E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 12-Mar-2021
Day Change Summary
Previous Current
11-Mar-2021 12-Mar-2021 Change Change % Previous Week
Open 12,795.25 13,055.00 259.75 2.0% 12,715.00
High 13,119.25 13,095.00 -24.25 -0.2% 13,119.25
Low 12,724.25 12,768.25 44.00 0.3% 12,281.75
Close 13,048.25 12,933.50 -114.75 -0.9% 12,933.50
Range 395.00 326.75 -68.25 -17.3% 837.50
ATR 370.09 366.99 -3.10 -0.8% 0.00
Volume 526,139 476,352 -49,787 -9.5% 3,111,502
Daily Pivots for day following 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 13,912.50 13,749.75 13,113.25
R3 13,585.75 13,423.00 13,023.25
R2 13,259.00 13,259.00 12,993.50
R1 13,096.25 13,096.25 12,963.50 13,014.25
PP 12,932.25 12,932.25 12,932.25 12,891.25
S1 12,769.50 12,769.50 12,903.50 12,687.50
S2 12,605.50 12,605.50 12,873.50
S3 12,278.75 12,442.75 12,843.75
S4 11,952.00 12,116.00 12,753.75
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 15,290.75 14,949.50 13,394.00
R3 14,453.25 14,112.00 13,163.75
R2 13,615.75 13,615.75 13,087.00
R1 13,274.50 13,274.50 13,010.25 13,445.00
PP 12,778.25 12,778.25 12,778.25 12,863.50
S1 12,437.00 12,437.00 12,856.75 12,607.50
S2 11,940.75 11,940.75 12,780.00
S3 11,103.25 11,599.50 12,703.25
S4 10,265.75 10,762.00 12,473.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,119.25 12,281.75 837.50 6.5% 406.50 3.1% 78% False False 622,300
10 13,328.25 12,207.25 1,121.00 8.7% 419.50 3.2% 65% False False 701,075
20 13,900.50 12,207.25 1,693.25 13.1% 381.50 2.9% 43% False False 681,662
40 13,900.50 12,207.25 1,693.25 13.1% 322.50 2.5% 43% False False 596,120
60 13,900.50 12,207.25 1,693.25 13.1% 280.00 2.2% 43% False False 543,676
80 13,900.50 11,800.50 2,100.00 16.2% 254.25 2.0% 54% False False 418,217
100 13,900.50 10,934.00 2,966.50 22.9% 263.50 2.0% 67% False False 334,753
120 13,900.50 10,649.50 3,251.00 25.1% 267.50 2.1% 70% False False 279,079
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 78.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,483.75
2.618 13,950.50
1.618 13,623.75
1.000 13,421.75
0.618 13,297.00
HIGH 13,095.00
0.618 12,970.25
0.500 12,931.50
0.382 12,893.00
LOW 12,768.25
0.618 12,566.25
1.000 12,441.50
1.618 12,239.50
2.618 11,912.75
4.250 11,379.50
Fisher Pivots for day following 12-Mar-2021
Pivot 1 day 3 day
R1 12,933.00 12,926.00
PP 12,932.25 12,918.50
S1 12,931.50 12,911.00

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

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