E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 04-Mar-2021

Day Change Summary
	Previous	Current
	03-Mar-2021	04-Mar-2021	Change	Change %	Previous Week
Open	13,057.00	12,678.50	-378.50	-2.9%	13,589.50
High	13,181.00	12,786.75	-394.25	-3.0%	13,616.25
Low	12,656.00	12,296.50	-359.50	-2.8%	12,654.00
Close	12,672.75	12,445.00	-227.75	-1.8%	12,900.00
Range	525.00	490.25	-34.75	-6.6%	962.25
ATR	323.33	335.25	11.92	3.7%	0.00
Volume	3,917	8,329	4,412	112.6%	14,342

Daily Pivots for day following 04-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,980.25	13,702.75	12,714.75
R3	13,490.00	13,212.50	12,579.75
R2	12,999.75	12,999.75	12,535.00
R1	12,722.25	12,722.25	12,490.00	12,616.00
PP	12,509.50	12,509.50	12,509.50	12,456.25
S1	12,232.00	12,232.00	12,400.00	12,125.50
S2	12,019.25	12,019.25	12,355.00
S3	11,529.00	11,741.75	12,310.25
S4	11,038.75	11,251.50	12,175.25

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,943.50	15,384.00	13,429.25
R3	14,981.25	14,421.75	13,164.50
R2	14,019.00	14,019.00	13,076.50
R1	13,459.50	13,459.50	12,988.25	13,258.00
PP	13,056.75	13,056.75	13,056.75	12,956.00
S1	12,497.25	12,497.25	12,811.75	12,296.00
S2	12,094.50	12,094.50	12,723.50
S3	11,132.25	11,535.00	12,635.50
S4	10,170.00	10,572.75	12,370.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,316.75	12,296.50	1,020.25	8.2%	417.00	3.3%	15%	False	True	4,427
10	13,717.00	12,296.50	1,420.50	11.4%	422.25	3.4%	10%	False	True	3,287
20	13,888.25	12,296.50	1,591.75	12.8%	298.50	2.4%	9%	False	True	2,028
40	13,888.25	12,296.50	1,591.75	12.8%	292.25	2.3%	9%	False	True	1,390
60	13,888.25	12,211.75	1,676.50	13.5%	253.00	2.0%	14%	False	False	1,019

Crabel Price Patterns
NR	True
NR4	False
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	False
Stretch	77.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,870.25
2.618	14,070.25
1.618	13,580.00
1.000	13,277.00
0.618	13,089.75
HIGH	12,786.75
0.618	12,599.50
0.500	12,541.50
0.382	12,483.75
LOW	12,296.50
0.618	11,993.50
1.000	11,806.25
1.618	11,503.25
2.618	11,013.00
4.250	10,213.00

Fisher Pivots for day following 04-Mar-2021
Pivot	1 day	3 day
R1	12,541.50	12,806.50
PP	12,509.50	12,686.00
S1	12,477.25	12,565.50

Download as Excel Spreadsheet

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

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