E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	12,800.00	13,074.50	274.50	2.1%	12,936.00
High	13,144.50	13,158.25	13.75	0.1%	13,275.00
Low	12,783.75	12,971.00	187.25	1.5%	12,674.75
Close	13,061.00	12,995.50	-65.50	-0.5%	12,834.25
Range	360.75	187.25	-173.50	-48.1%	600.25
ATR	340.08	329.16	-10.92	-3.2%	0.00
Volume	535	391	-144	-26.9%	2,139

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,603.25	13,486.75	13,098.50
R3	13,416.00	13,299.50	13,047.00
R2	13,228.75	13,228.75	13,029.75
R1	13,112.25	13,112.25	13,012.75	13,077.00
PP	13,041.50	13,041.50	13,041.50	13,024.00
S1	12,925.00	12,925.00	12,978.25	12,889.50
S2	12,854.25	12,854.25	12,961.25
S3	12,667.00	12,737.75	12,944.00
S4	12,479.75	12,550.50	12,892.50

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,728.75	14,381.75	13,164.50
R3	14,128.50	13,781.50	12,999.25
R2	13,528.25	13,528.25	12,944.25
R1	13,181.25	13,181.25	12,889.25	13,054.50
PP	12,928.00	12,928.00	12,928.00	12,864.75
S1	12,581.00	12,581.00	12,779.25	12,454.50
S2	12,327.75	12,327.75	12,724.25
S3	11,727.50	11,980.75	12,669.25
S4	11,127.25	11,380.50	12,504.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,258.00	12,674.75	583.25	4.5%	316.50	2.4%	55%	False	False	457
10	13,275.00	12,674.75	600.25	4.6%	300.75	2.3%	53%	False	False	329
20	13,322.00	12,195.25	1,126.75	8.7%	359.00	2.8%	71%	False	False	183

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	73.25
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	13,954.00
2.618	13,648.50
1.618	13,461.25
1.000	13,345.50
0.618	13,274.00
HIGH	13,158.25
0.618	13,086.75
0.500	13,064.50
0.382	13,042.50
LOW	12,971.00
0.618	12,855.25
1.000	12,783.75
1.618	12,668.00
2.618	12,480.75
4.250	12,175.25

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	13,064.50	12,969.25
PP	13,041.50	12,942.75
S1	13,018.50	12,916.50

Download as Excel Spreadsheet

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

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