E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 13,702.50 13,694.75 -7.75 -0.1% 13,383.25
High 13,720.75 13,763.50 42.75 0.3% 13,763.50
Low 13,620.25 13,662.75 42.50 0.3% 13,356.50
Close 13,665.50 13,686.50 21.00 0.2% 13,686.50
Range 100.50 100.75 0.25 0.2% 407.00
ATR 238.32 228.49 -9.83 -4.1% 0.00
Volume 388,603 366,218 -22,385 -5.8% 1,902,658
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 14,006.50 13,947.25 13,742.00
R3 13,905.75 13,846.50 13,714.25
R2 13,805.00 13,805.00 13,705.00
R1 13,745.75 13,745.75 13,695.75 13,725.00
PP 13,704.25 13,704.25 13,704.25 13,694.00
S1 13,645.00 13,645.00 13,677.25 13,624.25
S2 13,603.50 13,603.50 13,668.00
S3 13,502.75 13,544.25 13,658.75
S4 13,402.00 13,443.50 13,631.00
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 14,823.25 14,661.75 13,910.25
R3 14,416.25 14,254.75 13,798.50
R2 14,009.25 14,009.25 13,761.00
R1 13,847.75 13,847.75 13,723.75 13,928.50
PP 13,602.25 13,602.25 13,602.25 13,642.50
S1 13,440.75 13,440.75 13,649.25 13,521.50
S2 13,195.25 13,195.25 13,612.00
S3 12,788.25 13,033.75 13,574.50
S4 12,381.25 12,626.75 13,462.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,763.50 13,356.50 407.00 3.0% 147.00 1.1% 81% True False 380,531
10 13,763.50 12,954.25 809.25 5.9% 209.00 1.5% 90% True False 442,591
20 13,947.50 12,915.00 1,032.50 7.5% 257.25 1.9% 75% False False 527,715
40 14,064.00 12,915.00 1,149.00 8.4% 224.50 1.6% 67% False False 515,848
60 14,064.00 12,200.00 1,864.00 13.6% 257.50 1.9% 80% False False 484,824
80 14,064.00 12,200.00 1,864.00 13.6% 267.75 2.0% 80% False False 364,125
100 14,064.00 12,200.00 1,864.00 13.6% 271.50 2.0% 80% False False 291,450
120 14,064.00 12,200.00 1,864.00 13.6% 255.25 1.9% 80% False False 242,921
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.13
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,191.75
2.618 14,027.25
1.618 13,926.50
1.000 13,864.25
0.618 13,825.75
HIGH 13,763.50
0.618 13,725.00
0.500 13,713.00
0.382 13,701.25
LOW 13,662.75
0.618 13,600.50
1.000 13,562.00
1.618 13,499.75
2.618 13,399.00
4.250 13,234.50
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 13,713.00 13,692.00
PP 13,704.25 13,690.00
S1 13,695.50 13,688.25

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

View Archives - Comment on this page... - Back to Index of Symbols