E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	12,682.00	12,435.00	-247.00	-1.9%	12,957.50
High	12,797.00	12,697.75	-99.25	-0.8%	13,328.25
Low	12,306.50	12,207.25	-99.25	-0.8%	12,207.25
Close	12,455.00	12,663.75	208.75	1.7%	12,663.75
Range	490.50	490.50	0.00	0.0%	1,121.00
ATR	339.00	349.82	10.82	3.2%	0.00
Volume	1,049,493	1,016,317	-33,176	-3.2%	3,899,248

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,994.50	13,819.50	12,933.50
R3	13,504.00	13,329.00	12,798.75
R2	13,013.50	13,013.50	12,753.75
R1	12,838.50	12,838.50	12,708.75	12,926.00
PP	12,523.00	12,523.00	12,523.00	12,566.50
S1	12,348.00	12,348.00	12,618.75	12,435.50
S2	12,032.50	12,032.50	12,573.75
S3	11,542.00	11,857.50	12,528.75
S4	11,051.50	11,367.00	12,394.00

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,096.00	15,501.00	13,280.25
R3	14,975.00	14,380.00	12,972.00
R2	13,854.00	13,854.00	12,869.25
R1	13,259.00	13,259.00	12,766.50	12,996.00
PP	12,733.00	12,733.00	12,733.00	12,601.50
S1	12,138.00	12,138.00	12,561.00	11,875.00
S2	11,612.00	11,612.00	12,458.25
S3	10,491.00	11,017.00	12,355.50
S4	9,370.00	9,896.00	12,047.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,328.25	12,207.25	1,121.00	8.9%	432.25	3.4%	41%	False	True	779,849
10	13,629.00	12,207.25	1,421.75	11.2%	454.75	3.6%	32%	False	True	783,083
20	13,900.50	12,207.25	1,693.25	13.4%	315.00	2.5%	27%	False	True	638,125
40	13,900.50	12,207.25	1,693.25	13.4%	300.00	2.4%	27%	False	True	575,253
60	13,900.50	12,207.25	1,693.25	13.4%	264.25	2.1%	27%	False	True	505,428
80	13,900.50	11,496.75	2,403.75	19.0%	249.50	2.0%	49%	False	False	379,399
100	13,900.50	10,934.00	2,966.50	23.4%	257.75	2.0%	58%	False	False	303,678
120	13,900.50	10,649.50	3,251.00	25.7%	263.75	2.1%	62%	False	False	253,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
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	100.60

Fibonacci Retracements and Extensions
4.250	14,782.50
2.618	13,982.00
1.618	13,491.50
1.000	13,188.25
0.618	13,001.00
HIGH	12,697.75
0.618	12,510.50
0.500	12,452.50
0.382	12,394.50
LOW	12,207.25
0.618	11,904.00
1.000	11,716.75
1.618	11,413.50
2.618	10,923.00
4.250	10,122.50

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	12,593.25	12,699.50
PP	12,523.00	12,687.75
S1	12,452.50	12,675.75

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

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