E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 14,039.00 13,941.00 -98.00 -0.7% 13,765.00
High 14,095.75 14,199.00 103.25 0.7% 13,990.25
Low 13,830.25 13,841.75 11.50 0.1% 13,680.75
Close 13,972.75 14,156.25 183.50 1.3% 13,985.75
Range 265.50 357.25 91.75 34.6% 309.50
ATR 198.01 209.38 11.37 5.7% 0.00
Volume 566,333 657,540 91,207 16.1% 303,592
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 15,137.50 15,004.00 14,352.75
R3 14,780.25 14,646.75 14,254.50
R2 14,423.00 14,423.00 14,221.75
R1 14,289.50 14,289.50 14,189.00 14,356.25
PP 14,065.75 14,065.75 14,065.75 14,099.00
S1 13,932.25 13,932.25 14,123.50 13,999.00
S2 13,708.50 13,708.50 14,090.75
S3 13,351.25 13,575.00 14,058.00
S4 12,994.00 13,217.75 13,959.75
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 14,199.00 13,830.25 368.75 2.6% 202.50 1.4% 88% True False 455,756
10 14,199.00 13,457.50 741.50 5.2% 197.75 1.4% 94% True False 235,578
20 14,199.00 13,140.00 1,059.00 7.5% 188.25 1.3% 96% True False 118,333
40 14,199.00 12,906.00 1,293.00 9.1% 221.25 1.6% 97% True False 59,697
60 14,199.00 12,602.00 1,597.00 11.3% 219.00 1.5% 97% True False 39,975
80 14,199.00 12,195.25 2,003.75 14.2% 254.00 1.8% 98% True False 30,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.78
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 15,717.25
2.618 15,134.25
1.618 14,777.00
1.000 14,556.25
0.618 14,419.75
HIGH 14,199.00
0.618 14,062.50
0.500 14,020.50
0.382 13,978.25
LOW 13,841.75
0.618 13,621.00
1.000 13,484.50
1.618 13,263.75
2.618 12,906.50
4.250 12,323.50
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 14,111.00 14,109.00
PP 14,065.75 14,061.75
S1 14,020.50 14,014.50

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

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