E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 10-Aug-2021

Day Change Summary
	Previous	Current
	09-Aug-2021	10-Aug-2021	Change	Change %	Previous Week
Open	15,090.25	15,128.75	38.50	0.3%	14,972.75
High	15,145.50	15,157.25	11.75	0.1%	15,172.50
Low	15,003.25	14,994.50	-8.75	-0.1%	14,849.00
Close	15,125.25	15,044.50	-80.75	-0.5%	15,095.50
Range	142.25	162.75	20.50	14.4%	323.50
ATR	174.09	173.28	-0.81	-0.5%	0.00
Volume	361,388	475,298	113,910	31.5%	2,178,850

Daily Pivots for day following 10-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,553.75	15,461.75	15,134.00
R3	15,391.00	15,299.00	15,089.25
R2	15,228.25	15,228.25	15,074.25
R1	15,136.25	15,136.25	15,059.50	15,101.00
PP	15,065.50	15,065.50	15,065.50	15,047.75
S1	14,973.50	14,973.50	15,029.50	14,938.00
S2	14,902.75	14,902.75	15,014.75
S3	14,740.00	14,810.75	14,999.75
S4	14,577.25	14,648.00	14,955.00

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,009.50	15,876.00	15,273.50
R3	15,686.00	15,552.50	15,184.50
R2	15,362.50	15,362.50	15,154.75
R1	15,229.00	15,229.00	15,125.25	15,295.75
PP	15,039.00	15,039.00	15,039.00	15,072.50
S1	14,905.50	14,905.50	15,065.75	14,972.25
S2	14,715.50	14,715.50	15,036.25
S3	14,392.00	14,582.00	15,006.50
S4	14,068.50	14,258.50	14,917.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,172.50	14,994.50	178.00	1.2%	128.25	0.9%	28%	False	True	409,803
10	15,172.50	14,811.25	361.25	2.4%	152.25	1.0%	65%	False	False	451,094
20	15,172.50	14,445.00	727.50	4.8%	180.50	1.2%	82%	False	False	488,796
40	15,172.50	13,830.25	1,342.25	8.9%	178.25	1.2%	90%	False	False	475,236
60	15,172.50	12,944.50	2,228.00	14.8%	182.00	1.2%	94%	False	False	328,442
80	15,172.50	12,906.00	2,266.50	15.1%	198.25	1.3%	94%	False	False	246,577
100	15,172.50	12,602.00	2,570.50	17.1%	202.50	1.3%	95%	False	False	197,363
120	15,172.50	12,195.25	2,977.25	19.8%	231.50	1.5%	96%	False	False	164,487

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.18
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,849.00
2.618	15,583.25
1.618	15,420.50
1.000	15,320.00
0.618	15,257.75
HIGH	15,157.25
0.618	15,095.00
0.500	15,076.00
0.382	15,056.75
LOW	14,994.50
0.618	14,894.00
1.000	14,831.75
1.618	14,731.25
2.618	14,568.50
4.250	14,302.75

Fisher Pivots for day following 10-Aug-2021
Pivot	1 day	3 day
R1	15,076.00	15,082.00
PP	15,065.50	15,069.50
S1	15,055.00	15,057.00

Download as Excel Spreadsheet

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

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