E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	14,905.25	14,972.75	67.50	0.5%	15,098.00
High	14,980.00	15,056.25	76.25	0.5%	15,134.00
Low	14,811.25	14,932.25	121.00	0.8%	14,774.25
Close	14,955.75	14,952.75	-3.00	0.0%	14,955.75
Range	168.75	124.00	-44.75	-26.5%	359.75
ATR	197.03	191.82	-5.22	-2.6%	0.00
Volume	505,630	446,142	-59,488	-11.8%	2,558,719

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,352.50	15,276.50	15,021.00
R3	15,228.50	15,152.50	14,986.75
R2	15,104.50	15,104.50	14,975.50
R1	15,028.50	15,028.50	14,964.00	15,004.50
PP	14,980.50	14,980.50	14,980.50	14,968.50
S1	14,904.50	14,904.50	14,941.50	14,880.50
S2	14,856.50	14,856.50	14,930.00
S3	14,732.50	14,780.50	14,918.75
S4	14,608.50	14,656.50	14,884.50

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,034.00	15,854.50	15,153.50
R3	15,674.25	15,494.75	15,054.75
R2	15,314.50	15,314.50	15,021.75
R1	15,135.00	15,135.00	14,988.75	15,045.00
PP	14,954.75	14,954.75	14,954.75	14,909.50
S1	14,775.25	14,775.25	14,922.75	14,685.00
S2	14,595.00	14,595.00	14,889.75
S3	14,235.25	14,415.50	14,856.75
S4	13,875.50	14,055.75	14,758.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,131.50	14,774.25	357.25	2.4%	207.50	1.4%	50%	False	False	522,668
10	15,134.00	14,516.75	617.25	4.1%	191.00	1.3%	71%	False	False	481,325
20	15,134.00	14,445.00	689.00	4.6%	193.50	1.3%	74%	False	False	508,032
40	15,134.00	13,680.75	1,453.25	9.7%	179.50	1.2%	88%	False	False	427,994
60	15,134.00	12,906.00	2,228.00	14.9%	201.50	1.3%	92%	False	False	285,776
80	15,134.00	12,906.00	2,228.00	14.9%	201.50	1.3%	92%	False	False	214,501
100	15,134.00	12,602.00	2,532.00	16.9%	213.75	1.4%	93%	False	False	171,685
120	15,134.00	12,195.25	2,938.75	19.7%	233.75	1.6%	94%	False	False	143,075

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	True
Bear Hook	False
Bull Hook	False
Stretch	44.08
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,583.25
2.618	15,381.00
1.618	15,257.00
1.000	15,180.25
0.618	15,133.00
HIGH	15,056.25
0.618	15,009.00
0.500	14,994.25
0.382	14,979.50
LOW	14,932.25
0.618	14,855.50
1.000	14,808.25
1.618	14,731.50
2.618	14,607.50
4.250	14,405.25

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	14,994.25	14,951.00
PP	14,980.50	14,949.25
S1	14,966.50	14,947.50

Download as Excel Spreadsheet

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

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