E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 06-Jan-2021

Day Change Summary
	Previous	Current
	05-Jan-2021	06-Jan-2021	Change	Change %	Previous Week
Open	12,682.75	12,800.25	117.50	0.9%	12,676.25
High	12,809.00	12,844.25	35.25	0.3%	12,918.25
Low	12,612.00	12,491.25	-120.75	-1.0%	12,655.25
Close	12,793.50	12,616.75	-176.75	-1.4%	12,885.50
Range	197.00	353.00	156.00	79.2%	263.00
ATR	190.87	202.45	11.58	6.1%	0.00
Volume	483,173	755,618	272,445	56.4%	1,355,563

Daily Pivots for day following 06-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,709.75	13,516.25	12,811.00
R3	13,356.75	13,163.25	12,713.75
R2	13,003.75	13,003.75	12,681.50
R1	12,810.25	12,810.25	12,649.00	12,730.50
PP	12,650.75	12,650.75	12,650.75	12,611.00
S1	12,457.25	12,457.25	12,584.50	12,377.50
S2	12,297.75	12,297.75	12,552.00
S3	11,944.75	12,104.25	12,519.75
S4	11,591.75	11,751.25	12,422.50

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	12,491.25	468.50	3.7%	235.25	1.9%	27%	False	True	500,828
10	12,959.75	12,491.25	468.50	3.7%	186.00	1.5%	27%	False	True	423,357
20	12,959.75	12,216.75	743.00	5.9%	193.00	1.5%	54%	False	False	365,778
40	12,959.75	11,496.75	1,463.00	11.6%	199.25	1.6%	77%	False	False	183,544
60	12,959.75	10,934.00	2,025.75	16.1%	229.75	1.8%	83%	False	False	122,628
80	12,959.75	10,649.50	2,310.25	18.3%	245.75	1.9%	85%	False	False	92,139
100	12,959.75	10,649.50	2,310.25	18.3%	253.00	2.0%	85%	False	False	73,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,344.50
2.618	13,768.50
1.618	13,415.50
1.000	13,197.25
0.618	13,062.50
HIGH	12,844.25
0.618	12,709.50
0.500	12,667.75
0.382	12,626.00
LOW	12,491.25
0.618	12,273.00
1.000	12,138.25
1.618	11,920.00
2.618	11,567.00
4.250	10,991.00

Fisher Pivots for day following 06-Jan-2021
Pivot	1 day	3 day
R1	12,667.75	12,725.50
PP	12,650.75	12,689.25
S1	12,633.75	12,653.00

Download as Excel Spreadsheet

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

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