E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	13,711.25	13,829.50	118.25	0.9%	13,623.75
High	13,820.75	13,900.50	79.75	0.6%	13,820.75
Low	13,646.00	13,716.00	70.00	0.5%	13,516.75
Close	13,804.75	13,767.75	-37.00	-0.3%	13,804.75
Range	174.75	184.50	9.75	5.6%	304.00
ATR	234.71	231.12	-3.59	-1.5%	0.00
Volume	392,927	604,657	211,730	53.9%	2,201,744

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,348.25	14,242.50	13,869.25
R3	14,163.75	14,058.00	13,818.50
R2	13,979.25	13,979.25	13,801.50
R1	13,873.50	13,873.50	13,784.75	13,834.00
PP	13,794.75	13,794.75	13,794.75	13,775.00
S1	13,689.00	13,689.00	13,750.75	13,649.50
S2	13,610.25	13,610.25	13,734.00
S3	13,425.75	13,504.50	13,717.00
S4	13,241.25	13,320.00	13,666.25

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,626.00	14,519.50	13,972.00
R3	14,322.00	14,215.50	13,888.25
R2	14,018.00	14,018.00	13,860.50
R1	13,911.50	13,911.50	13,832.50	13,964.75
PP	13,714.00	13,714.00	13,714.00	13,740.75
S1	13,607.50	13,607.50	13,777.00	13,660.75
S2	13,410.00	13,410.00	13,749.00
S3	13,106.00	13,303.50	13,721.25
S4	12,802.00	12,999.50	13,637.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,900.50	13,516.75	383.75	2.8%	168.75	1.2%	65%	True	False	482,494
10	13,900.50	13,230.50	670.00	4.9%	176.00	1.3%	80%	True	False	463,712
20	13,900.50	12,727.00	1,173.50	8.5%	264.75	1.9%	89%	True	False	512,589
40	13,900.50	12,461.00	1,439.50	10.5%	230.25	1.7%	91%	True	False	479,400
60	13,900.50	11,800.50	2,100.00	15.3%	212.00	1.5%	94%	True	False	346,999
80	13,900.50	10,934.00	2,966.50	21.5%	231.75	1.7%	96%	True	False	260,476
100	13,900.50	10,655.00	3,245.50	23.6%	242.00	1.8%	96%	True	False	208,516
120	13,900.50	10,649.50	3,251.00	23.6%	259.25	1.9%	96%	True	False	173,823

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53.95
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,684.50
2.618	14,383.50
1.618	14,199.00
1.000	14,085.00
0.618	14,014.50
HIGH	13,900.50
0.618	13,830.00
0.500	13,808.25
0.382	13,786.50
LOW	13,716.00
0.618	13,602.00
1.000	13,531.50
1.618	13,417.50
2.618	13,233.00
4.250	12,932.00

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	13,808.25	13,764.00
PP	13,794.75	13,760.25
S1	13,781.25	13,756.50

Download as Excel Spreadsheet

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

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