E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	12,816.50	13,006.50	190.00	1.5%	12,606.00
High	13,090.75	13,072.00	-18.75	-0.1%	13,090.75
Low	12,714.75	12,749.75	35.00	0.3%	12,272.50
Close	13,031.75	12,913.75	-118.00	-0.9%	12,913.75
Range	376.00	322.25	-53.75	-14.3%	818.25
ATR	357.81	355.27	-2.54	-0.7%	0.00
Volume	101	85	-16	-15.8%	363

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,878.50	13,718.50	13,091.00
R3	13,556.25	13,396.25	13,002.25
R2	13,234.00	13,234.00	12,972.75
R1	13,074.00	13,074.00	12,943.25	12,993.00
PP	12,911.75	12,911.75	12,911.75	12,871.25
S1	12,751.75	12,751.75	12,884.25	12,670.50
S2	12,589.50	12,589.50	12,854.75
S3	12,267.25	12,429.50	12,825.25
S4	11,945.00	12,107.25	12,736.50

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,213.75	14,882.00	13,363.75
R3	14,395.50	14,063.75	13,138.75
R2	13,577.25	13,577.25	13,063.75
R1	13,245.50	13,245.50	12,988.75	13,411.50
PP	12,759.00	12,759.00	12,759.00	12,842.00
S1	12,427.25	12,427.25	12,838.75	12,593.00
S2	11,940.75	11,940.75	12,763.75
S3	11,122.50	11,609.00	12,688.75
S4	10,304.25	10,790.75	12,463.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,090.75	12,272.50	818.25	6.3%	381.00	3.0%	78%	False	False	72
10	13,291.75	12,195.25	1,096.50	8.5%	381.50	3.0%	66%	False	False	54
20	13,864.25	12,195.25	1,669.00	12.9%	351.50	2.7%	43%	False	False	34

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	87.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,441.50
2.618	13,915.75
1.618	13,593.50
1.000	13,394.25
0.618	13,271.25
HIGH	13,072.00
0.618	12,949.00
0.500	12,911.00
0.382	12,872.75
LOW	12,749.75
0.618	12,550.50
1.000	12,427.50
1.618	12,228.25
2.618	11,906.00
4.250	11,380.25

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	12,912.75	12,905.50
PP	12,911.75	12,897.00
S1	12,911.00	12,888.75

Download as Excel Spreadsheet

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

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