E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 24-Mar-2021

Day Change Summary
	Previous	Current
	23-Mar-2021	24-Mar-2021	Change	Change %	Previous Week
Open	13,069.00	13,050.25	-18.75	-0.1%	12,933.50
High	13,172.00	13,145.25	-26.75	-0.2%	13,287.25
Low	12,979.00	12,784.00	-195.00	-1.5%	12,681.75
Close	13,006.25	12,794.00	-212.25	-1.6%	12,844.50
Range	193.00	361.25	168.25	87.2%	605.50
ATR	337.24	338.95	1.72	0.5%	0.00
Volume	604,250	626,538	22,288	3.7%	2,910,614

Daily Pivots for day following 24-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,991.50	13,754.00	12,992.75
R3	13,630.25	13,392.75	12,893.25
R2	13,269.00	13,269.00	12,860.25
R1	13,031.50	13,031.50	12,827.00	12,969.50
PP	12,907.75	12,907.75	12,907.75	12,876.75
S1	12,670.25	12,670.25	12,761.00	12,608.50
S2	12,546.50	12,546.50	12,727.75
S3	12,185.25	12,309.00	12,694.75
S4	11,824.00	11,947.75	12,595.25

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,754.25	14,405.00	13,177.50
R3	14,148.75	13,799.50	13,011.00
R2	13,543.25	13,543.25	12,955.50
R1	13,194.00	13,194.00	12,900.00	13,066.00
PP	12,937.75	12,937.75	12,937.75	12,873.75
S1	12,588.50	12,588.50	12,789.00	12,460.50
S2	12,332.25	12,332.25	12,733.50
S3	11,726.75	11,983.00	12,678.00
S4	11,121.25	11,377.50	12,511.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,267.00	12,681.75	585.25	4.6%	328.75	2.6%	19%	False	False	611,717
10	13,287.25	12,681.75	605.50	4.7%	316.75	2.5%	19%	False	False	503,255
20	13,341.75	12,200.00	1,141.75	8.9%	381.50	3.0%	52%	False	False	255,342
40	13,888.25	12,200.00	1,688.25	13.2%	336.75	2.6%	35%	False	False	128,218
60	13,888.25	12,200.00	1,688.25	13.2%	296.00	2.3%	35%	False	False	85,680
80	13,888.25	12,075.75	1,812.50	14.2%	262.25	2.0%	40%	False	False	64,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	70.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,680.50
2.618	14,091.00
1.618	13,729.75
1.000	13,506.50
0.618	13,368.50
HIGH	13,145.25
0.618	13,007.25
0.500	12,964.50
0.382	12,922.00
LOW	12,784.00
0.618	12,560.75
1.000	12,422.75
1.618	12,199.50
2.618	11,838.25
4.250	11,248.75

Fisher Pivots for day following 24-Mar-2021
Pivot	1 day	3 day
R1	12,964.50	12,978.00
PP	12,907.75	12,916.75
S1	12,851.00	12,855.25

Download as Excel Spreadsheet

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

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