E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	15,008.50	15,079.75	71.25	0.5%	15,090.25
High	15,090.50	15,141.75	51.25	0.3%	15,157.25
Low	14,941.25	15,055.25	114.00	0.8%	14,941.25
Close	15,078.50	15,125.75	47.25	0.3%	15,125.75
Range	149.25	86.50	-62.75	-42.0%	216.00
ATR	170.42	164.42	-5.99	-3.5%	0.00
Volume	384,239	364,520	-19,719	-5.1%	2,065,145

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,367.00	15,333.00	15,173.25
R3	15,280.50	15,246.50	15,149.50
R2	15,194.00	15,194.00	15,141.50
R1	15,160.00	15,160.00	15,133.75	15,177.00
PP	15,107.50	15,107.50	15,107.50	15,116.00
S1	15,073.50	15,073.50	15,117.75	15,090.50
S2	15,021.00	15,021.00	15,110.00
S3	14,934.50	14,987.00	15,102.00
S4	14,848.00	14,900.50	15,078.25

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,722.75	15,640.25	15,244.50
R3	15,506.75	15,424.25	15,185.25
R2	15,290.75	15,290.75	15,165.25
R1	15,208.25	15,208.25	15,145.50	15,249.50
PP	15,074.75	15,074.75	15,074.75	15,095.50
S1	14,992.25	14,992.25	15,106.00	15,033.50
S2	14,858.75	14,858.75	15,086.25
S3	14,642.75	14,776.25	15,066.25
S4	14,426.75	14,560.25	15,007.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,157.25	14,941.25	216.00	1.4%	139.25	0.9%	85%	False	False	413,029
10	15,172.50	14,849.00	323.50	2.1%	135.75	0.9%	86%	False	False	424,399
20	15,172.50	14,445.00	727.50	4.8%	169.00	1.1%	94%	False	False	466,569
40	15,172.50	13,958.50	1,214.00	8.0%	168.75	1.1%	96%	False	False	464,116
60	15,172.50	13,140.00	2,032.50	13.4%	175.25	1.2%	98%	False	False	348,855
80	15,172.50	12,906.00	2,266.50	15.0%	195.00	1.3%	98%	False	False	261,907
100	15,172.50	12,602.00	2,570.50	17.0%	198.75	1.3%	98%	False	False	209,631
120	15,172.50	12,195.25	2,977.25	19.7%	225.50	1.5%	98%	False	False	174,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	43.33
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	15,509.50
2.618	15,368.25
1.618	15,281.75
1.000	15,228.25
0.618	15,195.25
HIGH	15,141.75
0.618	15,108.75
0.500	15,098.50
0.382	15,088.25
LOW	15,055.25
0.618	15,001.75
1.000	14,968.75
1.618	14,915.25
2.618	14,828.75
4.250	14,687.50

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	15,116.75	15,097.75
PP	15,107.50	15,069.50
S1	15,098.50	15,041.50

Download as Excel Spreadsheet

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

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