E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	12,860.75	12,840.00	-20.75	-0.2%	12,760.00
High	12,909.75	12,896.00	-13.75	-0.1%	12,782.50
Low	12,820.50	12,796.50	-24.00	-0.2%	12,461.00
Close	12,841.50	12,885.50	44.00	0.3%	12,704.50
Range	89.25	99.50	10.25	11.5%	321.50
ATR	176.94	171.41	-5.53	-3.1%	0.00
Volume	334,304	280,573	-53,731	-16.1%	1,595,328

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	13,157.75	13,121.25	12,940.25
R3	13,058.25	13,021.75	12,912.75
R2	12,958.75	12,958.75	12,903.75
R1	12,922.25	12,922.25	12,894.50	12,940.50
PP	12,859.25	12,859.25	12,859.25	12,868.50
S1	12,822.75	12,822.75	12,876.50	12,841.00
S2	12,759.75	12,759.75	12,867.25
S3	12,660.25	12,723.25	12,858.25
S4	12,560.75	12,623.75	12,830.75

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	12,631.50	286.75	2.2%	118.25	0.9%	89%	False	False	305,805
10	12,918.25	12,461.00	457.25	3.5%	147.00	1.1%	93%	False	False	380,079
20	12,918.25	12,216.75	701.50	5.4%	159.50	1.2%	95%	False	False	271,769
40	12,918.25	11,224.75	1,693.50	13.1%	204.00	1.6%	98%	False	False	136,417
60	12,918.25	10,934.00	1,984.25	15.4%	223.00	1.7%	98%	False	False	91,157
80	12,918.25	10,649.50	2,268.75	17.6%	251.00	1.9%	99%	False	False	68,527

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	34.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,319.00
2.618	13,156.50
1.618	13,057.00
1.000	12,995.50
0.618	12,957.50
HIGH	12,896.00
0.618	12,858.00
0.500	12,846.25
0.382	12,834.50
LOW	12,796.50
0.618	12,735.00
1.000	12,697.00
1.618	12,635.50
2.618	12,536.00
4.250	12,373.50

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	12,872.50	12,876.00
PP	12,859.25	12,866.75
S1	12,846.25	12,857.50

Download as Excel Spreadsheet

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

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