E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	13,084.75	13,174.75	90.00	0.7%	12,715.00
High	13,298.00	13,283.25	-14.75	-0.1%	13,119.25
Low	13,056.50	12,946.50	-110.00	-0.8%	12,281.75
Close	13,151.50	13,201.50	50.00	0.4%	12,933.50
Range	241.50	336.75	95.25	39.4%	837.50
ATR	348.74	347.89	-0.86	-0.2%	0.00
Volume	240,942	202,697	-38,245	-15.9%	3,111,502

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,154.00	14,014.50	13,386.75
R3	13,817.25	13,677.75	13,294.00
R2	13,480.50	13,480.50	13,263.25
R1	13,341.00	13,341.00	13,232.25	13,410.75
PP	13,143.75	13,143.75	13,143.75	13,178.50
S1	13,004.25	13,004.25	13,170.75	13,074.00
S2	12,807.00	12,807.00	13,139.75
S3	12,470.25	12,667.50	13,109.00
S4	12,133.50	12,330.75	13,016.25

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	13,298.00	12,724.25	573.75	4.3%	305.50	2.3%	83%	False	False	348,751
10	13,298.00	12,207.25	1,090.75	8.3%	382.00	2.9%	91%	False	False	591,858
20	13,729.00	12,207.25	1,521.75	11.5%	391.75	3.0%	65%	False	False	639,668
40	13,900.50	12,207.25	1,693.25	12.8%	326.75	2.5%	59%	False	False	578,678
60	13,900.50	12,207.25	1,693.25	12.8%	286.50	2.2%	59%	False	False	536,067
80	13,900.50	11,800.50	2,100.00	15.9%	258.00	2.0%	67%	False	False	427,455
100	13,900.50	10,934.00	2,966.50	22.5%	264.25	2.0%	76%	False	False	342,145
120	13,900.50	10,655.00	3,245.50	24.6%	265.25	2.0%	78%	False	False	285,231

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	84.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,714.50
2.618	14,164.75
1.618	13,828.00
1.000	13,620.00
0.618	13,491.25
HIGH	13,283.25
0.618	13,154.50
0.500	13,115.00
0.382	13,075.25
LOW	12,946.50
0.618	12,738.50
1.000	12,609.75
1.618	12,401.75
2.618	12,065.00
4.250	11,515.25

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	13,172.50	13,162.75
PP	13,143.75	13,123.75
S1	13,115.00	13,085.00

Download as Excel Spreadsheet

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

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