E-mini NASDAQ-100 Future September 2021

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

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	15,561.00	15,452.50	-108.50	-0.7%	15,656.00
High	15,668.00	15,565.00	-103.00	-0.7%	15,708.75
Low	15,433.50	15,350.25	-83.25	-0.5%	15,433.50
Close	15,441.50	15,436.75	-4.75	0.0%	15,441.50
Range	234.50	214.75	-19.75	-8.4%	275.25
ATR	163.58	167.24	3.65	2.2%	0.00
Volume	531,288	402,816	-128,472	-24.2%	2,164,033

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,095.00	15,980.50	15,554.75
R3	15,880.25	15,765.75	15,495.75
R2	15,665.50	15,665.50	15,476.00
R1	15,551.00	15,551.00	15,456.50	15,501.00
PP	15,450.75	15,450.75	15,450.75	15,425.50
S1	15,336.25	15,336.25	15,417.00	15,286.00
S2	15,236.00	15,236.00	15,397.50
S3	15,021.25	15,121.50	15,377.75
S4	14,806.50	14,906.75	15,318.75

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,353.75	16,172.75	15,593.00
R3	16,078.50	15,897.50	15,517.25
R2	15,803.25	15,803.25	15,492.00
R1	15,622.25	15,622.25	15,466.75	15,575.00
PP	15,528.00	15,528.00	15,528.00	15,504.25
S1	15,347.00	15,347.00	15,416.25	15,300.00
S2	15,252.75	15,252.75	15,391.00
S3	14,977.50	15,071.75	15,365.75
S4	14,702.25	14,796.50	15,290.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,708.75	15,350.25	358.50	2.3%	169.75	1.1%	24%	False	True	513,369
10	15,708.75	15,350.25	358.50	2.3%	158.25	1.0%	24%	False	True	489,753
20	15,708.75	14,710.50	998.25	6.5%	174.50	1.1%	73%	False	False	508,626
40	15,708.75	14,445.00	1,263.75	8.2%	171.75	1.1%	78%	False	False	487,598
60	15,708.75	13,958.50	1,750.25	11.3%	170.50	1.1%	84%	False	False	478,953
80	15,708.75	13,140.00	2,568.75	16.6%	175.00	1.1%	89%	False	False	388,798
100	15,708.75	12,906.00	2,802.75	18.2%	190.75	1.2%	90%	False	False	311,251
120	15,708.75	12,602.00	3,106.75	20.1%	194.75	1.3%	91%	False	False	259,464

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	55.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,477.75
2.618	16,127.25
1.618	15,912.50
1.000	15,779.75
0.618	15,697.75
HIGH	15,565.00
0.618	15,483.00
0.500	15,457.50
0.382	15,432.25
LOW	15,350.25
0.618	15,217.50
1.000	15,135.50
1.618	15,002.75
2.618	14,788.00
4.250	14,437.50

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	15,457.50	15,513.00
PP	15,450.75	15,487.50
S1	15,443.75	15,462.25

Download as Excel Spreadsheet

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

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