E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 13,645.50 13,300.00 -345.50 -2.5% 13,868.50
High 13,717.25 13,350.00 -367.25 -2.7% 13,915.25
Low 13,294.50 13,051.00 -243.50 -1.8% 13,370.25
Close 13,336.25 13,322.25 -14.00 -0.1% 13,689.00
Range 422.75 299.00 -123.75 -29.3% 545.00
ATR 212.02 218.23 6.21 2.9% 0.00
Volume 19 93 74 389.5% 132
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 14,138.00 14,029.25 13,486.75
R3 13,839.00 13,730.25 13,404.50
R2 13,540.00 13,540.00 13,377.00
R1 13,431.25 13,431.25 13,349.75 13,485.50
PP 13,241.00 13,241.00 13,241.00 13,268.25
S1 13,132.25 13,132.25 13,294.75 13,186.50
S2 12,942.00 12,942.00 13,267.50
S3 12,643.00 12,833.25 13,240.00
S4 12,344.00 12,534.25 13,157.75
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 15,293.25 15,036.00 13,988.75
R3 14,748.25 14,491.00 13,839.00
R2 14,203.25 14,203.25 13,789.00
R1 13,946.00 13,946.00 13,739.00 13,802.00
PP 13,658.25 13,658.25 13,658.25 13,586.25
S1 13,401.00 13,401.00 13,639.00 13,257.00
S2 13,113.25 13,113.25 13,589.00
S3 12,568.25 12,856.00 13,539.00
S4 12,023.25 12,311.00 13,389.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,780.25 13,051.00 729.25 5.5% 263.50 2.0% 37% False True 34
10 14,030.50 13,051.00 979.50 7.4% 226.00 1.7% 28% False True 31
20 14,030.50 13,051.00 979.50 7.4% 204.25 1.5% 28% False True 20
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 48.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,620.75
2.618 14,132.75
1.618 13,833.75
1.000 13,649.00
0.618 13,534.75
HIGH 13,350.00
0.618 13,235.75
0.500 13,200.50
0.382 13,165.25
LOW 13,051.00
0.618 12,866.25
1.000 12,752.00
1.618 12,567.25
2.618 12,268.25
4.250 11,780.25
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 13,281.75 13,415.50
PP 13,241.00 13,384.50
S1 13,200.50 13,353.50

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

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