E-mini NASDAQ-100 Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	15,432.75	15,605.50	172.75	1.1%	15,090.00
High	15,617.75	15,677.25	59.50	0.4%	15,443.75
Low	15,420.00	15,517.75	97.75	0.6%	15,086.50
Close	15,597.50	15,582.50	-15.00	-0.1%	15,426.50
Range	197.75	159.50	-38.25	-19.3%	357.25
ATR	174.95	173.85	-1.10	-0.6%	0.00
Volume	417,563	521,129	103,566	24.8%	2,188,822

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,071.00	15,986.25	15,670.25
R3	15,911.50	15,826.75	15,626.25
R2	15,752.00	15,752.00	15,611.75
R1	15,667.25	15,667.25	15,597.00	15,630.00
PP	15,592.50	15,592.50	15,592.50	15,573.75
S1	15,507.75	15,507.75	15,568.00	15,470.50
S2	15,433.00	15,433.00	15,553.25
S3	15,273.50	15,348.25	15,538.75
S4	15,114.00	15,188.75	15,494.75

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,390.75	16,265.75	15,623.00
R3	16,033.50	15,908.50	15,524.75
R2	15,676.25	15,676.25	15,492.00
R1	15,551.25	15,551.25	15,459.25	15,613.75
PP	15,319.00	15,319.00	15,319.00	15,350.00
S1	15,194.00	15,194.00	15,393.75	15,256.50
S2	14,961.75	14,961.75	15,361.00
S3	14,604.50	14,836.75	15,328.25
S4	14,247.25	14,479.50	15,230.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,677.25	15,255.25	422.00	2.7%	142.50	0.9%	78%	True	False	469,869
10	15,677.25	14,710.50	966.75	6.2%	180.50	1.2%	90%	True	False	493,500
20	15,677.25	14,710.50	966.75	6.2%	165.00	1.1%	90%	True	False	474,558
40	15,677.25	14,445.00	1,232.25	7.9%	180.00	1.2%	92%	True	False	490,362
60	15,677.25	13,716.25	1,961.00	12.6%	175.75	1.1%	95%	True	False	452,124
80	15,677.25	12,906.00	2,771.25	17.8%	192.00	1.2%	97%	True	False	339,462
100	15,677.25	12,906.00	2,771.25	17.8%	194.25	1.2%	97%	True	False	271,712
120	15,677.25	12,602.00	3,075.25	19.7%	204.25	1.3%	97%	True	False	226,500

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	False
Bear Hook	False
Bull Hook	False
Stretch	44.50
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,355.00
2.618	16,094.75
1.618	15,935.25
1.000	15,836.75
0.618	15,775.75
HIGH	15,677.25
0.618	15,616.25
0.500	15,597.50
0.382	15,578.75
LOW	15,517.75
0.618	15,419.25
1.000	15,358.25
1.618	15,259.75
2.618	15,100.25
4.250	14,840.00

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	15,597.50	15,545.50
PP	15,592.50	15,508.50
S1	15,587.50	15,471.50

Download as Excel Spreadsheet

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

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