E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	12,345.75	12,812.00	466.25	3.8%	12,957.50
High	12,867.50	12,993.25	125.75	1.0%	13,328.25
Low	12,326.00	12,703.00	377.00	3.1%	12,207.25
Close	12,788.75	12,749.25	-39.50	-0.3%	12,663.75
Range	541.50	290.25	-251.25	-46.4%	1,121.00
ATR	374.16	368.17	-5.99	-1.6%	0.00
Volume	644,022	715,961	71,939	11.2%	3,899,248

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,686.00	13,507.75	12,909.00
R3	13,395.75	13,217.50	12,829.00
R2	13,105.50	13,105.50	12,802.50
R1	12,927.25	12,927.25	12,775.75	12,871.25
PP	12,815.25	12,815.25	12,815.25	12,787.00
S1	12,637.00	12,637.00	12,722.75	12,581.00
S2	12,525.00	12,525.00	12,696.00
S3	12,234.75	12,346.75	12,669.50
S4	11,944.50	12,056.50	12,589.50

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	12,993.25	12,207.25	786.00	6.2%	458.50	3.6%	69%	True	False	834,964
10	13,353.75	12,207.25	1,146.50	9.0%	449.00	3.5%	47%	False	False	774,469
20	13,900.50	12,207.25	1,693.25	13.3%	364.75	2.9%	32%	False	False	683,926
40	13,900.50	12,207.25	1,693.25	13.3%	314.00	2.5%	32%	False	False	593,008
60	13,900.50	12,207.25	1,693.25	13.3%	273.75	2.1%	32%	False	False	539,222
80	13,900.50	11,771.00	2,129.50	16.7%	249.50	2.0%	46%	False	False	405,701
100	13,900.50	10,934.00	2,966.50	23.3%	261.00	2.0%	61%	False	False	324,744
120	13,900.50	10,649.50	3,251.00	25.5%	268.25	2.1%	65%	False	False	270,742

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	86.50
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	14,226.75
2.618	13,753.00
1.618	13,462.75
1.000	13,283.50
0.618	13,172.50
HIGH	12,993.25
0.618	12,882.25
0.500	12,848.00
0.382	12,814.00
LOW	12,703.00
0.618	12,523.75
1.000	12,412.75
1.618	12,233.50
2.618	11,943.25
4.250	11,469.50

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	12,848.00	12,712.00
PP	12,815.25	12,674.75
S1	12,782.25	12,637.50

Download as Excel Spreadsheet

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

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