E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 29-Mar-2021
Day Change Summary
Previous Current
26-Mar-2021 29-Mar-2021 Change Change % Previous Week
Open 12,799.75 12,975.75 176.00 1.4% 12,807.00
High 12,988.50 13,003.00 14.50 0.1% 13,172.00
Low 12,676.25 12,807.50 131.25 1.0% 12,609.75
Close 12,966.75 12,944.50 -22.25 -0.2% 12,966.75
Range 312.25 195.50 -116.75 -37.4% 562.25
ATR 331.13 321.44 -9.69 -2.9% 0.00
Volume 622,214 574,193 -48,021 -7.7% 3,077,466
Daily Pivots for day following 29-Mar-2021
Classic Woodie Camarilla DeMark
R4 13,504.75 13,420.25 13,052.00
R3 13,309.25 13,224.75 12,998.25
R2 13,113.75 13,113.75 12,980.25
R1 13,029.25 13,029.25 12,962.50 12,973.75
PP 12,918.25 12,918.25 12,918.25 12,890.50
S1 12,833.75 12,833.75 12,926.50 12,778.25
S2 12,722.75 12,722.75 12,908.75
S3 12,527.25 12,638.25 12,890.75
S4 12,331.75 12,442.75 12,837.00
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 14,603.00 14,347.00 13,276.00
R3 14,040.75 13,784.75 13,121.25
R2 13,478.50 13,478.50 13,069.75
R1 13,222.50 13,222.50 13,018.25 13,350.50
PP 12,916.25 12,916.25 12,916.25 12,980.00
S1 12,660.25 12,660.25 12,915.25 12,788.25
S2 12,354.00 12,354.00 12,863.75
S3 11,791.75 12,098.00 12,812.25
S4 11,229.50 11,535.75 12,657.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,172.00 12,609.75 562.25 4.3% 262.25 2.0% 60% False False 634,598
10 13,287.25 12,609.75 677.50 5.2% 297.75 2.3% 49% False False 617,836
20 13,316.75 12,200.00 1,116.75 8.6% 350.50 2.7% 67% False False 351,977
40 13,888.25 12,200.00 1,688.25 13.0% 317.25 2.5% 44% False False 176,672
60 13,888.25 12,200.00 1,688.25 13.0% 302.25 2.3% 44% False False 118,036
80 13,888.25 12,200.00 1,688.25 13.0% 265.00 2.0% 44% False False 88,571
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 73.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,834.00
2.618 13,514.75
1.618 13,319.25
1.000 13,198.50
0.618 13,123.75
HIGH 13,003.00
0.618 12,928.25
0.500 12,905.25
0.382 12,882.25
LOW 12,807.50
0.618 12,686.75
1.000 12,612.00
1.618 12,491.25
2.618 12,295.75
4.250 11,976.50
Fisher Pivots for day following 29-Mar-2021
Pivot 1 day 3 day
R1 12,931.50 12,898.50
PP 12,918.25 12,852.50
S1 12,905.25 12,806.50

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

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