E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	12,845.25	12,860.75	15.50	0.1%	12,760.00
High	12,918.25	12,909.75	-8.50	-0.1%	12,782.50
Low	12,808.25	12,820.50	12.25	0.1%	12,461.00
Close	12,841.00	12,841.50	0.50	0.0%	12,704.50
Range	110.00	89.25	-20.75	-18.9%	321.50
ATR	183.68	176.94	-6.75	-3.7%	0.00
Volume	393,995	334,304	-59,691	-15.2%	1,595,328

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,125.00	13,072.50	12,890.50
R3	13,035.75	12,983.25	12,866.00
R2	12,946.50	12,946.50	12,857.75
R1	12,894.00	12,894.00	12,849.75	12,875.50
PP	12,857.25	12,857.25	12,857.25	12,848.00
S1	12,804.75	12,804.75	12,833.25	12,786.50
S2	12,768.00	12,768.00	12,825.25
S3	12,678.75	12,715.50	12,817.00
S4	12,589.50	12,626.25	12,792.50

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,613.75	13,480.75	12,881.25
R3	13,292.25	13,159.25	12,793.00
R2	12,970.75	12,970.75	12,763.50
R1	12,837.75	12,837.75	12,734.00	12,743.50
PP	12,649.25	12,649.25	12,649.25	12,602.25
S1	12,516.25	12,516.25	12,675.00	12,422.00
S2	12,327.75	12,327.75	12,645.50
S3	12,006.25	12,194.75	12,616.00
S4	11,684.75	11,873.25	12,527.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,918.25	12,623.50	294.75	2.3%	121.50	0.9%	74%	False	False	321,293
10	12,918.25	12,461.00	457.25	3.6%	150.25	1.2%	83%	False	False	392,749
20	12,918.25	12,216.75	701.50	5.5%	162.25	1.3%	89%	False	False	257,846
40	12,918.25	11,055.00	1,863.25	14.5%	208.50	1.6%	96%	False	False	129,418
60	12,918.25	10,934.00	1,984.25	15.5%	226.50	1.8%	96%	False	False	86,490
80	12,918.25	10,649.50	2,268.75	17.7%	256.25	2.0%	97%	False	False	65,022

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.93
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	13,289.00
2.618	13,143.50
1.618	13,054.25
1.000	12,999.00
0.618	12,965.00
HIGH	12,909.75
0.618	12,875.75
0.500	12,865.00
0.382	12,854.50
LOW	12,820.50
0.618	12,765.25
1.000	12,731.25
1.618	12,676.00
2.618	12,586.75
4.250	12,441.25

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	12,865.00	12,823.25
PP	12,857.25	12,805.00
S1	12,849.50	12,786.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols