E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 05-May-2021

Day Change Summary
	Previous	Current
	04-May-2021	05-May-2021	Change	Change %	Previous Week
Open	13,785.00	13,525.75	-259.25	-1.9%	13,919.75
High	13,792.50	13,665.50	-127.00	-0.9%	14,064.00
Low	13,380.75	13,462.75	82.00	0.6%	13,818.50
Close	13,536.00	13,491.00	-45.00	-0.3%	13,850.00
Range	411.75	202.75	-209.00	-50.8%	245.50
ATR	227.60	225.82	-1.77	-0.8%	0.00
Volume	667,316	520,694	-146,622	-22.0%	2,468,853

Daily Pivots for day following 05-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,148.00	14,022.25	13,602.50
R3	13,945.25	13,819.50	13,546.75
R2	13,742.50	13,742.50	13,528.25
R1	13,616.75	13,616.75	13,509.50	13,578.25
PP	13,539.75	13,539.75	13,539.75	13,520.50
S1	13,414.00	13,414.00	13,472.50	13,375.50
S2	13,337.00	13,337.00	13,453.75
S3	13,134.25	13,211.25	13,435.25
S4	12,931.50	13,008.50	13,379.50

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,647.25	14,494.25	13,985.00
R3	14,401.75	14,248.75	13,917.50
R2	14,156.25	14,156.25	13,895.00
R1	14,003.25	14,003.25	13,872.50	13,957.00
PP	13,910.75	13,910.75	13,910.75	13,887.75
S1	13,757.75	13,757.75	13,827.50	13,711.50
S2	13,665.25	13,665.25	13,805.00
S3	13,419.75	13,512.25	13,782.50
S4	13,174.25	13,266.75	13,715.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,064.00	13,380.75	683.25	5.1%	234.50	1.7%	16%	False	False	562,543
10	14,064.00	13,380.75	683.25	5.1%	208.50	1.5%	16%	False	False	520,560
20	14,064.00	13,380.75	683.25	5.1%	202.75	1.5%	16%	False	False	524,639
40	14,064.00	12,609.75	1,454.25	10.8%	239.75	1.8%	61%	False	False	504,052
60	14,064.00	12,200.00	1,864.00	13.8%	277.25	2.1%	69%	False	False	337,251
80	14,064.00	12,200.00	1,864.00	13.8%	274.25	2.0%	69%	False	False	253,127
100	14,064.00	12,200.00	1,864.00	13.8%	256.50	1.9%	69%	False	False	202,578

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,527.25
2.618	14,196.25
1.618	13,993.50
1.000	13,868.25
0.618	13,790.75
HIGH	13,665.50
0.618	13,588.00
0.500	13,564.00
0.382	13,540.25
LOW	13,462.75
0.618	13,337.50
1.000	13,260.00
1.618	13,134.75
2.618	12,932.00
4.250	12,601.00

Fisher Pivots for day following 05-May-2021
Pivot	1 day	3 day
R1	13,564.00	13,664.00
PP	13,539.75	13,606.50
S1	13,515.50	13,548.75

Download as Excel Spreadsheet

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

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