E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 25-Jan-2021

Day Change Summary
	Previous	Current
	22-Jan-2021	25-Jan-2021	Change	Change %	Previous Week
Open	13,394.00	13,370.00	-24.00	-0.2%	12,774.25
High	13,402.25	13,554.50	152.25	1.1%	13,423.50
Low	13,300.25	13,189.00	-111.25	-0.8%	12,727.00
Close	13,361.50	13,475.50	114.00	0.9%	13,361.50
Range	102.00	365.50	263.50	258.3%	696.50
ATR	206.88	218.21	11.33	5.5%	0.00
Volume	407,706	663,844	256,138	62.8%	1,749,996

Daily Pivots for day following 25-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,502.75	14,354.75	13,676.50
R3	14,137.25	13,989.25	13,576.00
R2	13,771.75	13,771.75	13,542.50
R1	13,623.75	13,623.75	13,509.00	13,697.75
PP	13,406.25	13,406.25	13,406.25	13,443.50
S1	13,258.25	13,258.25	13,442.00	13,332.25
S2	13,040.75	13,040.75	13,408.50
S3	12,675.25	12,892.75	13,375.00
S4	12,309.75	12,527.25	13,274.50

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	13,554.50	12,727.00	827.50	6.1%	244.75	1.8%	90%	True	False	482,768
10	13,554.50	12,727.00	827.50	6.1%	216.75	1.6%	90%	True	False	470,397
20	13,554.50	12,491.25	1,063.25	7.9%	213.25	1.6%	93%	True	False	453,315
40	13,554.50	12,075.00	1,479.50	11.0%	193.25	1.4%	95%	True	False	324,490
60	13,554.50	10,934.00	2,620.50	19.4%	224.00	1.7%	97%	True	False	216,625
80	13,554.50	10,934.00	2,620.50	19.4%	232.00	1.7%	97%	True	False	162,621
100	13,554.50	10,649.50	2,905.00	21.6%	262.00	1.9%	97%	True	False	130,206

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	45.23
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	15,108.00
2.618	14,511.50
1.618	14,146.00
1.000	13,920.00
0.618	13,780.50
HIGH	13,554.50
0.618	13,415.00
0.500	13,371.75
0.382	13,328.50
LOW	13,189.00
0.618	12,963.00
1.000	12,823.50
1.618	12,597.50
2.618	12,232.00
4.250	11,635.50

Fisher Pivots for day following 25-Jan-2021
Pivot	1 day	3 day
R1	13,441.00	13,441.00
PP	13,406.25	13,406.25
S1	13,371.75	13,371.75

Download as Excel Spreadsheet

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

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