E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	14,558.50	14,543.75	-14.75	-0.1%	14,350.00
High	14,606.25	14,729.00	122.75	0.8%	14,729.00
Low	14,471.00	14,513.25	42.25	0.3%	14,333.25
Close	14,548.50	14,713.75	165.25	1.1%	14,713.75
Range	135.25	215.75	80.50	59.5%	395.75
ATR	172.08	175.20	3.12	1.8%	0.00
Volume	436,419	392,168	-44,251	-10.1%	1,950,074

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,299.25	15,222.25	14,832.50
R3	15,083.50	15,006.50	14,773.00
R2	14,867.75	14,867.75	14,753.25
R1	14,790.75	14,790.75	14,733.50	14,829.25
PP	14,652.00	14,652.00	14,652.00	14,671.25
S1	14,575.00	14,575.00	14,694.00	14,613.50
S2	14,436.25	14,436.25	14,674.25
S3	14,220.50	14,359.25	14,654.50
S4	14,004.75	14,143.50	14,595.00

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,779.25	15,642.25	14,931.50
R3	15,383.50	15,246.50	14,822.50
R2	14,987.75	14,987.75	14,786.25
R1	14,850.75	14,850.75	14,750.00	14,919.25
PP	14,592.00	14,592.00	14,592.00	14,626.25
S1	14,455.00	14,455.00	14,677.50	14,523.50
S2	14,196.25	14,196.25	14,641.25
S3	13,800.50	14,059.25	14,605.00
S4	13,404.75	13,663.50	14,496.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,729.00	14,333.25	395.75	2.7%	146.75	1.0%	96%	True	False	390,014
10	14,729.00	13,958.50	770.50	5.2%	145.00	1.0%	98%	True	False	403,081
20	14,729.00	13,680.75	1,048.25	7.1%	165.50	1.1%	99%	True	False	347,957
40	14,729.00	12,906.00	1,823.00	12.4%	205.75	1.4%	99%	True	False	174,648
60	14,729.00	12,906.00	1,823.00	12.4%	204.00	1.4%	99%	True	False	116,658
80	14,729.00	12,602.00	2,127.00	14.5%	219.00	1.5%	99%	True	False	87,599
100	14,729.00	12,195.25	2,533.75	17.2%	242.00	1.6%	99%	True	False	70,084

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	35.45
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	15,646.00
2.618	15,293.75
1.618	15,078.00
1.000	14,944.75
0.618	14,862.25
HIGH	14,729.00
0.618	14,646.50
0.500	14,621.00
0.382	14,595.75
LOW	14,513.25
0.618	14,380.00
1.000	14,297.50
1.618	14,164.25
2.618	13,948.50
4.250	13,596.25

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	14,683.00	14,675.75
PP	14,652.00	14,638.00
S1	14,621.00	14,600.00

Download as Excel Spreadsheet

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

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