E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	13,339.00	13,603.75	264.75	2.0%	12,975.75
High	13,615.00	13,655.00	40.00	0.3%	13,332.50
Low	13,304.25	13,524.25	220.00	1.7%	12,776.50
Close	13,585.50	13,570.00	-15.50	-0.1%	13,316.00
Range	310.75	130.75	-180.00	-57.9%	556.00
ATR	307.60	294.97	-12.63	-4.1%	0.00
Volume	356,725	457,218	100,493	28.2%	2,005,488

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,975.25	13,903.50	13,642.00
R3	13,844.50	13,772.75	13,606.00
R2	13,713.75	13,713.75	13,594.00
R1	13,642.00	13,642.00	13,582.00	13,612.50
PP	13,583.00	13,583.00	13,583.00	13,568.50
S1	13,511.25	13,511.25	13,558.00	13,481.75
S2	13,452.25	13,452.25	13,546.00
S3	13,321.50	13,380.50	13,534.00
S4	13,190.75	13,249.75	13,498.00

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	13,655.00	12,776.50	878.50	6.5%	238.25	1.8%	90%	True	False	449,047
10	13,655.00	12,609.75	1,045.25	7.7%	250.25	1.8%	92%	True	False	541,823
20	13,655.00	12,316.50	1,338.50	9.9%	297.25	2.2%	94%	True	False	462,292
40	13,888.25	12,200.00	1,688.25	12.4%	313.50	2.3%	81%	False	False	232,699
60	13,888.25	12,200.00	1,688.25	12.4%	299.25	2.2%	81%	False	False	155,390
80	13,888.25	12,200.00	1,688.25	12.4%	272.75	2.0%	81%	False	False	116,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	52.80
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	14,210.75
2.618	13,997.25
1.618	13,866.50
1.000	13,785.75
0.618	13,735.75
HIGH	13,655.00
0.618	13,605.00
0.500	13,589.50
0.382	13,574.25
LOW	13,524.25
0.618	13,443.50
1.000	13,393.50
1.618	13,312.75
2.618	13,182.00
4.250	12,968.50

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	13,589.50	13,504.25
PP	13,583.00	13,438.50
S1	13,576.50	13,372.50

Download as Excel Spreadsheet

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

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