E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 23-Jun-2021

Day Change Summary
	Previous	Current
	22-Jun-2021	23-Jun-2021	Change	Change %	Previous Week
Open	14,136.75	14,274.00	137.25	1.0%	13,991.00
High	14,279.25	14,315.75	36.50	0.3%	14,204.75
Low	14,066.50	14,231.75	165.25	1.2%	13,830.25
Close	14,258.25	14,263.00	4.75	0.0%	14,035.00
Range	212.75	84.00	-128.75	-60.5%	374.50
ATR	207.14	198.34	-8.80	-4.2%	0.00
Volume	420,968	366,489	-54,479	-12.9%	2,624,732

Daily Pivots for day following 23-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,522.25	14,476.50	14,309.25
R3	14,438.25	14,392.50	14,286.00
R2	14,354.25	14,354.25	14,278.50
R1	14,308.50	14,308.50	14,270.75	14,289.50
PP	14,270.25	14,270.25	14,270.25	14,260.50
S1	14,224.50	14,224.50	14,255.25	14,205.50
S2	14,186.25	14,186.25	14,247.50
S3	14,102.25	14,140.50	14,240.00
S4	14,018.25	14,056.50	14,216.75

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,146.75	14,965.50	14,241.00
R3	14,772.25	14,591.00	14,138.00
R2	14,397.75	14,397.75	14,103.75
R1	14,216.50	14,216.50	14,069.25	14,307.00
PP	14,023.25	14,023.25	14,023.25	14,068.75
S1	13,842.00	13,842.00	14,000.75	13,932.50
S2	13,648.75	13,648.75	13,966.25
S3	13,274.25	13,467.50	13,932.00
S4	12,899.75	13,093.00	13,829.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,315.75	13,841.75	474.00	3.3%	206.75	1.5%	89%	True	False	504,804
10	14,315.75	13,716.25	599.50	4.2%	194.00	1.4%	91%	True	False	419,840
20	14,315.75	13,451.25	864.50	6.1%	172.50	1.2%	94%	True	False	211,446
40	14,315.75	12,906.00	1,409.75	9.9%	218.50	1.5%	96%	True	False	106,316
60	14,315.75	12,769.00	1,546.75	10.8%	212.00	1.5%	97%	True	False	71,051
80	14,315.75	12,195.25	2,120.50	14.9%	243.25	1.7%	98%	True	False	53,357
100	14,315.75	12,195.25	2,120.50	14.9%	245.25	1.7%	98%	True	False	42,687

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	55.15
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	14,672.75
2.618	14,535.75
1.618	14,451.75
1.000	14,399.75
0.618	14,367.75
HIGH	14,315.75
0.618	14,283.75
0.500	14,273.75
0.382	14,263.75
LOW	14,231.75
0.618	14,179.75
1.000	14,147.75
1.618	14,095.75
2.618	14,011.75
4.250	13,874.75

Fisher Pivots for day following 23-Jun-2021
Pivot	1 day	3 day
R1	14,273.75	14,221.00
PP	14,270.25	14,179.00
S1	14,266.50	14,137.00

Download as Excel Spreadsheet

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

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