E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	12,802.50	12,957.50	155.00	1.2%	13,585.00
High	13,089.50	13,318.00	228.50	1.7%	13,629.00
Low	12,662.25	12,946.25	284.00	2.2%	12,662.25
Close	12,911.00	13,279.75	368.75	2.9%	12,911.00
Range	427.25	371.75	-55.50	-13.0%	966.75
ATR	307.17	314.30	7.13	2.3%	0.00
Volume	841,911	513,852	-328,059	-39.0%	3,931,585

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,296.50	14,160.00	13,484.25
R3	13,924.75	13,788.25	13,382.00
R2	13,553.00	13,553.00	13,348.00
R1	13,416.50	13,416.50	13,313.75	13,484.75
PP	13,181.25	13,181.25	13,181.25	13,215.50
S1	13,044.75	13,044.75	13,245.75	13,113.00
S2	12,809.50	12,809.50	13,211.50
S3	12,437.75	12,673.00	13,177.50
S4	12,066.00	12,301.25	13,075.25

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,967.75	15,406.00	13,442.75
R3	15,001.00	14,439.25	13,176.75
R2	14,034.25	14,034.25	13,088.25
R1	13,472.50	13,472.50	12,999.50	13,270.00
PP	13,067.50	13,067.50	13,067.50	12,966.00
S1	12,505.75	12,505.75	12,822.50	12,303.25
S2	12,100.75	12,100.75	12,733.75
S3	11,134.00	11,539.00	12,645.25
S4	10,167.25	10,572.25	12,379.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,353.75	12,662.25	691.50	5.2%	468.75	3.5%	89%	False	False	759,382
10	13,900.50	12,662.25	1,238.25	9.3%	363.25	2.7%	50%	False	False	674,342
20	13,900.50	12,662.25	1,238.25	9.3%	287.75	2.2%	50%	False	False	566,272
40	13,900.50	12,491.25	1,409.25	10.6%	282.25	2.1%	56%	False	False	544,864
60	13,900.50	12,216.75	1,683.75	12.7%	242.25	1.8%	63%	False	False	449,191
80	13,900.50	11,055.00	2,845.50	21.4%	245.50	1.8%	78%	False	False	337,141
100	13,900.50	10,934.00	2,966.50	22.3%	249.00	1.9%	79%	False	False	269,839
120	13,900.50	10,649.50	3,251.00	24.5%	265.00	2.0%	81%	False	False	224,969

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	72.88
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	14,898.00
2.618	14,291.25
1.618	13,919.50
1.000	13,689.75
0.618	13,547.75
HIGH	13,318.00
0.618	13,176.00
0.500	13,132.00
0.382	13,088.25
LOW	12,946.25
0.618	12,716.50
1.000	12,574.50
1.618	12,344.75
2.618	11,973.00
4.250	11,366.25

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	13,230.50	13,189.25
PP	13,181.25	13,098.50
S1	13,132.00	13,008.00

Download as Excel Spreadsheet

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

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