E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 30-Jun-2021

Day Change Summary
	Previous	Current
	29-Jun-2021	30-Jun-2021	Change	Change %	Previous Week
Open	14,504.50	14,584.75	80.25	0.6%	14,022.75
High	14,584.75	14,598.50	13.75	0.1%	14,422.00
Low	14,468.75	14,518.25	49.50	0.3%	13,958.50
Close	14,563.00	14,549.00	-14.00	-0.1%	14,339.00
Range	116.00	80.25	-35.75	-30.8%	463.50
ATR	182.20	174.92	-7.28	-4.0%	0.00
Volume	360,169	384,458	24,289	6.7%	2,080,742

Daily Pivots for day following 30-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,796.00	14,752.75	14,593.25
R3	14,715.75	14,672.50	14,571.00
R2	14,635.50	14,635.50	14,563.75
R1	14,592.25	14,592.25	14,556.25	14,573.75
PP	14,555.25	14,555.25	14,555.25	14,546.00
S1	14,512.00	14,512.00	14,541.75	14,493.50
S2	14,475.00	14,475.00	14,534.25
S3	14,394.75	14,431.75	14,527.00
S4	14,314.50	14,351.50	14,504.75

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	14,598.50	14,270.00	328.50	2.3%	123.25	0.8%	85%	True	False	382,221
10	14,598.50	13,841.75	756.75	5.2%	165.00	1.1%	93%	True	False	443,513
20	14,598.50	13,451.25	1,147.25	7.9%	175.75	1.2%	96%	True	False	306,782
40	14,598.50	12,906.00	1,692.50	11.6%	207.25	1.4%	97%	True	False	153,977
60	14,598.50	12,906.00	1,692.50	11.6%	203.00	1.4%	97%	True	False	102,867
80	14,598.50	12,317.00	2,281.50	15.7%	224.50	1.5%	98%	True	False	77,243
100	14,598.50	12,195.25	2,403.25	16.5%	240.00	1.6%	98%	True	False	61,798

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.03
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	14,939.50
2.618	14,808.50
1.618	14,728.25
1.000	14,678.75
0.618	14,648.00
HIGH	14,598.50
0.618	14,567.75
0.500	14,558.50
0.382	14,549.00
LOW	14,518.25
0.618	14,468.75
1.000	14,438.00
1.618	14,388.50
2.618	14,308.25
4.250	14,177.25

Fisher Pivots for day following 30-Jun-2021
Pivot	1 day	3 day
R1	14,558.50	14,521.25
PP	14,555.25	14,493.50
S1	14,552.00	14,466.00

Download as Excel Spreadsheet

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

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