E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	13,006.50	12,936.00	-70.50	-0.5%	12,606.00
High	13,072.00	13,077.00	5.00	0.0%	13,090.75
Low	12,749.75	12,857.75	108.00	0.8%	12,272.50
Close	12,913.75	13,060.50	146.75	1.1%	12,913.75
Range	322.25	219.25	-103.00	-32.0%	818.25
ATR	355.27	345.55	-9.72	-2.7%	0.00
Volume	85	113	28	32.9%	363

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,656.25	13,577.50	13,181.00
R3	13,437.00	13,358.25	13,120.75
R2	13,217.75	13,217.75	13,100.75
R1	13,139.00	13,139.00	13,080.50	13,178.50
PP	12,998.50	12,998.50	12,998.50	13,018.00
S1	12,919.75	12,919.75	13,040.50	12,959.00
S2	12,779.25	12,779.25	13,020.25
S3	12,560.00	12,700.50	13,000.25
S4	12,340.75	12,481.25	12,940.00

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	12,317.00	773.75	5.9%	341.75	2.6%	96%	False	False	84
10	13,291.75	12,195.25	1,096.50	8.4%	381.75	2.9%	79%	False	False	64
20	13,864.25	12,195.25	1,669.00	12.8%	354.75	2.7%	52%	False	False	40

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	91.38
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	14,008.75
2.618	13,651.00
1.618	13,431.75
1.000	13,296.25
0.618	13,212.50
HIGH	13,077.00
0.618	12,993.25
0.500	12,967.50
0.382	12,941.50
LOW	12,857.75
0.618	12,722.25
1.000	12,638.50
1.618	12,503.00
2.618	12,283.75
4.250	11,926.00

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	13,029.50	13,008.00
PP	12,998.50	12,955.25
S1	12,967.50	12,902.75

Download as Excel Spreadsheet

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

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