E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	14,869.75	14,895.00	25.25	0.2%	14,704.25
High	14,996.00	14,962.75	-33.25	-0.2%	14,883.75
Low	14,841.25	14,708.25	-133.00	-0.9%	14,540.50
Close	14,891.75	14,787.50	-104.25	-0.7%	14,810.50
Range	154.75	254.50	99.75	64.5%	343.25
ATR	176.20	181.79	5.59	3.2%	0.00
Volume	499,191	634,785	135,594	27.2%	2,085,109

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,583.00	15,439.75	14,927.50
R3	15,328.50	15,185.25	14,857.50
R2	15,074.00	15,074.00	14,834.25
R1	14,930.75	14,930.75	14,810.75	14,875.00
PP	14,819.50	14,819.50	14,819.50	14,791.75
S1	14,676.25	14,676.25	14,764.25	14,620.50
S2	14,565.00	14,565.00	14,740.75
S3	14,310.50	14,421.75	14,717.50
S4	14,056.00	14,167.25	14,647.50

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	14,996.00	14,640.75	355.25	2.4%	180.75	1.2%	41%	False	False	485,549
10	14,996.00	14,471.00	525.00	3.6%	186.00	1.3%	60%	False	False	491,667
20	14,996.00	13,841.75	1,154.25	7.8%	175.50	1.2%	82%	False	False	467,590
40	14,996.00	12,944.50	2,051.50	13.9%	180.00	1.2%	90%	False	False	276,568
60	14,996.00	12,906.00	2,090.00	14.1%	203.75	1.4%	90%	False	False	184,711
80	14,996.00	12,602.00	2,394.00	16.2%	206.00	1.4%	91%	False	False	138,664
100	14,996.00	12,195.25	2,800.75	18.9%	240.25	1.6%	93%	False	False	110,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.58
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,044.50
2.618	15,629.00
1.618	15,374.50
1.000	15,217.25
0.618	15,120.00
HIGH	14,962.75
0.618	14,865.50
0.500	14,835.50
0.382	14,805.50
LOW	14,708.25
0.618	14,551.00
1.000	14,453.75
1.618	14,296.50
2.618	14,042.00
4.250	13,626.50

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	14,835.50	14,852.00
PP	14,819.50	14,830.50
S1	14,803.50	14,809.00

Download as Excel Spreadsheet

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

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