E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	12,909.00	12,774.25	-134.75	-1.0%	13,093.25
High	12,931.25	13,032.75	101.50	0.8%	13,105.25
Low	12,743.50	12,727.00	-16.50	-0.1%	12,743.50
Close	12,802.25	12,985.50	183.25	1.4%	12,802.25
Range	187.75	305.75	118.00	62.8%	361.75
ATR	204.14	211.40	7.26	3.6%	0.00
Volume	539,769	481,603	-58,166	-10.8%	2,290,131

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,832.25	13,714.75	13,153.75
R3	13,526.50	13,409.00	13,069.50
R2	13,220.75	13,220.75	13,041.50
R1	13,103.25	13,103.25	13,013.50	13,162.00
PP	12,915.00	12,915.00	12,915.00	12,944.50
S1	12,797.50	12,797.50	12,957.50	12,856.25
S2	12,609.25	12,609.25	12,929.50
S3	12,303.50	12,491.75	12,901.50
S4	11,997.75	12,186.00	12,817.25

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,969.00	13,747.25	13,001.25
R3	13,607.25	13,385.50	12,901.75
R2	13,245.50	13,245.50	12,868.50
R1	13,023.75	13,023.75	12,835.50	12,953.75
PP	12,883.75	12,883.75	12,883.75	12,848.50
S1	12,662.00	12,662.00	12,769.00	12,592.00
S2	12,522.00	12,522.00	12,736.00
S3	12,160.25	12,300.25	12,702.75
S4	11,798.50	11,938.50	12,603.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,032.75	12,727.00	305.75	2.4%	203.00	1.6%	85%	True	True	463,396
10	13,125.00	12,491.25	633.75	4.9%	231.75	1.8%	78%	False	False	495,457
20	13,125.00	12,461.00	664.00	5.1%	206.50	1.6%	79%	False	False	450,845
40	13,125.00	11,800.50	1,324.50	10.2%	189.25	1.5%	89%	False	False	276,233
60	13,125.00	10,934.00	2,191.00	16.9%	222.50	1.7%	94%	False	False	184,457
80	13,125.00	10,655.00	2,470.00	19.0%	234.50	1.8%	94%	False	False	138,508
100	13,125.00	10,649.50	2,475.50	19.1%	259.75	2.0%	94%	False	False	110,886

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	37.95
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	14,332.25
2.618	13,833.25
1.618	13,527.50
1.000	13,338.50
0.618	13,221.75
HIGH	13,032.75
0.618	12,916.00
0.500	12,880.00
0.382	12,843.75
LOW	12,727.00
0.618	12,538.00
1.000	12,421.25
1.618	12,232.25
2.618	11,926.50
4.250	11,427.50

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	12,950.25	12,950.25
PP	12,915.00	12,915.00
S1	12,880.00	12,880.00

Download as Excel Spreadsheet

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

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