E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 05-Apr-2021
Day Change Summary
Previous Current
01-Apr-2021 05-Apr-2021 Change Change % Previous Week
Open 13,094.50 13,339.00 244.50 1.9% 12,975.75
High 13,332.50 13,615.00 282.50 2.1% 13,332.50
Low 13,090.25 13,304.25 214.00 1.6% 12,776.50
Close 13,316.00 13,585.50 269.50 2.0% 13,316.00
Range 242.25 310.75 68.50 28.3% 556.00
ATR 307.36 307.60 0.24 0.1% 0.00
Volume 436,489 356,725 -79,764 -18.3% 2,005,488
Daily Pivots for day following 05-Apr-2021
Classic Woodie Camarilla DeMark
R4 14,433.75 14,320.50 13,756.50
R3 14,123.00 14,009.75 13,671.00
R2 13,812.25 13,812.25 13,642.50
R1 13,699.00 13,699.00 13,614.00 13,755.50
PP 13,501.50 13,501.50 13,501.50 13,530.00
S1 13,388.25 13,388.25 13,557.00 13,445.00
S2 13,190.75 13,190.75 13,528.50
S3 12,880.00 13,077.50 13,500.00
S4 12,569.25 12,766.75 13,414.50
Weekly Pivots for week ending 02-Apr-2021
Classic Woodie Camarilla DeMark
R4 14,809.75 14,618.75 13,621.75
R3 14,253.75 14,062.75 13,469.00
R2 13,697.75 13,697.75 13,418.00
R1 13,506.75 13,506.75 13,367.00 13,602.25
PP 13,141.75 13,141.75 13,141.75 13,189.50
S1 12,950.75 12,950.75 13,265.00 13,046.25
S2 12,585.75 12,585.75 13,214.00
S3 12,029.75 12,394.75 13,163.00
S4 11,473.75 11,838.75 13,010.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,615.00 12,776.50 838.50 6.2% 251.25 1.8% 96% True False 472,442
10 13,615.00 12,609.75 1,005.25 7.4% 274.00 2.0% 97% True False 543,967
20 13,615.00 12,273.00 1,342.00 9.9% 314.50 2.3% 98% True False 440,064
40 13,888.25 12,200.00 1,688.25 12.4% 313.00 2.3% 82% False False 221,294
60 13,888.25 12,200.00 1,688.25 12.4% 302.00 2.2% 82% False False 147,784
80 13,888.25 12,200.00 1,688.25 12.4% 272.75 2.0% 82% False False 110,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,935.75
2.618 14,428.50
1.618 14,117.75
1.000 13,925.75
0.618 13,807.00
HIGH 13,615.00
0.618 13,496.25
0.500 13,459.50
0.382 13,423.00
LOW 13,304.25
0.618 13,112.25
1.000 12,993.50
1.618 12,801.50
2.618 12,490.75
4.250 11,983.50
Fisher Pivots for day following 05-Apr-2021
Pivot 1 day 3 day
R1 13,543.50 13,469.25
PP 13,501.50 13,353.00
S1 13,459.50 13,236.50

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

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