E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 09-Feb-2021

Day Change Summary
	Previous	Current
	08-Feb-2021	09-Feb-2021	Change	Change %	Previous Week
Open	13,623.75	13,683.50	59.75	0.4%	12,849.00
High	13,693.00	13,735.25	42.25	0.3%	13,638.50
Low	13,596.00	13,634.00	38.00	0.3%	12,727.25
Close	13,683.00	13,680.25	-2.75	0.0%	13,598.00
Range	97.00	101.25	4.25	4.4%	911.25
ATR	258.49	247.26	-11.23	-4.3%	0.00
Volume	393,927	367,116	-26,811	-6.8%	2,380,276

Daily Pivots for day following 09-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,987.00	13,934.75	13,736.00
R3	13,885.75	13,833.50	13,708.00
R2	13,784.50	13,784.50	13,698.75
R1	13,732.25	13,732.25	13,689.50	13,707.75
PP	13,683.25	13,683.25	13,683.25	13,671.00
S1	13,631.00	13,631.00	13,671.00	13,606.50
S2	13,582.00	13,582.00	13,661.75
S3	13,480.75	13,529.75	13,652.50
S4	13,379.50	13,428.50	13,624.50

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	13,735.25	13,345.25	390.00	2.9%	147.75	1.1%	86%	True	False	420,019
10	13,735.25	12,727.25	1,008.00	7.4%	311.00	2.3%	95%	True	False	529,020
20	13,735.25	12,727.00	1,008.25	7.4%	263.25	1.9%	95%	True	False	502,090
40	13,735.25	12,233.75	1,501.50	11.0%	228.25	1.7%	96%	True	False	466,870
60	13,735.25	11,771.00	1,964.25	14.4%	211.00	1.5%	97%	True	False	312,959
80	13,735.25	10,934.00	2,801.25	20.5%	235.00	1.7%	98%	True	False	234,948
100	13,735.25	10,649.50	3,085.75	22.6%	249.00	1.8%	98%	True	False	188,105
120	13,735.25	10,649.50	3,085.75	22.6%	258.50	1.9%	98%	True	False	156,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,165.50
2.618	14,000.25
1.618	13,899.00
1.000	13,836.50
0.618	13,797.75
HIGH	13,735.25
0.618	13,696.50
0.500	13,684.50
0.382	13,672.75
LOW	13,634.00
0.618	13,571.50
1.000	13,532.75
1.618	13,470.25
2.618	13,369.00
4.250	13,203.75

Fisher Pivots for day following 09-Feb-2021
Pivot	1 day	3 day
R1	13,684.50	13,662.50
PP	13,683.25	13,645.00
S1	13,681.75	13,627.50

Download as Excel Spreadsheet

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

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