E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 13,531.75 13,773.25 241.50 1.8% 13,699.00
High 13,783.75 13,824.00 40.25 0.3% 13,783.75
Low 13,467.75 13,691.50 223.75 1.7% 13,462.25
Close 13,766.75 13,804.25 37.50 0.3% 13,766.75
Range 316.00 132.50 -183.50 -58.1% 321.50
ATR 225.81 219.15 -6.67 -3.0% 0.00
Volume 446,994 397,545 -49,449 -11.1% 1,819,430
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,170.75 14,120.00 13,877.00
R3 14,038.25 13,987.50 13,840.75
R2 13,905.75 13,905.75 13,828.50
R1 13,855.00 13,855.00 13,816.50 13,880.50
PP 13,773.25 13,773.25 13,773.25 13,786.00
S1 13,722.50 13,722.50 13,792.00 13,748.00
S2 13,640.75 13,640.75 13,780.00
S3 13,508.25 13,590.00 13,767.75
S4 13,375.75 13,457.50 13,731.50
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,635.50 14,522.50 13,943.50
R3 14,314.00 14,201.00 13,855.25
R2 13,992.50 13,992.50 13,825.75
R1 13,879.50 13,879.50 13,796.25 13,936.00
PP 13,671.00 13,671.00 13,671.00 13,699.00
S1 13,558.00 13,558.00 13,737.25 13,614.50
S2 13,349.50 13,349.50 13,707.75
S3 13,028.00 13,236.50 13,678.25
S4 12,706.50 12,915.00 13,590.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,824.00 13,462.25 361.75 2.6% 196.75 1.4% 95% True False 443,395
10 13,824.00 13,356.50 467.50 3.4% 172.00 1.2% 96% True False 411,963
20 13,824.00 12,915.00 909.00 6.6% 244.25 1.8% 98% True False 499,563
40 14,064.00 12,915.00 1,149.00 8.3% 225.75 1.6% 77% False False 516,808
60 14,064.00 12,609.75 1,454.25 10.5% 237.50 1.7% 82% False False 519,700
80 14,064.00 12,200.00 1,864.00 13.5% 270.25 2.0% 86% False False 391,786
100 14,064.00 12,200.00 1,864.00 13.5% 268.75 1.9% 86% False False 313,583
120 14,064.00 12,200.00 1,864.00 13.5% 255.00 1.8% 86% False False 261,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 40.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 14,387.00
2.618 14,171.00
1.618 14,038.50
1.000 13,956.50
0.618 13,906.00
HIGH 13,824.00
0.618 13,773.50
0.500 13,757.75
0.382 13,742.00
LOW 13,691.50
0.618 13,609.50
1.000 13,559.00
1.618 13,477.00
2.618 13,344.50
4.250 13,128.50
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 13,788.75 13,750.50
PP 13,773.25 13,696.75
S1 13,757.75 13,643.00

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

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