E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	15,119.25	15,131.50	12.25	0.1%	15,090.25
High	15,139.00	15,133.75	-5.25	0.0%	15,157.25
Low	14,917.25	14,897.00	-20.25	-0.1%	14,941.25
Close	15,134.00	14,997.50	-136.50	-0.9%	15,125.75
Range	221.75	236.75	15.00	6.8%	216.00
ATR	168.52	173.41	4.89	2.9%	0.00
Volume	590,789	687,897	97,108	16.4%	2,065,145

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,719.75	15,595.25	15,127.75
R3	15,483.00	15,358.50	15,062.50
R2	15,246.25	15,246.25	15,041.00
R1	15,121.75	15,121.75	15,019.25	15,065.50
PP	15,009.50	15,009.50	15,009.50	14,981.25
S1	14,885.00	14,885.00	14,975.75	14,829.00
S2	14,772.75	14,772.75	14,954.00
S3	14,536.00	14,648.25	14,932.50
S4	14,299.25	14,411.50	14,867.25

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	15,141.75	14,897.00	244.75	1.6%	170.00	1.1%	41%	False	True	501,429
10	15,172.50	14,897.00	275.50	1.8%	149.25	1.0%	36%	False	True	455,616
20	15,172.50	14,668.25	504.25	3.4%	166.75	1.1%	65%	False	False	468,021
40	15,172.50	14,066.50	1,106.00	7.4%	170.50	1.1%	84%	False	False	469,108
60	15,172.50	13,348.75	1,823.75	12.2%	173.75	1.2%	90%	False	False	370,135
80	15,172.50	12,906.00	2,266.50	15.1%	194.75	1.3%	92%	False	False	277,879
100	15,172.50	12,668.00	2,504.50	16.7%	197.50	1.3%	93%	False	False	222,407
120	15,172.50	12,195.25	2,977.25	19.9%	221.75	1.5%	94%	False	False	185,379

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.70
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	16,140.00
2.618	15,753.50
1.618	15,516.75
1.000	15,370.50
0.618	15,280.00
HIGH	15,133.75
0.618	15,043.25
0.500	15,015.50
0.382	14,987.50
LOW	14,897.00
0.618	14,750.75
1.000	14,660.25
1.618	14,514.00
2.618	14,277.25
4.250	13,890.75

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	15,015.50	15,019.50
PP	15,009.50	15,012.00
S1	15,003.50	15,004.75

Download as Excel Spreadsheet

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

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