E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 14-May-2021

Day Change Summary
	Previous	Current
	13-May-2021	14-May-2021	Change	Change %	Previous Week
Open	12,968.75	13,095.00	126.25	1.0%	13,718.00
High	13,223.75	13,426.25	202.50	1.5%	13,752.00
Low	12,915.00	13,071.00	156.00	1.2%	12,915.00
Close	13,100.25	13,387.00	286.75	2.2%	13,387.00
Range	308.75	355.25	46.50	15.1%	837.00
ATR	260.66	267.42	6.76	2.6%	0.00
Volume	727,348	468,758	-258,590	-35.6%	3,348,386

Daily Pivots for day following 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,360.50	14,229.00	13,582.50
R3	14,005.25	13,873.75	13,484.75
R2	13,650.00	13,650.00	13,452.25
R1	13,518.50	13,518.50	13,419.50	13,584.25
PP	13,294.75	13,294.75	13,294.75	13,327.50
S1	13,163.25	13,163.25	13,354.50	13,229.00
S2	12,939.50	12,939.50	13,321.75
S3	12,584.25	12,808.00	13,289.25
S4	12,229.00	12,452.75	13,191.50

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,862.25	15,461.75	13,847.25
R3	15,025.25	14,624.75	13,617.25
R2	14,188.25	14,188.25	13,540.50
R1	13,787.75	13,787.75	13,463.75	13,569.50
PP	13,351.25	13,351.25	13,351.25	13,242.25
S1	12,950.75	12,950.75	13,310.25	12,732.50
S2	12,514.25	12,514.25	13,233.50
S3	11,677.25	12,113.75	13,156.75
S4	10,840.25	11,276.75	12,926.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,752.00	12,915.00	837.00	6.3%	362.50	2.7%	56%	False	False	669,677
10	13,947.50	12,915.00	1,032.50	7.7%	305.50	2.3%	46%	False	False	612,839
20	14,064.00	12,915.00	1,149.00	8.6%	251.25	1.9%	41%	False	False	570,095
40	14,064.00	12,609.75	1,454.25	10.9%	238.50	1.8%	53%	False	False	548,302
60	14,064.00	12,200.00	1,864.00	13.9%	293.00	2.2%	64%	False	False	411,606
80	14,064.00	12,200.00	1,864.00	13.9%	283.50	2.1%	64%	False	False	308,911
100	14,064.00	12,200.00	1,864.00	13.9%	268.25	2.0%	64%	False	False	247,232

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,936.00
2.618	14,356.25
1.618	14,001.00
1.000	13,781.50
0.618	13,645.75
HIGH	13,426.25
0.618	13,290.50
0.500	13,248.50
0.382	13,206.75
LOW	13,071.00
0.618	12,851.50
1.000	12,715.75
1.618	12,496.25
2.618	12,141.00
4.250	11,561.25

Fisher Pivots for day following 14-May-2021
Pivot	1 day	3 day
R1	13,341.00	13,315.00
PP	13,294.75	13,242.75
S1	13,248.50	13,170.50

Download as Excel Spreadsheet

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

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