E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 29-Jan-2021

Day Change Summary
	Previous	Current
	28-Jan-2021	29-Jan-2021	Change	Change %	Previous Week
Open	13,052.50	13,156.00	103.50	0.8%	13,370.00
High	13,394.00	13,188.00	-206.00	-1.5%	13,599.75
Low	12,906.25	12,829.00	-77.25	-0.6%	12,829.00
Close	13,186.00	12,911.25	-274.75	-2.1%	12,911.25
Range	487.75	359.00	-128.75	-26.4%	770.75
ATR	269.61	276.00	6.38	2.4%	0.00
Volume	623,570	738,848	115,278	18.5%	3,315,123

Daily Pivots for day following 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,053.00	13,841.25	13,108.75
R3	13,694.00	13,482.25	13,010.00
R2	13,335.00	13,335.00	12,977.00
R1	13,123.25	13,123.25	12,944.25	13,049.50
PP	12,976.00	12,976.00	12,976.00	12,939.25
S1	12,764.25	12,764.25	12,878.25	12,690.50
S2	12,617.00	12,617.00	12,845.50
S3	12,258.00	12,405.25	12,812.50
S4	11,899.00	12,046.25	12,713.75

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,425.50	14,939.25	13,335.25
R3	14,654.75	14,168.50	13,123.25
R2	13,884.00	13,884.00	13,052.50
R1	13,397.75	13,397.75	12,982.00	13,255.50
PP	13,113.25	13,113.25	13,113.25	13,042.25
S1	12,627.00	12,627.00	12,840.50	12,484.75
S2	12,342.50	12,342.50	12,770.00
S3	11,571.75	11,856.25	12,699.25
S4	10,801.00	11,085.50	12,487.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,599.75	12,829.00	770.75	6.0%	426.75	3.3%	11%	False	True	663,024
10	13,599.75	12,727.00	872.75	6.8%	318.00	2.5%	21%	False	False	560,488
20	13,599.75	12,491.25	1,108.50	8.6%	277.00	2.1%	38%	False	False	523,456
40	13,599.75	12,216.75	1,383.00	10.7%	219.50	1.7%	50%	False	False	390,651
60	13,599.75	11,055.00	2,544.75	19.7%	231.25	1.8%	73%	False	False	260,764
80	13,599.75	10,934.00	2,665.75	20.6%	239.25	1.9%	74%	False	False	195,731
100	13,599.75	10,649.50	2,950.25	22.9%	260.25	2.0%	77%	False	False	156,709

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	57.03
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,713.75
2.618	14,127.75
1.618	13,768.75
1.000	13,547.00
0.618	13,409.75
HIGH	13,188.00
0.618	13,050.75
0.500	13,008.50
0.382	12,966.25
LOW	12,829.00
0.618	12,607.25
1.000	12,470.00
1.618	12,248.25
2.618	11,889.25
4.250	11,303.25

Fisher Pivots for day following 29-Jan-2021
Pivot	1 day	3 day
R1	13,008.50	13,207.75
PP	12,976.00	13,109.00
S1	12,943.75	13,010.00

Download as Excel Spreadsheet

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

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