E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 26-May-2021
Day Change Summary
Previous Current
25-May-2021 26-May-2021 Change Change % Previous Week
Open 13,637.50 13,652.50 15.00 0.1% 13,372.75
High 13,726.25 13,716.00 -10.25 -0.1% 13,556.25
Low 13,597.50 13,647.00 49.50 0.4% 12,944.50
Close 13,645.25 13,688.75 43.50 0.3% 13,394.00
Range 128.75 69.00 -59.75 -46.4% 611.75
ATR 258.59 245.17 -13.42 -5.2% 0.00
Volume 1,319 755 -564 -42.8% 5,533
Daily Pivots for day following 26-May-2021
Classic Woodie Camarilla DeMark
R4 13,891.00 13,858.75 13,726.75
R3 13,822.00 13,789.75 13,707.75
R2 13,753.00 13,753.00 13,701.50
R1 13,720.75 13,720.75 13,695.00 13,737.00
PP 13,684.00 13,684.00 13,684.00 13,692.00
S1 13,651.75 13,651.75 13,682.50 13,668.00
S2 13,615.00 13,615.00 13,676.00
S3 13,546.00 13,582.75 13,669.75
S4 13,477.00 13,513.75 13,650.75
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 13,140.00 586.25 4.3% 212.50 1.6% 94% False False 993
10 13,726.25 12,906.00 820.25 6.0% 251.75 1.8% 95% False False 1,116
20 14,050.25 12,906.00 1,144.25 8.4% 262.50 1.9% 68% False False 1,192
40 14,050.25 12,848.25 1,202.00 8.8% 228.25 1.7% 70% False False 861
60 14,050.25 12,195.25 1,855.00 13.6% 263.50 1.9% 81% False False 673
80 14,050.25 12,195.25 1,855.00 13.6% 258.00 1.9% 81% False False 507
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 52.90
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 14,009.25
2.618 13,896.75
1.618 13,827.75
1.000 13,785.00
0.618 13,758.75
HIGH 13,716.00
0.618 13,689.75
0.500 13,681.50
0.382 13,673.25
LOW 13,647.00
0.618 13,604.25
1.000 13,578.00
1.618 13,535.25
2.618 13,466.25
4.250 13,353.75
Fisher Pivots for day following 26-May-2021
Pivot 1 day 3 day
R1 13,686.25 13,638.25
PP 13,684.00 13,588.00
S1 13,681.50 13,537.50

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

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