E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	13,288.50	13,394.00	105.50	0.8%	12,774.25
High	13,423.50	13,402.25	-21.25	-0.2%	13,423.50
Low	13,283.25	13,300.25	17.00	0.1%	12,727.00
Close	13,395.50	13,361.50	-34.00	-0.3%	13,361.50
Range	140.25	102.00	-38.25	-27.3%	696.50
ATR	214.94	206.88	-8.07	-3.8%	0.00
Volume	421,922	407,706	-14,216	-3.4%	1,749,996

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,660.75	13,613.00	13,417.50
R3	13,558.75	13,511.00	13,389.50
R2	13,456.75	13,456.75	13,380.25
R1	13,409.00	13,409.00	13,370.75	13,382.00
PP	13,354.75	13,354.75	13,354.75	13,341.00
S1	13,307.00	13,307.00	13,352.25	13,280.00
S2	13,252.75	13,252.75	13,342.75
S3	13,150.75	13,205.00	13,333.50
S4	13,048.75	13,103.00	13,305.50

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,260.25	15,007.25	13,744.50
R3	14,563.75	14,310.75	13,553.00
R2	13,867.25	13,867.25	13,489.25
R1	13,614.25	13,614.25	13,425.25	13,740.75
PP	13,170.75	13,170.75	13,170.75	13,234.00
S1	12,917.75	12,917.75	13,297.75	13,044.25
S2	12,474.25	12,474.25	13,233.75
S3	11,777.75	12,221.25	13,170.00
S4	11,081.25	11,524.75	12,978.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,423.50	12,727.00	696.50	5.2%	209.25	1.6%	91%	False	False	457,953
10	13,423.50	12,727.00	696.50	5.2%	200.75	1.5%	91%	False	False	454,823
20	13,423.50	12,491.25	932.25	7.0%	200.75	1.5%	93%	False	False	438,023
40	13,423.50	11,869.00	1,554.50	11.6%	190.00	1.4%	96%	False	False	307,912
60	13,423.50	10,934.00	2,489.50	18.6%	220.25	1.6%	98%	False	False	205,569
80	13,423.50	10,934.00	2,489.50	18.6%	229.25	1.7%	98%	False	False	154,335
100	13,423.50	10,649.50	2,774.00	20.8%	260.00	1.9%	98%	False	False	123,568

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.93
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	13,835.75
2.618	13,669.25
1.618	13,567.25
1.000	13,504.25
0.618	13,465.25
HIGH	13,402.25
0.618	13,363.25
0.500	13,351.25
0.382	13,339.25
LOW	13,300.25
0.618	13,237.25
1.000	13,198.25
1.618	13,135.25
2.618	13,033.25
4.250	12,866.75

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	13,358.00	13,314.50
PP	13,354.75	13,267.25
S1	13,351.25	13,220.25

Download as Excel Spreadsheet

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

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