E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 14,675.00 14,593.75 -81.25 -0.6% 14,824.00
High 14,682.50 14,782.50 100.00 0.7% 14,996.00
Low 14,445.00 14,516.75 71.75 0.5% 14,656.00
Close 14,540.75 14,722.75 182.00 1.3% 14,670.50
Range 237.50 265.75 28.25 11.9% 340.00
ATR 187.87 193.44 5.56 3.0% 0.00
Volume 720,291 529,359 -190,932 -26.5% 2,541,988
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,471.25 15,362.75 14,869.00
R3 15,205.50 15,097.00 14,795.75
R2 14,939.75 14,939.75 14,771.50
R1 14,831.25 14,831.25 14,747.00 14,885.50
PP 14,674.00 14,674.00 14,674.00 14,701.00
S1 14,565.50 14,565.50 14,698.50 14,619.75
S2 14,408.25 14,408.25 14,674.00
S3 14,142.50 14,299.75 14,649.75
S4 13,876.75 14,034.00 14,576.50
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 14,445.00 551.00 3.7% 225.25 1.5% 50% False False 584,527
10 14,996.00 14,445.00 551.00 3.7% 206.00 1.4% 50% False False 531,906
20 14,996.00 14,066.50 929.50 6.3% 174.50 1.2% 71% False False 470,195
40 14,996.00 13,348.75 1,647.25 11.2% 177.25 1.2% 83% False False 321,193
60 14,996.00 12,906.00 2,090.00 14.2% 204.00 1.4% 87% False False 214,498
80 14,996.00 12,668.00 2,328.00 15.8% 205.00 1.4% 88% False False 161,004
100 14,996.00 12,195.25 2,800.75 19.0% 232.50 1.6% 90% False False 128,850
120 14,996.00 12,195.25 2,800.75 19.0% 236.25 1.6% 90% False False 107,377
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 51.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,912.00
2.618 15,478.25
1.618 15,212.50
1.000 15,048.25
0.618 14,946.75
HIGH 14,782.50
0.618 14,681.00
0.500 14,649.50
0.382 14,618.25
LOW 14,516.75
0.618 14,352.50
1.000 14,251.00
1.618 14,086.75
2.618 13,821.00
4.250 13,387.25
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 14,698.50 14,701.00
PP 14,674.00 14,679.00
S1 14,649.50 14,657.25

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

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