E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	15,106.50	14,874.25	-232.25	-1.5%	14,660.00
High	15,119.50	15,061.00	-58.50	-0.4%	15,105.00
Low	14,764.00	14,861.75	97.75	0.7%	14,437.00
Close	14,936.50	15,000.00	63.50	0.4%	15,086.25
Range	355.50	199.25	-156.25	-44.0%	668.00
ATR	190.20	190.85	0.65	0.3%	0.00
Volume	1,918	800	-1,118	-58.3%	4,687

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,572.00	15,485.25	15,109.50
R3	15,372.75	15,286.00	15,054.75
R2	15,173.50	15,173.50	15,036.50
R1	15,086.75	15,086.75	15,018.25	15,130.00
PP	14,974.25	14,974.25	14,974.25	14,996.00
S1	14,887.50	14,887.50	14,981.75	14,931.00
S2	14,775.00	14,775.00	14,963.50
S3	14,575.75	14,688.25	14,945.25
S4	14,376.50	14,489.00	14,890.50

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,880.00	16,651.25	15,453.75
R3	16,212.00	15,983.25	15,270.00
R2	15,544.00	15,544.00	15,208.75
R1	15,315.25	15,315.25	15,147.50	15,429.50
PP	14,876.00	14,876.00	14,876.00	14,933.25
S1	14,647.25	14,647.25	15,025.00	14,761.50
S2	14,208.00	14,208.00	14,963.75
S3	13,540.00	13,979.25	14,902.50
S4	12,872.00	13,311.25	14,718.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,122.50	14,764.00	358.50	2.4%	196.25	1.3%	66%	False	False	1,138
10	15,122.50	14,437.00	685.50	4.6%	209.75	1.4%	82%	False	False	1,026
20	15,122.50	14,437.00	685.50	4.6%	187.00	1.2%	82%	False	False	840
40	15,122.50	13,450.00	1,672.50	11.2%	178.00	1.2%	93%	False	False	573
60	15,122.50	12,897.75	2,224.75	14.8%	196.00	1.3%	94%	False	False	392

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.83
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,907.75
2.618	15,582.75
1.618	15,383.50
1.000	15,260.25
0.618	15,184.25
HIGH	15,061.00
0.618	14,985.00
0.500	14,961.50
0.382	14,937.75
LOW	14,861.75
0.618	14,738.50
1.000	14,662.50
1.618	14,539.25
2.618	14,340.00
4.250	14,015.00

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	14,987.00	14,981.00
PP	14,974.25	14,962.25
S1	14,961.50	14,943.25

Download as Excel Spreadsheet

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

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