E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 18-Feb-2021

Day Change Summary
	Previous	Current
	17-Feb-2021	18-Feb-2021	Change	Change %	Previous Week
Open	13,758.25	13,699.50	-58.75	-0.4%	13,623.75
High	13,785.00	13,723.25	-61.75	-0.4%	13,820.75
Low	13,543.00	13,468.00	-75.00	-0.6%	13,516.75
Close	13,699.75	13,633.00	-66.75	-0.5%	13,804.75
Range	242.00	255.25	13.25	5.5%	304.00
ATR	231.90	233.57	1.67	0.7%	0.00
Volume	583,565	574,576	-8,989	-1.5%	2,201,744

Daily Pivots for day following 18-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,373.75	14,258.75	13,773.50
R3	14,118.50	14,003.50	13,703.25
R2	13,863.25	13,863.25	13,679.75
R1	13,748.25	13,748.25	13,656.50	13,678.00
PP	13,608.00	13,608.00	13,608.00	13,573.00
S1	13,493.00	13,493.00	13,609.50	13,423.00
S2	13,352.75	13,352.75	13,586.25
S3	13,097.50	13,237.75	13,562.75
S4	12,842.25	12,982.50	13,492.50

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	13,468.00	432.50	3.2%	197.50	1.4%	38%	False	True	530,171
10	13,900.50	13,345.25	555.25	4.1%	178.00	1.3%	52%	False	False	480,450
20	13,900.50	12,727.25	1,173.25	8.6%	259.00	1.9%	77%	False	False	524,478
40	13,900.50	12,461.00	1,439.50	10.6%	236.00	1.7%	81%	False	False	487,106
60	13,900.50	11,804.00	2,096.50	15.4%	214.50	1.6%	87%	False	False	366,287
80	13,900.50	10,934.00	2,966.50	21.8%	233.00	1.7%	91%	False	False	274,941
100	13,900.50	10,808.75	3,091.75	22.7%	239.00	1.8%	91%	False	False	220,082
120	13,900.50	10,649.50	3,251.00	23.8%	260.00	1.9%	92%	False	False	183,473

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.95
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	14,808.00
2.618	14,391.50
1.618	14,136.25
1.000	13,978.50
0.618	13,881.00
HIGH	13,723.25
0.618	13,625.75
0.500	13,595.50
0.382	13,565.50
LOW	13,468.00
0.618	13,310.25
1.000	13,212.75
1.618	13,055.00
2.618	12,799.75
4.250	12,383.25

Fisher Pivots for day following 18-Feb-2021
Pivot	1 day	3 day
R1	13,620.50	13,684.25
PP	13,608.00	13,667.25
S1	13,595.50	13,650.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols