E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 16-Jul-2021
Day Change Summary
Previous Current
15-Jul-2021 16-Jul-2021 Change Change % Previous Week
Open 14,895.00 14,778.50 -116.50 -0.8% 14,824.00
High 14,962.75 14,869.50 -93.25 -0.6% 14,996.00
Low 14,708.25 14,656.00 -52.25 -0.4% 14,656.00
Close 14,787.50 14,670.50 -117.00 -0.8% 14,670.50
Range 254.50 213.50 -41.00 -16.1% 340.00
ATR 181.79 184.06 2.26 1.2% 0.00
Volume 634,785 539,012 -95,773 -15.1% 2,541,988
Daily Pivots for day following 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,372.50 15,235.00 14,788.00
R3 15,159.00 15,021.50 14,729.25
R2 14,945.50 14,945.50 14,709.75
R1 14,808.00 14,808.00 14,690.00 14,770.00
PP 14,732.00 14,732.00 14,732.00 14,713.00
S1 14,594.50 14,594.50 14,651.00 14,556.50
S2 14,518.50 14,518.50 14,631.25
S3 14,305.00 14,381.00 14,611.75
S4 14,091.50 14,167.50 14,553.00
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,794.25 15,572.25 14,857.50
R3 15,454.25 15,232.25 14,764.00
R2 15,114.25 15,114.25 14,732.75
R1 14,892.25 14,892.25 14,701.75 14,833.25
PP 14,774.25 14,774.25 14,774.25 14,744.50
S1 14,552.25 14,552.25 14,639.25 14,493.25
S2 14,434.25 14,434.25 14,608.25
S3 14,094.25 14,212.25 14,577.00
S4 13,754.25 13,872.25 14,483.50
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 14,656.00 340.00 2.3% 185.25 1.3% 4% False True 508,397
10 14,996.00 14,513.25 482.75 3.3% 193.75 1.3% 33% False False 501,926
20 14,996.00 13,958.50 1,037.50 7.1% 168.25 1.1% 69% False False 461,663
40 14,996.00 13,140.00 1,856.00 12.7% 178.25 1.2% 82% False False 289,998
60 14,996.00 12,906.00 2,090.00 14.2% 203.50 1.4% 84% False False 193,686
80 14,996.00 12,602.00 2,394.00 16.3% 206.25 1.4% 86% False False 145,397
100 14,996.00 12,195.25 2,800.75 19.1% 236.75 1.6% 88% False False 116,354
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 53.90
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,777.00
2.618 15,428.50
1.618 15,215.00
1.000 15,083.00
0.618 15,001.50
HIGH 14,869.50
0.618 14,788.00
0.500 14,762.75
0.382 14,737.50
LOW 14,656.00
0.618 14,524.00
1.000 14,442.50
1.618 14,310.50
2.618 14,097.00
4.250 13,748.50
Fisher Pivots for day following 16-Jul-2021
Pivot 1 day 3 day
R1 14,762.75 14,826.00
PP 14,732.00 14,774.25
S1 14,701.25 14,722.25

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

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