E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 04-Jan-2021
Day Change Summary
Previous Current
31-Dec-2020 04-Jan-2021 Change Change % Previous Week
Open 12,840.00 12,889.00 49.00 0.4% 12,676.25
High 12,896.00 12,959.75 63.75 0.5% 12,918.25
Low 12,796.50 12,522.50 -274.00 -2.1% 12,655.25
Close 12,885.50 12,685.50 -200.00 -1.6% 12,885.50
Range 99.50 437.25 337.75 339.4% 263.00
ATR 171.41 190.39 18.99 11.1% 0.00
Volume 280,573 650,472 369,899 131.8% 1,355,563
Daily Pivots for day following 04-Jan-2021
Classic Woodie Camarilla DeMark
R4 14,034.25 13,797.25 12,926.00
R3 13,597.00 13,360.00 12,805.75
R2 13,159.75 13,159.75 12,765.75
R1 12,922.75 12,922.75 12,725.50 12,822.50
PP 12,722.50 12,722.50 12,722.50 12,672.50
S1 12,485.50 12,485.50 12,645.50 12,385.50
S2 12,285.25 12,285.25 12,605.25
S3 11,848.00 12,048.25 12,565.25
S4 11,410.75 11,611.00 12,445.00
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 13,608.75 13,510.00 13,030.25
R3 13,345.75 13,247.00 12,957.75
R2 13,082.75 13,082.75 12,933.75
R1 12,984.00 12,984.00 12,909.50 13,033.50
PP 12,819.75 12,819.75 12,819.75 12,844.25
S1 12,721.00 12,721.00 12,861.50 12,770.50
S2 12,556.75 12,556.75 12,837.25
S3 12,293.75 12,458.00 12,813.25
S4 12,030.75 12,195.00 12,740.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,959.75 12,522.50 437.25 3.4% 187.25 1.5% 37% True True 401,207
10 12,959.75 12,461.00 498.75 3.9% 181.25 1.4% 45% True False 406,234
20 12,959.75 12,216.75 743.00 5.9% 176.75 1.4% 63% True False 304,219
40 12,959.75 11,496.75 1,463.00 11.5% 199.75 1.6% 81% True False 152,631
60 12,959.75 10,934.00 2,025.75 16.0% 225.25 1.8% 86% True False 101,993
80 12,959.75 10,649.50 2,310.25 18.2% 249.75 2.0% 88% True False 76,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.23
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 14,818.00
2.618 14,104.50
1.618 13,667.25
1.000 13,397.00
0.618 13,230.00
HIGH 12,959.75
0.618 12,792.75
0.500 12,741.00
0.382 12,689.50
LOW 12,522.50
0.618 12,252.25
1.000 12,085.25
1.618 11,815.00
2.618 11,377.75
4.250 10,664.25
Fisher Pivots for day following 04-Jan-2021
Pivot 1 day 3 day
R1 12,741.00 12,741.00
PP 12,722.50 12,722.50
S1 12,704.00 12,704.00

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

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