E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 09-Jul-2021

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	14,812.00	14,710.25	-101.75	-0.7%	14,704.25
High	14,822.00	14,832.00	10.00	0.1%	14,883.75
Low	14,540.50	14,640.75	100.25	0.7%	14,540.50
Close	14,712.25	14,810.50	98.25	0.7%	14,810.50
Range	281.50	191.25	-90.25	-32.1%	343.25
ATR	180.98	181.71	0.73	0.4%	0.00
Volume	631,207	424,770	-206,437	-32.7%	2,085,109

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,334.75	15,264.00	14,915.75
R3	15,143.50	15,072.75	14,863.00
R2	14,952.25	14,952.25	14,845.50
R1	14,881.50	14,881.50	14,828.00	14,917.00
PP	14,761.00	14,761.00	14,761.00	14,778.75
S1	14,690.25	14,690.25	14,793.00	14,725.50
S2	14,569.75	14,569.75	14,775.50
S3	14,378.50	14,499.00	14,758.00
S4	14,187.25	14,307.75	14,705.25

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,774.75	15,635.75	14,999.25
R3	15,431.50	15,292.50	14,905.00
R2	15,088.25	15,088.25	14,873.50
R1	14,949.25	14,949.25	14,842.00	15,018.75
PP	14,745.00	14,745.00	14,745.00	14,779.50
S1	14,606.00	14,606.00	14,779.00	14,675.50
S2	14,401.75	14,401.75	14,747.50
S3	14,058.50	14,262.75	14,716.00
S4	13,715.25	13,919.50	14,621.75

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	14,513.25	370.50	2.5%	202.25	1.4%	80%	False	False	495,455
10	14,883.75	14,313.25	570.50	3.9%	161.00	1.1%	87%	False	False	441,494
20	14,883.75	13,830.25	1,053.50	7.1%	172.50	1.2%	93%	False	False	448,503
40	14,883.75	12,906.00	1,977.75	13.4%	191.50	1.3%	96%	False	False	226,603
60	14,883.75	12,906.00	1,977.75	13.4%	204.75	1.4%	96%	False	False	151,368
80	14,883.75	12,602.00	2,281.75	15.4%	214.50	1.4%	97%	False	False	113,650
100	14,883.75	12,195.25	2,688.50	18.2%	243.25	1.6%	97%	False	False	90,935

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	36.98
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,644.75
2.618	15,332.75
1.618	15,141.50
1.000	15,023.25
0.618	14,950.25
HIGH	14,832.00
0.618	14,759.00
0.500	14,736.50
0.382	14,713.75
LOW	14,640.75
0.618	14,522.50
1.000	14,449.50
1.618	14,331.25
2.618	14,140.00
4.250	13,828.00

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	14,785.75	14,777.75
PP	14,761.00	14,745.00
S1	14,736.50	14,712.00

Download as Excel Spreadsheet

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

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