E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 13,991.00 14,111.00 120.00 0.9% 13,765.00
High 14,126.00 14,155.25 29.25 0.2% 13,990.25
Low 13,957.00 14,000.75 43.75 0.3% 13,680.75
Close 14,117.25 14,021.75 -95.50 -0.7% 13,985.75
Range 169.00 154.50 -14.50 -8.6% 309.50
ATR 195.76 192.82 -2.95 -1.5% 0.00
Volume 376,141 449,355 73,214 19.5% 303,592
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,522.75 14,426.75 14,106.75
R3 14,368.25 14,272.25 14,064.25
R2 14,213.75 14,213.75 14,050.00
R1 14,117.75 14,117.75 14,036.00 14,088.50
PP 14,059.25 14,059.25 14,059.25 14,044.50
S1 13,963.25 13,963.25 14,007.50 13,934.00
S2 13,904.75 13,904.75 13,993.50
S3 13,750.25 13,808.75 13,979.25
S4 13,595.75 13,654.25 13,936.75
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,814.00 14,709.50 14,156.00
R3 14,504.50 14,400.00 14,070.75
R2 14,195.00 14,195.00 14,042.50
R1 14,090.50 14,090.50 14,014.00 14,142.75
PP 13,885.50 13,885.50 13,885.50 13,911.75
S1 13,781.00 13,781.00 13,957.50 13,833.25
S2 13,576.00 13,576.00 13,929.00
S3 13,266.50 13,471.50 13,900.75
S4 12,957.00 13,162.00 13,815.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,155.25 13,716.25 439.00 3.1% 147.50 1.1% 70% True False 223,497
10 14,155.25 13,451.25 704.00 5.0% 170.50 1.2% 81% True False 113,507
20 14,155.25 12,944.50 1,210.75 8.6% 183.75 1.3% 89% True False 57,272
40 14,155.25 12,906.00 1,249.25 8.9% 216.50 1.5% 89% True False 29,137
60 14,155.25 12,602.00 1,553.25 11.1% 217.75 1.6% 91% True False 19,592
80 14,155.25 12,195.25 1,960.00 14.0% 258.00 1.8% 93% True False 14,729
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 45.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,812.00
2.618 14,559.75
1.618 14,405.25
1.000 14,309.75
0.618 14,250.75
HIGH 14,155.25
0.618 14,096.25
0.500 14,078.00
0.382 14,059.75
LOW 14,000.75
0.618 13,905.25
1.000 13,846.25
1.618 13,750.75
2.618 13,596.25
4.250 13,344.00
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 14,078.00 14,039.50
PP 14,059.25 14,033.75
S1 14,040.50 14,027.75

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

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