E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	15,098.00	15,125.25	27.25	0.2%	14,675.00
High	15,134.00	15,131.50	-2.50	0.0%	15,117.25
Low	15,038.75	14,774.25	-264.50	-1.8%	14,445.00
Close	15,117.75	14,947.75	-170.00	-1.1%	15,098.00
Range	95.25	357.25	262.00	275.1%	672.25
ATR	182.54	195.02	12.48	6.8%	0.00
Volume	391,517	671,793	280,276	71.6%	2,528,682

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,023.00	15,842.50	15,144.25
R3	15,665.75	15,485.25	15,046.00
R2	15,308.50	15,308.50	15,013.25
R1	15,128.00	15,128.00	14,980.50	15,039.50
PP	14,951.25	14,951.25	14,951.25	14,907.00
S1	14,770.75	14,770.75	14,915.00	14,682.50
S2	14,594.00	14,594.00	14,882.25
S3	14,236.75	14,413.50	14,849.50
S4	13,879.50	14,056.25	14,751.25

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	15,134.00	14,668.25	465.75	3.1%	192.50	1.3%	60%	False	False	468,468
10	15,134.00	14,445.00	689.00	4.6%	209.00	1.4%	73%	False	False	526,498
20	15,134.00	14,445.00	689.00	4.6%	186.75	1.2%	73%	False	False	489,615
40	15,134.00	13,451.25	1,682.75	11.3%	183.50	1.2%	89%	False	False	379,641
60	15,134.00	12,906.00	2,228.00	14.9%	206.75	1.4%	92%	False	False	253,493
80	15,134.00	12,906.00	2,228.00	14.9%	201.75	1.3%	92%	False	False	190,257
100	15,134.00	12,195.25	2,938.75	19.7%	223.75	1.5%	94%	False	False	152,272
120	15,134.00	12,195.25	2,938.75	19.7%	231.75	1.6%	94%	False	False	126,896

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	43.08
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	16,649.75
2.618	16,066.75
1.618	15,709.50
1.000	15,488.75
0.618	15,352.25
HIGH	15,131.50
0.618	14,995.00
0.500	14,953.00
0.382	14,910.75
LOW	14,774.25
0.618	14,553.50
1.000	14,417.00
1.618	14,196.25
2.618	13,839.00
4.250	13,256.00

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	14,953.00	14,954.00
PP	14,951.25	14,952.00
S1	14,949.50	14,950.00

Download as Excel Spreadsheet

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

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