E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 19-May-2021

Day Change Summary
	Previous	Current
	18-May-2021	19-May-2021	Change	Change %	Previous Week
Open	13,308.50	13,182.00	-126.50	-1.0%	13,718.00
High	13,432.25	13,243.00	-189.25	-1.4%	13,752.00
Low	13,178.50	12,954.25	-224.25	-1.7%	12,915.00
Close	13,212.00	13,233.50	21.50	0.2%	13,387.00
Range	253.75	288.75	35.00	13.8%	837.00
ATR	266.33	267.93	1.60	0.6%	0.00
Volume	442,088	669,351	227,263	51.4%	3,348,386

Daily Pivots for day following 19-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,009.75	13,910.50	13,392.25
R3	13,721.00	13,621.75	13,313.00
R2	13,432.25	13,432.25	13,286.50
R1	13,333.00	13,333.00	13,260.00	13,382.50
PP	13,143.50	13,143.50	13,143.50	13,168.50
S1	13,044.25	13,044.25	13,207.00	13,094.00
S2	12,854.75	12,854.75	13,180.50
S3	12,566.00	12,755.50	13,154.00
S4	12,277.25	12,466.75	13,074.75

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%	294.50	2.2%	60%	False	False	559,168
10	13,818.00	12,915.00	903.00	6.8%	307.50	2.3%	35%	False	False	606,620
20	14,064.00	12,915.00	1,149.00	8.7%	258.00	1.9%	28%	False	False	563,590
40	14,064.00	12,609.75	1,454.25	11.0%	239.25	1.8%	43%	False	False	545,195
60	14,064.00	12,200.00	1,864.00	14.1%	286.75	2.2%	55%	False	False	438,173
80	14,064.00	12,200.00	1,864.00	14.1%	286.25	2.2%	55%	False	False	328,881
100	14,064.00	12,200.00	1,864.00	14.1%	270.50	2.0%	55%	False	False	263,222
120	14,064.00	12,068.25	1,995.75	15.1%	252.25	1.9%	58%	False	False	219,375

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	57.60
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,470.25
2.618	13,999.00
1.618	13,710.25
1.000	13,531.75
0.618	13,421.50
HIGH	13,243.00
0.618	13,132.75
0.500	13,098.50
0.382	13,064.50
LOW	12,954.25
0.618	12,775.75
1.000	12,665.50
1.618	12,487.00
2.618	12,198.25
4.250	11,727.00

Fisher Pivots for day following 19-May-2021
Pivot	1 day	3 day
R1	13,188.50	13,222.75
PP	13,143.50	13,212.00
S1	13,098.50	13,201.50

Download as Excel Spreadsheet

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

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