E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 12-Jan-2021

Day Change Summary
	Previous	Current
	11-Jan-2021	12-Jan-2021	Change	Change %	Previous Week
Open	13,093.25	12,910.75	-182.50	-1.4%	12,889.00
High	13,105.25	12,959.00	-146.25	-1.1%	13,125.00
Low	12,871.75	12,767.25	-104.50	-0.8%	12,491.25
Close	12,897.00	12,890.25	-6.75	-0.1%	13,097.25
Range	233.50	191.75	-41.75	-17.9%	633.75
ATR	213.51	211.96	-1.55	-0.7%	0.00
Volume	454,751	461,733	6,982	1.5%	2,833,309

Daily Pivots for day following 12-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,447.50	13,360.50	12,995.75
R3	13,255.75	13,168.75	12,943.00
R2	13,064.00	13,064.00	12,925.50
R1	12,977.00	12,977.00	12,907.75	12,924.50
PP	12,872.25	12,872.25	12,872.25	12,846.00
S1	12,785.25	12,785.25	12,872.75	12,733.00
S2	12,680.50	12,680.50	12,855.00
S3	12,488.75	12,593.50	12,837.50
S4	12,297.00	12,401.75	12,784.75

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,805.75	14,585.25	13,445.75
R3	14,172.00	13,951.50	13,271.50
R2	13,538.25	13,538.25	13,213.50
R1	13,317.75	13,317.75	13,155.25	13,428.00
PP	12,904.50	12,904.50	12,904.50	12,959.50
S1	12,684.00	12,684.00	13,039.25	12,794.25
S2	12,270.75	12,270.75	12,981.00
S3	11,637.00	12,050.25	12,923.00
S4	11,003.25	11,416.50	12,748.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,125.00	12,491.25	633.75	4.9%	259.25	2.0%	63%	False	False	523,229
10	13,125.00	12,491.25	633.75	4.9%	223.00	1.7%	63%	False	False	475,866
20	13,125.00	12,388.00	737.00	5.7%	194.00	1.5%	68%	False	False	439,063
40	13,125.00	11,797.00	1,328.00	10.3%	185.00	1.4%	82%	False	False	229,921
60	13,125.00	10,934.00	2,191.00	17.0%	224.75	1.7%	89%	False	False	153,581
80	13,125.00	10,649.50	2,475.50	19.2%	243.00	1.9%	91%	False	False	115,369
100	13,125.00	10,649.50	2,475.50	19.2%	258.50	2.0%	91%	False	False	92,335

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.65
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	13,774.00
2.618	13,461.00
1.618	13,269.25
1.000	13,150.75
0.618	13,077.50
HIGH	12,959.00
0.618	12,885.75
0.500	12,863.00
0.382	12,840.50
LOW	12,767.25
0.618	12,648.75
1.000	12,575.50
1.618	12,457.00
2.618	12,265.25
4.250	11,952.25

Fisher Pivots for day following 12-Jan-2021
Pivot	1 day	3 day
R1	12,881.25	12,946.00
PP	12,872.25	12,927.50
S1	12,863.00	12,909.00

Download as Excel Spreadsheet

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

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