E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 22-Feb-2021

Day Change Summary
	Previous	Current
	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	13,638.25	13,585.00	-53.25	-0.4%	13,829.50
High	13,729.00	13,629.00	-100.00	-0.7%	13,900.50
Low	13,534.75	13,215.00	-319.75	-2.4%	13,468.00
Close	13,576.00	13,224.25	-351.75	-2.6%	13,576.00
Range	194.25	414.00	219.75	113.1%	432.50
ATR	230.76	243.85	13.09	5.7%	0.00
Volume	535,194	648,527	113,333	21.2%	2,297,992

Daily Pivots for day following 22-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,598.00	14,325.25	13,452.00
R3	14,184.00	13,911.25	13,338.00
R2	13,770.00	13,770.00	13,300.25
R1	13,497.25	13,497.25	13,262.25	13,426.50
PP	13,356.00	13,356.00	13,356.00	13,320.75
S1	13,083.25	13,083.25	13,186.25	13,012.50
S2	12,942.00	12,942.00	13,148.25
S3	12,528.00	12,669.25	13,110.50
S4	12,114.00	12,255.25	12,996.50

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,945.75	14,693.25	13,814.00
R3	14,513.25	14,260.75	13,695.00
R2	14,080.75	14,080.75	13,655.25
R1	13,828.25	13,828.25	13,615.75	13,738.25
PP	13,648.25	13,648.25	13,648.25	13,603.00
S1	13,395.75	13,395.75	13,536.25	13,305.75
S2	13,215.75	13,215.75	13,496.75
S3	12,783.25	12,963.25	13,457.00
S4	12,350.75	12,530.75	13,338.00

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	13,215.00	685.50	5.2%	258.00	2.0%	1%	False	True	589,303
10	13,900.50	13,215.00	685.50	5.2%	204.75	1.5%	1%	False	True	514,826
20	13,900.50	12,727.25	1,173.25	8.9%	277.25	2.1%	42%	False	False	542,183
40	13,900.50	12,491.25	1,409.25	10.7%	239.00	1.8%	52%	False	False	490,103
60	13,900.50	11,869.00	2,031.50	15.4%	219.00	1.7%	67%	False	False	386,002
80	13,900.50	10,934.00	2,966.50	22.4%	234.50	1.8%	77%	False	False	289,722
100	13,900.50	10,934.00	2,966.50	22.4%	239.00	1.8%	77%	False	False	231,905
120	13,900.50	10,649.50	3,251.00	24.6%	262.75	2.0%	79%	False	False	193,337

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	51.95
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	15,388.50
2.618	14,712.75
1.618	14,298.75
1.000	14,043.00
0.618	13,884.75
HIGH	13,629.00
0.618	13,470.75
0.500	13,422.00
0.382	13,373.25
LOW	13,215.00
0.618	12,959.25
1.000	12,801.00
1.618	12,545.25
2.618	12,131.25
4.250	11,455.50

Fisher Pivots for day following 22-Feb-2021
Pivot	1 day	3 day
R1	13,422.00	13,472.00
PP	13,356.00	13,389.50
S1	13,290.25	13,306.75

Download as Excel Spreadsheet

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

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