E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	14,836.75	14,979.50	142.75	1.0%	14,675.00
High	14,982.75	15,117.25	134.50	0.9%	15,117.25
Low	14,826.75	14,934.25	107.50	0.7%	14,445.00
Close	14,928.50	15,098.00	169.50	1.1%	15,098.00
Range	156.00	183.00	27.00	17.3%	672.25
ATR	189.29	189.25	-0.04	0.0%	0.00
Volume	425,426	449,261	23,835	5.6%	2,528,682

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,598.75	15,531.50	15,198.75
R3	15,415.75	15,348.50	15,148.25
R2	15,232.75	15,232.75	15,131.50
R1	15,165.50	15,165.50	15,114.75	15,199.00
PP	15,049.75	15,049.75	15,049.75	15,066.75
S1	14,982.50	14,982.50	15,081.25	15,016.00
S2	14,866.75	14,866.75	15,064.50
S3	14,683.75	14,799.50	15,047.75
S4	14,500.75	14,616.50	14,997.25

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,903.50	16,673.00	15,467.75
R3	16,231.25	16,000.75	15,282.75
R2	15,559.00	15,559.00	15,221.25
R1	15,328.50	15,328.50	15,159.50	15,443.75
PP	14,886.75	14,886.75	14,886.75	14,944.50
S1	14,656.25	14,656.25	15,036.50	14,771.50
S2	14,214.50	14,214.50	14,974.75
S3	13,542.25	13,984.00	14,913.25
S4	12,870.00	13,311.75	14,728.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,117.25	14,445.00	672.25	4.5%	202.75	1.3%	97%	True	False	505,736
10	15,117.25	14,445.00	672.25	4.5%	194.00	1.3%	97%	True	False	507,067
20	15,117.25	14,313.25	804.00	5.3%	177.50	1.2%	98%	True	False	474,280
40	15,117.25	13,451.25	1,666.00	11.0%	177.00	1.2%	99%	True	False	353,091
60	15,117.25	12,906.00	2,211.25	14.6%	205.50	1.4%	99%	True	False	235,791
80	15,117.25	12,848.25	2,269.00	15.0%	202.75	1.3%	99%	True	False	176,976
100	15,117.25	12,195.25	2,922.00	19.4%	229.00	1.5%	99%	True	False	141,640
120	15,117.25	12,195.25	2,922.00	19.4%	231.00	1.5%	99%	True	False	118,035

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	51.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	15,895.00
2.618	15,596.25
1.618	15,413.25
1.000	15,300.25
0.618	15,230.25
HIGH	15,117.25
0.618	15,047.25
0.500	15,025.75
0.382	15,004.25
LOW	14,934.25
0.618	14,821.25
1.000	14,751.25
1.618	14,638.25
2.618	14,455.25
4.250	14,156.50

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	15,074.00	15,029.50
PP	15,049.75	14,961.25
S1	15,025.75	14,892.75

Download as Excel Spreadsheet

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

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