E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	12,435.00	12,715.00	280.00	2.3%	12,957.50
High	12,697.75	12,761.25	63.50	0.5%	13,328.25
Low	12,207.25	12,281.75	74.50	0.6%	12,207.25
Close	12,663.75	12,297.25	-366.50	-2.9%	12,663.75
Range	490.50	479.50	-11.00	-2.2%	1,121.00
ATR	349.82	359.08	9.26	2.6%	0.00
Volume	1,016,317	749,028	-267,289	-26.3%	3,899,248

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,885.25	13,570.75	12,561.00
R3	13,405.75	13,091.25	12,429.00
R2	12,926.25	12,926.25	12,385.25
R1	12,611.75	12,611.75	12,341.25	12,529.25
PP	12,446.75	12,446.75	12,446.75	12,405.50
S1	12,132.25	12,132.25	12,253.25	12,049.75
S2	11,967.25	11,967.25	12,209.25
S3	11,487.75	11,652.75	12,165.50
S4	11,008.25	11,173.25	12,033.50

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	9.1%	453.75	3.7%	8%	False	False	826,884
10	13,353.75	12,207.25	1,146.50	9.3%	461.25	3.8%	8%	False	False	793,133
20	13,900.50	12,207.25	1,693.25	13.8%	333.00	2.7%	5%	False	False	653,979
40	13,900.50	12,207.25	1,693.25	13.8%	304.00	2.5%	5%	False	False	583,080
60	13,900.50	12,207.25	1,693.25	13.8%	269.75	2.2%	5%	False	False	517,784
80	13,900.50	11,496.75	2,403.75	19.5%	248.25	2.0%	33%	False	False	388,730
100	13,900.50	10,934.00	2,966.50	24.1%	257.50	2.1%	46%	False	False	311,157
120	13,900.50	10,649.50	3,251.00	26.4%	265.75	2.2%	51%	False	False	259,418

Crabel Price Patterns
NR	True
NR4	True
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	True
Stretch	100.83
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,799.00
2.618	14,016.50
1.618	13,537.00
1.000	13,240.75
0.618	13,057.50
HIGH	12,761.25
0.618	12,578.00
0.500	12,521.50
0.382	12,465.00
LOW	12,281.75
0.618	11,985.50
1.000	11,802.25
1.618	11,506.00
2.618	11,026.50
4.250	10,244.00

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	12,521.50	12,502.00
PP	12,446.75	12,433.75
S1	12,372.00	12,365.50

Download as Excel Spreadsheet

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

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