E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 25-May-2021

Day Change Summary
	Previous	Current
	24-May-2021	25-May-2021	Change	Change %	Previous Week
Open	13,360.50	13,637.50	277.00	2.1%	13,372.75
High	13,673.50	13,726.25	52.75	0.4%	13,556.25
Low	13,348.75	13,597.50	248.75	1.9%	12,944.50
Close	13,623.75	13,645.25	21.50	0.2%	13,394.00
Range	324.75	128.75	-196.00	-60.4%	611.75
ATR	268.58	258.59	-9.99	-3.7%	0.00
Volume	1,025	1,319	294	28.7%	5,533

Daily Pivots for day following 25-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,042.50	13,972.75	13,716.00
R3	13,913.75	13,844.00	13,680.75
R2	13,785.00	13,785.00	13,668.75
R1	13,715.25	13,715.25	13,657.00	13,750.00
PP	13,656.25	13,656.25	13,656.25	13,673.75
S1	13,586.50	13,586.50	13,633.50	13,621.50
S2	13,527.50	13,527.50	13,621.75
S3	13,398.75	13,457.75	13,609.75
S4	13,270.00	13,329.00	13,574.50

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	13,726.25	12,944.50	781.75	5.7%	255.50	1.9%	90%	True	False	1,201
10	13,726.25	12,906.00	820.25	6.0%	283.50	2.1%	90%	True	False	1,264
20	14,050.25	12,906.00	1,144.25	8.4%	264.50	1.9%	65%	False	False	1,185
40	14,050.25	12,769.00	1,281.25	9.4%	231.75	1.7%	68%	False	False	853
60	14,050.25	12,195.25	1,855.00	13.6%	266.75	2.0%	78%	False	False	660
80	14,050.25	12,195.25	1,855.00	13.6%	263.50	1.9%	78%	False	False	498

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	55.20
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	14,273.50
2.618	14,063.25
1.618	13,934.50
1.000	13,855.00
0.618	13,805.75
HIGH	13,726.25
0.618	13,677.00
0.500	13,662.00
0.382	13,646.75
LOW	13,597.50
0.618	13,518.00
1.000	13,468.75
1.618	13,389.25
2.618	13,260.50
4.250	13,050.25

Fisher Pivots for day following 25-May-2021
Pivot	1 day	3 day
R1	13,662.00	13,609.25
PP	13,656.25	13,573.50
S1	13,650.75	13,537.50

Download as Excel Spreadsheet

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

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