E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	15,045.00	15,008.50	-36.50	-0.2%	14,972.75
High	15,119.00	15,090.50	-28.50	-0.2%	15,172.50
Low	14,963.00	14,941.25	-21.75	-0.1%	14,849.00
Close	15,019.50	15,078.50	59.00	0.4%	15,095.50
Range	156.00	149.25	-6.75	-4.3%	323.50
ATR	172.05	170.42	-1.63	-0.9%	0.00
Volume	479,700	384,239	-95,461	-19.9%	2,178,850

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,484.50	15,430.75	15,160.50
R3	15,335.25	15,281.50	15,119.50
R2	15,186.00	15,186.00	15,105.75
R1	15,132.25	15,132.25	15,092.25	15,159.00
PP	15,036.75	15,036.75	15,036.75	15,050.25
S1	14,983.00	14,983.00	15,064.75	15,010.00
S2	14,887.50	14,887.50	15,051.25
S3	14,738.25	14,833.75	15,037.50
S4	14,589.00	14,684.50	14,996.50

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	15,169.75	14,941.25	228.50	1.5%	146.50	1.0%	60%	False	True	425,139
10	15,172.50	14,811.25	361.25	2.4%	144.00	1.0%	74%	False	False	438,510
20	15,172.50	14,445.00	727.50	4.8%	175.50	1.2%	87%	False	False	475,294
40	15,172.50	13,841.75	1,330.75	8.8%	175.50	1.2%	93%	False	False	471,442
60	15,172.50	12,944.50	2,228.00	14.8%	178.50	1.2%	96%	False	False	342,810
80	15,172.50	12,906.00	2,266.50	15.0%	196.50	1.3%	96%	False	False	257,357
100	15,172.50	12,602.00	2,570.50	17.0%	199.75	1.3%	96%	False	False	205,990
120	15,172.50	12,195.25	2,977.25	19.7%	229.50	1.5%	97%	False	False	171,686

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	48.35
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	15,724.75
2.618	15,481.25
1.618	15,332.00
1.000	15,239.75
0.618	15,182.75
HIGH	15,090.50
0.618	15,033.50
0.500	15,016.00
0.382	14,998.25
LOW	14,941.25
0.618	14,849.00
1.000	14,792.00
1.618	14,699.75
2.618	14,550.50
4.250	14,307.00

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	15,057.50	15,068.75
PP	15,036.75	15,059.00
S1	15,016.00	15,049.25

Download as Excel Spreadsheet

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

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