E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 08-Jul-2021

Day Change Summary
	Previous	Current
	07-Jul-2021	08-Jul-2021	Change	Change %	Previous Week
Open	14,764.50	14,812.00	47.50	0.3%	14,350.00
High	14,883.75	14,822.00	-61.75	-0.4%	14,729.00
Low	14,726.25	14,540.50	-185.75	-1.3%	14,333.25
Close	14,802.25	14,712.25	-90.00	-0.6%	14,713.75
Range	157.50	281.50	124.00	78.7%	395.75
ATR	173.24	180.98	7.73	4.5%	0.00
Volume	471,450	631,207	159,757	33.9%	1,950,074

Daily Pivots for day following 08-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,536.00	15,405.75	14,867.00
R3	15,254.50	15,124.25	14,789.75
R2	14,973.00	14,973.00	14,763.75
R1	14,842.75	14,842.75	14,738.00	14,767.00
PP	14,691.50	14,691.50	14,691.50	14,653.75
S1	14,561.25	14,561.25	14,686.50	14,485.50
S2	14,410.00	14,410.00	14,660.75
S3	14,128.50	14,279.75	14,634.75
S4	13,847.00	13,998.25	14,557.50

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	14,883.75	14,471.00	412.75	2.8%	191.00	1.3%	58%	False	False	497,785
10	14,883.75	14,270.00	613.75	4.2%	157.00	1.1%	72%	False	False	440,003
20	14,883.75	13,716.25	1,167.50	7.9%	175.50	1.2%	85%	False	False	429,922
40	14,883.75	12,906.00	1,977.75	13.4%	196.50	1.3%	91%	False	False	216,040
60	14,883.75	12,906.00	1,977.75	13.4%	205.75	1.4%	91%	False	False	144,305
80	14,883.75	12,602.00	2,281.75	15.5%	215.00	1.5%	92%	False	False	108,349
100	14,883.75	12,195.25	2,688.50	18.3%	243.00	1.7%	94%	False	False	86,687

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	30.55
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	16,018.50
2.618	15,559.00
1.618	15,277.50
1.000	15,103.50
0.618	14,996.00
HIGH	14,822.00
0.618	14,714.50
0.500	14,681.25
0.382	14,648.00
LOW	14,540.50
0.618	14,366.50
1.000	14,259.00
1.618	14,085.00
2.618	13,803.50
4.250	13,344.00

Fisher Pivots for day following 08-Jul-2021
Pivot	1 day	3 day
R1	14,702.00	14,712.25
PP	14,691.50	14,712.25
S1	14,681.25	14,712.00

Download as Excel Spreadsheet

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

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