E-mini NASDAQ-100 Future September 2021

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

Day Change Summary
	Previous	Current
	24-Jun-2021	25-Jun-2021	Change	Change %	Previous Week
Open	14,275.25	14,365.75	90.50	0.6%	14,022.75
High	14,422.00	14,394.25	-27.75	-0.2%	14,422.00
Low	14,270.00	14,313.25	43.25	0.3%	13,958.50
Close	14,354.25	14,339.00	-15.25	-0.1%	14,339.00
Range	152.00	81.00	-71.00	-46.7%	463.50
ATR	195.53	187.35	-8.18	-4.2%	0.00
Volume	409,864	379,758	-30,106	-7.3%	2,080,742

Daily Pivots for day following 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,591.75	14,546.50	14,383.50
R3	14,510.75	14,465.50	14,361.25
R2	14,429.75	14,429.75	14,353.75
R1	14,384.50	14,384.50	14,346.50	14,366.50
PP	14,348.75	14,348.75	14,348.75	14,340.00
S1	14,303.50	14,303.50	14,331.50	14,285.50
S2	14,267.75	14,267.75	14,324.25
S3	14,186.75	14,222.50	14,316.75
S4	14,105.75	14,141.50	14,294.50

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,630.25	15,448.25	14,594.00
R3	15,166.75	14,984.75	14,466.50
R2	14,703.25	14,703.25	14,424.00
R1	14,521.25	14,521.25	14,381.50	14,612.25
PP	14,239.75	14,239.75	14,239.75	14,285.50
S1	14,057.75	14,057.75	14,296.50	14,148.75
S2	13,776.25	13,776.25	14,254.00
S3	13,312.75	13,594.25	14,211.50
S4	12,849.25	13,130.75	14,084.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,422.00	13,958.50	463.50	3.2%	143.00	1.0%	82%	False	False	416,148
10	14,422.00	13,830.25	591.75	4.1%	185.50	1.3%	86%	False	False	470,547
20	14,422.00	13,451.25	970.75	6.8%	175.75	1.2%	91%	False	False	250,852
40	14,422.00	12,906.00	1,516.00	10.6%	215.50	1.5%	95%	False	False	126,021
60	14,422.00	12,906.00	1,516.00	10.6%	207.50	1.4%	95%	False	False	84,196
80	14,422.00	12,195.25	2,226.75	15.5%	236.50	1.6%	96%	False	False	63,227
100	14,422.00	12,195.25	2,226.75	15.5%	240.75	1.7%	96%	False	False	50,584

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.90
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	14,738.50
2.618	14,606.25
1.618	14,525.25
1.000	14,475.25
0.618	14,444.25
HIGH	14,394.25
0.618	14,363.25
0.500	14,353.75
0.382	14,344.25
LOW	14,313.25
0.618	14,263.25
1.000	14,232.25
1.618	14,182.25
2.618	14,101.25
4.250	13,969.00

Fisher Pivots for day following 25-Jun-2021
Pivot	1 day	3 day
R1	14,353.75	14,335.00
PP	14,348.75	14,331.00
S1	14,344.00	14,327.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols