E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 25-Aug-2021

Day Change Summary
	Previous	Current
	24-Aug-2021	25-Aug-2021	Change	Change %	Previous Week
Open	15,327.00	15,362.25	35.25	0.2%	15,119.25
High	15,384.00	15,397.00	13.00	0.1%	15,139.00
Low	15,309.50	15,333.00	23.50	0.2%	14,710.50
Close	15,355.50	15,364.25	8.75	0.1%	15,086.75
Range	74.50	64.00	-10.50	-14.1%	428.50
ATR	186.13	177.41	-8.72	-4.7%	0.00
Volume	365,577	405,227	39,650	10.8%	3,086,176

Daily Pivots for day following 25-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,556.75	15,524.50	15,399.50
R3	15,492.75	15,460.50	15,381.75
R2	15,428.75	15,428.75	15,376.00
R1	15,396.50	15,396.50	15,370.00	15,412.50
PP	15,364.75	15,364.75	15,364.75	15,372.75
S1	15,332.50	15,332.50	15,358.50	15,348.50
S2	15,300.75	15,300.75	15,352.50
S3	15,236.75	15,268.50	15,346.75
S4	15,172.75	15,204.50	15,329.00

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,264.25	16,104.00	15,322.50
R3	15,835.75	15,675.50	15,204.50
R2	15,407.25	15,407.25	15,165.25
R1	15,247.00	15,247.00	15,126.00	15,113.00
PP	14,978.75	14,978.75	14,978.75	14,911.75
S1	14,818.50	14,818.50	15,047.50	14,684.50
S2	14,550.25	14,550.25	15,008.25
S3	14,121.75	14,390.00	14,969.00
S4	13,693.25	13,961.50	14,851.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,397.00	14,710.50	686.50	4.5%	185.50	1.2%	95%	True	False	484,407
10	15,397.00	14,710.50	686.50	4.5%	185.25	1.2%	95%	True	False	501,833
20	15,397.00	14,710.50	686.50	4.5%	166.00	1.1%	95%	True	False	471,589
40	15,397.00	14,445.00	952.00	6.2%	178.75	1.2%	97%	True	False	486,027
60	15,397.00	13,451.25	1,945.75	12.7%	178.25	1.2%	98%	True	False	419,886
80	15,397.00	12,906.00	2,491.00	16.2%	197.00	1.3%	99%	True	False	315,215
100	15,397.00	12,906.00	2,491.00	16.2%	193.75	1.3%	99%	True	False	252,290
120	15,397.00	12,272.50	3,124.50	20.3%	212.00	1.4%	99%	True	False	210,301

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.28
Narrowest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	15,669.00
2.618	15,564.50
1.618	15,500.50
1.000	15,461.00
0.618	15,436.50
HIGH	15,397.00
0.618	15,372.50
0.500	15,365.00
0.382	15,357.50
LOW	15,333.00
0.618	15,293.50
1.000	15,269.00
1.618	15,229.50
2.618	15,165.50
4.250	15,061.00

Fisher Pivots for day following 25-Aug-2021
Pivot	1 day	3 day
R1	15,365.00	15,323.50
PP	15,364.75	15,282.50
S1	15,364.50	15,241.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols