E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	14,729.75	14,836.75	107.00	0.7%	14,824.00
High	14,839.50	14,982.75	143.25	1.0%	14,996.00
Low	14,668.25	14,826.75	158.50	1.1%	14,656.00
Close	14,827.75	14,928.50	100.75	0.7%	14,670.50
Range	171.25	156.00	-15.25	-8.9%	340.00
ATR	191.85	189.29	-2.56	-1.3%	0.00
Volume	404,345	425,426	21,081	5.2%	2,541,988

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,380.75	15,310.50	15,014.25
R3	15,224.75	15,154.50	14,971.50
R2	15,068.75	15,068.75	14,957.00
R1	14,998.50	14,998.50	14,942.75	15,033.50
PP	14,912.75	14,912.75	14,912.75	14,930.25
S1	14,842.50	14,842.50	14,914.25	14,877.50
S2	14,756.75	14,756.75	14,900.00
S3	14,600.75	14,686.50	14,885.50
S4	14,444.75	14,530.50	14,842.75

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	14,982.75	14,445.00	537.75	3.6%	208.75	1.4%	90%	True	False	523,686
10	14,996.00	14,445.00	551.00	3.7%	194.75	1.3%	88%	False	False	504,617
20	14,996.00	14,270.00	726.00	4.9%	176.00	1.2%	91%	False	False	472,310
40	14,996.00	13,451.25	1,544.75	10.3%	174.25	1.2%	96%	False	False	341,878
60	14,996.00	12,906.00	2,090.00	14.0%	204.25	1.4%	97%	False	False	228,314
80	14,996.00	12,769.00	2,227.00	14.9%	203.00	1.4%	97%	False	False	171,366
100	14,996.00	12,195.25	2,800.75	18.8%	229.75	1.5%	98%	False	False	137,147
120	14,996.00	12,195.25	2,800.75	18.8%	233.75	1.6%	98%	False	False	114,291

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	53.73
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	15,645.75
2.618	15,391.25
1.618	15,235.25
1.000	15,138.75
0.618	15,079.25
HIGH	14,982.75
0.618	14,923.25
0.500	14,904.75
0.382	14,886.25
LOW	14,826.75
0.618	14,730.25
1.000	14,670.75
1.618	14,574.25
2.618	14,418.25
4.250	14,163.75

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	14,920.50	14,869.00
PP	14,912.75	14,809.25
S1	14,904.75	14,749.75

Download as Excel Spreadsheet

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

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