E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 11-Feb-2021

Day Change Summary
	Previous	Current
	10-Feb-2021	11-Feb-2021	Change	Change %	Previous Week
Open	13,698.00	13,662.00	-36.00	-0.3%	12,849.00
High	13,769.25	13,743.75	-25.50	-0.2%	13,638.50
Low	13,516.75	13,612.50	95.75	0.7%	12,727.25
Close	13,643.50	13,729.00	85.50	0.6%	13,598.00
Range	252.50	131.25	-121.25	-48.0%	911.25
ATR	247.63	239.32	-8.31	-3.4%	0.00
Volume	552,643	495,131	-57,512	-10.4%	2,380,276

Daily Pivots for day following 11-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,088.75	14,040.25	13,801.25
R3	13,957.50	13,909.00	13,765.00
R2	13,826.25	13,826.25	13,753.00
R1	13,777.75	13,777.75	13,741.00	13,802.00
PP	13,695.00	13,695.00	13,695.00	13,707.25
S1	13,646.50	13,646.50	13,717.00	13,670.75
S2	13,563.75	13,563.75	13,705.00
S3	13,432.50	13,515.25	13,693.00
S4	13,301.25	13,384.00	13,656.75

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	13,769.25	13,516.75	252.50	1.8%	140.25	1.0%	84%	False	False	448,150
10	13,769.25	12,727.25	1,042.00	7.6%	230.50	1.7%	96%	False	False	492,794
20	13,769.25	12,727.00	1,042.25	7.6%	263.75	1.9%	96%	False	False	510,578
40	13,769.25	12,423.00	1,346.25	9.8%	229.25	1.7%	97%	False	False	474,683
60	13,769.25	11,800.50	1,968.75	14.3%	211.75	1.5%	98%	False	False	330,401
80	13,769.25	10,934.00	2,835.25	20.7%	234.00	1.7%	99%	False	False	248,026
100	13,769.25	10,649.50	3,119.75	22.7%	244.75	1.8%	99%	False	False	198,562
120	13,769.25	10,649.50	3,119.75	22.7%	258.75	1.9%	99%	False	False	165,511

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,301.50
2.618	14,087.25
1.618	13,956.00
1.000	13,875.00
0.618	13,824.75
HIGH	13,743.75
0.618	13,693.50
0.500	13,678.00
0.382	13,662.75
LOW	13,612.50
0.618	13,531.50
1.000	13,481.25
1.618	13,400.25
2.618	13,269.00
4.250	13,054.75

Fisher Pivots for day following 11-Feb-2021
Pivot	1 day	3 day
R1	13,712.00	13,700.25
PP	13,695.00	13,671.75
S1	13,678.00	13,643.00

Download as Excel Spreadsheet

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

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