E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 24-May-2021

Day Change Summary
	Previous	Current
	21-May-2021	24-May-2021	Change	Change %	Previous Week
Open	13,485.00	13,360.50	-124.50	-0.9%	13,372.75
High	13,556.25	13,673.50	117.25	0.9%	13,556.25
Low	13,386.75	13,348.75	-38.00	-0.3%	12,944.50
Close	13,394.00	13,623.75	229.75	1.7%	13,394.00
Range	169.50	324.75	155.25	91.6%	611.75
ATR	264.26	268.58	4.32	1.6%	0.00
Volume	799	1,025	226	28.3%	5,533

Daily Pivots for day following 24-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,523.00	14,398.00	13,802.25
R3	14,198.25	14,073.25	13,713.00
R2	13,873.50	13,873.50	13,683.25
R1	13,748.50	13,748.50	13,653.50	13,811.00
PP	13,548.75	13,548.75	13,548.75	13,580.00
S1	13,423.75	13,423.75	13,594.00	13,486.25
S2	13,224.00	13,224.00	13,564.25
S3	12,899.25	13,099.00	13,534.50
S4	12,574.50	12,774.25	13,445.25

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,133.50	14,875.50	13,730.50
R3	14,521.75	14,263.75	13,562.25
R2	13,910.00	13,910.00	13,506.25
R1	13,652.00	13,652.00	13,450.00	13,781.00
PP	13,298.25	13,298.25	13,298.25	13,362.75
S1	13,040.25	13,040.25	13,338.00	13,169.25
S2	12,686.50	12,686.50	13,281.75
S3	12,074.75	12,428.50	13,225.75
S4	11,463.00	11,816.75	13,057.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,673.50	12,944.50	729.00	5.4%	280.00	2.1%	93%	True	False	1,111
10	13,673.50	12,906.00	767.50	5.6%	301.25	2.2%	94%	True	False	1,331
20	14,050.25	12,906.00	1,144.25	8.4%	264.75	1.9%	63%	False	False	1,141
40	14,050.25	12,769.00	1,281.25	9.4%	233.25	1.7%	67%	False	False	829
60	14,050.25	12,195.25	1,855.00	13.6%	268.25	2.0%	77%	False	False	639
80	14,050.25	12,195.25	1,855.00	13.6%	264.25	1.9%	77%	False	False	481

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,053.75
2.618	14,523.75
1.618	14,199.00
1.000	13,998.25
0.618	13,874.25
HIGH	13,673.50
0.618	13,549.50
0.500	13,511.00
0.382	13,472.75
LOW	13,348.75
0.618	13,148.00
1.000	13,024.00
1.618	12,823.25
2.618	12,498.50
4.250	11,968.50

Fisher Pivots for day following 24-May-2021
Pivot	1 day	3 day
R1	13,586.25	13,551.50
PP	13,548.75	13,479.00
S1	13,511.00	13,406.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols