.00	2,665.75	20.3%	236.25	1.8%	81%	False	False	178,718
100	13,599.75	10,649.50	2,950.25	22.5%	266.25	2.0%	83%	False	False	143,090

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.70
Widest range in 99 trading days

Fibonacci Retracements and Extensions
4.250	16,569.00
2.618	15,423.75
1.618	14,722.00
1.000	14,288.25
0.618	14,020.25
HIGH	13,586.50
0.618	13,318.50
0.500	13,235.50
0.382	13,152.75
LOW	12,884.75
0.618	12,451.00
1.000	12,183.00
1.618	11,749.25
2.618	11,047.50
4.250	9,902.25

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	13,235.50	13,242.25
PP	13,192.25	13,196.75
S1	13,149.00	13,151.00

Download as Excel Spreadsheet

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

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