E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	12,715.00	12,345.75	-369.25	-2.9%	12,957.50
High	12,761.25	12,867.50	106.25	0.8%	13,328.25
Low	12,281.75	12,326.00	44.25	0.4%	12,207.25
Close	12,297.25	12,788.75	491.50	4.0%	12,663.75
Range	479.50	541.50	62.00	12.9%	1,121.00
ATR	359.08	374.16	15.08	4.2%	0.00
Volume	749,028	644,022	-105,006	-14.0%	3,899,248

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,285.25	14,078.50	13,086.50
R3	13,743.75	13,537.00	12,937.75
R2	13,202.25	13,202.25	12,888.00
R1	12,995.50	12,995.50	12,838.50	13,099.00
PP	12,660.75	12,660.75	12,660.75	12,712.50
S1	12,454.00	12,454.00	12,739.00	12,557.50
S2	12,119.25	12,119.25	12,689.50
S3	11,577.75	11,912.50	12,639.75
S4	11,036.25	11,371.00	12,491.00

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	13,192.00	12,207.25	984.75	7.7%	506.25	4.0%	59%	False	False	843,061
10	13,353.75	12,207.25	1,146.50	9.0%	457.50	3.6%	51%	False	False	770,208
20	13,900.50	12,207.25	1,693.25	13.2%	355.25	2.8%	34%	False	False	666,484
40	13,900.50	12,207.25	1,693.25	13.2%	312.50	2.4%	34%	False	False	586,478
60	13,900.50	12,207.25	1,693.25	13.2%	272.75	2.1%	34%	False	False	528,273
80	13,900.50	11,569.75	2,330.75	18.2%	250.00	2.0%	52%	False	False	396,762
100	13,900.50	10,934.00	2,966.50	23.2%	260.75	2.0%	63%	False	False	317,587
120	13,900.50	10,649.50	3,251.00	25.4%	268.25	2.1%	66%	False	False	264,777

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	91.93
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	15,169.00
2.618	14,285.25
1.618	13,743.75
1.000	13,409.00
0.618	13,202.25
HIGH	12,867.50
0.618	12,660.75
0.500	12,596.75
0.382	12,532.75
LOW	12,326.00
0.618	11,991.25
1.000	11,784.50
1.618	11,449.75
2.618	10,908.25
4.250	10,024.50

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	12,724.75	12,705.00
PP	12,660.75	12,621.25
S1	12,596.75	12,537.50

Download as Excel Spreadsheet

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

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