E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 13,095.00 13,380.25 285.25 2.2% 13,718.00
High 13,426.25 13,448.50 22.25 0.2% 13,752.00
Low 13,071.00 13,182.75 111.75 0.9% 12,915.00
Close 13,387.00 13,303.50 -83.50 -0.6% 13,387.00
Range 355.25 265.75 -89.50 -25.2% 837.00
ATR 267.42 267.30 -0.12 0.0% 0.00
Volume 468,758 488,299 19,541 4.2% 3,348,386
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 14,108.75 13,972.00 13,449.75
R3 13,843.00 13,706.25 13,376.50
R2 13,577.25 13,577.25 13,352.25
R1 13,440.50 13,440.50 13,327.75 13,376.00
PP 13,311.50 13,311.50 13,311.50 13,279.50
S1 13,174.75 13,174.75 13,279.25 13,110.25
S2 13,045.75 13,045.75 13,254.75
S3 12,780.00 12,909.00 13,230.50
S4 12,514.25 12,643.25 13,157.25
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 13,448.50 12,915.00 533.50 4.0% 326.50 2.5% 73% True False 646,592
10 13,818.00 12,915.00 903.00 6.8% 314.50 2.4% 43% False False 614,277
20 14,064.00 12,915.00 1,149.00 8.6% 253.00 1.9% 34% False False 563,824
40 14,064.00 12,609.75 1,454.25 10.9% 239.75 1.8% 48% False False 544,482
60 14,064.00 12,200.00 1,864.00 14.0% 294.25 2.2% 59% False False 419,733
80 14,064.00 12,200.00 1,864.00 14.0% 285.00 2.1% 59% False False 315,008
100 14,064.00 12,200.00 1,864.00 14.0% 267.75 2.0% 59% False False 252,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 46.18
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,578.00
2.618 14,144.25
1.618 13,878.50
1.000 13,714.25
0.618 13,612.75
HIGH 13,448.50
0.618 13,347.00
0.500 13,315.50
0.382 13,284.25
LOW 13,182.75
0.618 13,018.50
1.000 12,917.00
1.618 12,752.75
2.618 12,487.00
4.250 12,053.25
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 13,315.50 13,263.00
PP 13,311.50 13,222.25
S1 13,307.50 13,181.75

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

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