E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	12,950.00	12,968.00	18.00	0.1%	12,800.00
High	12,990.00	12,971.00	-19.00	-0.1%	13,158.25
Low	12,798.25	12,769.00	-29.25	-0.2%	12,602.00
Close	12,933.00	12,866.50	-66.50	-0.5%	12,955.25
Range	191.75	202.00	10.25	5.3%	556.25
ATR	314.28	306.26	-8.02	-2.6%	0.00
Volume	355	434	79	22.3%	2,474

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,474.75	13,372.75	12,977.50
R3	13,272.75	13,170.75	12,922.00
R2	13,070.75	13,070.75	12,903.50
R1	12,968.75	12,968.75	12,885.00	12,918.75
PP	12,868.75	12,868.75	12,868.75	12,844.00
S1	12,766.75	12,766.75	12,848.00	12,716.75
S2	12,666.75	12,666.75	12,829.50
S3	12,464.75	12,564.75	12,811.00
S4	12,262.75	12,362.75	12,755.50

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,574.00	14,320.75	13,261.25
R3	14,017.75	13,764.50	13,108.25
R2	13,461.50	13,461.50	13,057.25
R1	13,208.25	13,208.25	13,006.25	13,335.00
PP	12,905.25	12,905.25	12,905.25	12,968.50
S1	12,652.00	12,652.00	12,904.25	12,778.50
S2	12,349.00	12,349.00	12,853.25
S3	11,792.75	12,095.75	12,802.25
S4	11,236.50	11,539.50	12,649.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,131.75	12,602.00	529.75	4.1%	260.50	2.0%	50%	False	False	467
10	13,258.00	12,602.00	656.00	5.1%	288.50	2.2%	40%	False	False	462
20	13,275.00	12,195.25	1,079.75	8.4%	334.25	2.6%	62%	False	False	296
40	13,864.25	12,195.25	1,669.00	13.0%	287.75	2.2%	40%	False	False	153

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	67.00
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,829.50
2.618	13,499.75
1.618	13,297.75
1.000	13,173.00
0.618	13,095.75
HIGH	12,971.00
0.618	12,893.75
0.500	12,870.00
0.382	12,846.25
LOW	12,769.00
0.618	12,644.25
1.000	12,567.00
1.618	12,442.25
2.618	12,240.25
4.250	11,910.50

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	12,870.00	12,854.00
PP	12,868.75	12,841.50
S1	12,867.75	12,829.00

Download as Excel Spreadsheet

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

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