E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	13,156.00	12,849.00	-307.00	-2.3%	13,370.00
High	13,188.00	13,271.50	83.50	0.6%	13,599.75
Low	12,829.00	12,727.25	-101.75	-0.8%	12,829.00
Close	12,911.25	13,236.50	325.25	2.5%	12,911.25
Range	359.00	544.25	185.25	51.6%	770.75
ATR	276.00	295.16	19.16	6.9%	0.00
Volume	738,848	549,549	-189,299	-25.6%	3,315,123

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,711.25	14,518.00	13,535.75
R3	14,167.00	13,973.75	13,386.25
R2	13,622.75	13,622.75	13,336.25
R1	13,429.50	13,429.50	13,286.50	13,526.00
PP	13,078.50	13,078.50	13,078.50	13,126.75
S1	12,885.25	12,885.25	13,186.50	12,982.00
S2	12,534.25	12,534.25	13,136.75
S3	11,990.00	12,341.00	13,086.75
S4	11,445.75	11,796.75	12,937.25

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	12,727.25	872.50	6.6%	462.50	3.5%	58%	False	True	640,165
10	13,599.75	12,727.00	872.75	6.6%	353.50	2.7%	58%	False	False	561,466
20	13,599.75	12,491.25	1,108.50	8.4%	299.25	2.3%	67%	False	False	536,905
40	13,599.75	12,216.75	1,383.00	10.4%	229.25	1.7%	74%	False	False	404,337
60	13,599.75	11,224.75	2,375.00	17.9%	235.75	1.8%	85%	False	False	269,913
80	13,599.75	10,934.00	2,665.75	20.1%	242.00	1.8%	86%	False	False	202,594
100	13,599.75	10,649.50	2,950.25	22.3%	260.50	2.0%	88%	False	False	162,203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	66.98
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	15,584.50
2.618	14,696.25
1.618	14,152.00
1.000	13,815.75
0.618	13,607.75
HIGH	13,271.50
0.618	13,063.50
0.500	12,999.50
0.382	12,935.25
LOW	12,727.25
0.618	12,391.00
1.000	12,183.00
1.618	11,846.75
2.618	11,302.50
4.250	10,414.25

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	13,157.50	13,178.00
PP	13,078.50	13,119.25
S1	12,999.50	13,060.50

Download as Excel Spreadsheet

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

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