E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 05-Feb-2021

Day Change Summary
	Previous	Current
	04-Feb-2021	05-Feb-2021	Change	Change %	Previous Week
Open	13,429.50	13,560.00	130.50	1.0%	12,849.00
High	13,568.75	13,638.50	69.75	0.5%	13,638.50
Low	13,345.25	13,519.50	174.25	1.3%	12,727.25
Close	13,547.50	13,598.00	50.50	0.4%	13,598.00
Range	223.50	119.00	-104.50	-46.8%	911.25
ATR	282.60	270.91	-11.69	-4.1%	0.00
Volume	408,023	431,935	23,912	5.9%	2,380,276

Daily Pivots for day following 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,942.25	13,889.25	13,663.50
R3	13,823.25	13,770.25	13,630.75
R2	13,704.25	13,704.25	13,619.75
R1	13,651.25	13,651.25	13,609.00	13,677.75
PP	13,585.25	13,585.25	13,585.25	13,598.50
S1	13,532.25	13,532.25	13,587.00	13,558.75
S2	13,466.25	13,466.25	13,576.25
S3	13,347.25	13,413.25	13,565.25
S4	13,228.25	13,294.25	13,532.50

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,055.00	15,737.75	14,099.25
R3	15,143.75	14,826.50	13,848.50
R2	14,232.50	14,232.50	13,765.00
R1	13,915.25	13,915.25	13,681.50	14,074.00
PP	13,321.25	13,321.25	13,321.25	13,400.50
S1	13,004.00	13,004.00	13,514.50	13,162.50
S2	12,410.00	12,410.00	13,431.00
S3	11,498.75	12,092.75	13,347.50
S4	10,587.50	11,181.50	13,096.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,638.50	12,727.25	911.25	6.7%	272.75	2.0%	96%	True	False	476,055
10	13,638.50	12,727.25	911.25	6.7%	349.75	2.6%	96%	True	False	569,539
20	13,638.50	12,727.00	911.50	6.7%	275.25	2.0%	96%	True	False	512,181
40	13,638.50	12,216.75	1,421.75	10.5%	238.25	1.8%	97%	True	False	449,686
60	13,638.50	11,496.75	2,141.75	15.8%	220.00	1.6%	98%	True	False	300,313
80	13,638.50	10,934.00	2,704.50	19.9%	238.75	1.8%	99%	True	False	225,452
100	13,638.50	10,649.50	2,989.00	22.0%	252.50	1.9%	99%	True	False	180,505
120	13,638.50	10,649.50	2,989.00	22.0%	258.25	1.9%	99%	True	False	150,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	80.13
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	14,144.25
2.618	13,950.00
1.618	13,831.00
1.000	13,757.50
0.618	13,712.00
HIGH	13,638.50
0.618	13,593.00
0.500	13,579.00
0.382	13,565.00
LOW	13,519.50
0.618	13,446.00
1.000	13,400.50
1.618	13,327.00
2.618	13,208.00
4.250	13,013.75

Fisher Pivots for day following 05-Feb-2021
Pivot	1 day	3 day
R1	13,591.75	13,562.50
PP	13,585.25	13,527.25
S1	13,579.00	13,492.00

Download as Excel Spreadsheet

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

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