E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	14,972.75	14,962.25	-10.50	-0.1%	15,098.00
High	15,056.25	15,050.00	-6.25	0.0%	15,134.00
Low	14,932.25	14,849.00	-83.25	-0.6%	14,774.25
Close	14,952.75	15,046.25	93.50	0.6%	14,955.75
Range	124.00	201.00	77.00	62.1%	359.75
ATR	191.82	192.47	0.66	0.3%	0.00
Volume	446,142	520,377	74,235	16.6%	2,558,719

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,584.75	15,516.50	15,156.75
R3	15,383.75	15,315.50	15,101.50
R2	15,182.75	15,182.75	15,083.00
R1	15,114.50	15,114.50	15,064.75	15,148.50
PP	14,981.75	14,981.75	14,981.75	14,998.75
S1	14,913.50	14,913.50	15,027.75	14,947.50
S2	14,780.75	14,780.75	15,009.50
S3	14,579.75	14,712.50	14,991.00
S4	14,378.75	14,511.50	14,935.75

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	15,084.00	14,811.25	272.75	1.8%	176.25	1.2%	86%	False	False	492,385
10	15,134.00	14,668.25	465.75	3.1%	184.50	1.2%	81%	False	False	480,427
20	15,134.00	14,445.00	689.00	4.6%	195.25	1.3%	87%	False	False	506,166
40	15,134.00	13,716.25	1,417.75	9.4%	181.25	1.2%	94%	False	False	440,907
60	15,134.00	12,906.00	2,228.00	14.8%	201.25	1.3%	96%	False	False	294,430
80	15,134.00	12,906.00	2,228.00	14.8%	201.50	1.3%	96%	False	False	221,001
100	15,134.00	12,602.00	2,532.00	16.8%	212.00	1.4%	97%	False	False	176,888
120	15,134.00	12,195.25	2,938.75	19.5%	233.50	1.6%	97%	False	False	147,412

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	45.15
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,904.25
2.618	15,576.25
1.618	15,375.25
1.000	15,251.00
0.618	15,174.25
HIGH	15,050.00
0.618	14,973.25
0.500	14,949.50
0.382	14,925.75
LOW	14,849.00
0.618	14,724.75
1.000	14,648.00
1.618	14,523.75
2.618	14,322.75
4.250	13,994.75

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	15,014.00	15,008.75
PP	14,981.75	14,971.25
S1	14,949.50	14,933.75

Download as Excel Spreadsheet

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

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