E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	15,156.50	15,073.75	-82.75	-0.5%	14,961.00
High	15,158.75	15,134.50	-24.25	-0.2%	15,160.00
Low	15,038.25	14,994.00	-44.25	-0.3%	14,840.25
Close	15,084.25	15,113.50	29.25	0.2%	15,084.25
Range	120.50	140.50	20.00	16.6%	319.75
ATR	172.05	169.79	-2.25	-1.3%	0.00
Volume	535	686	151	28.2%	3,637

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,502.25	15,448.25	15,190.75
R3	15,361.75	15,307.75	15,152.25
R2	15,221.25	15,221.25	15,139.25
R1	15,167.25	15,167.25	15,126.50	15,194.25
PP	15,080.75	15,080.75	15,080.75	15,094.00
S1	15,026.75	15,026.75	15,100.50	15,053.75
S2	14,940.25	14,940.25	15,087.75
S3	14,799.75	14,886.25	15,074.75
S4	14,659.25	14,745.75	15,036.25

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,987.50	15,855.50	15,260.00
R3	15,667.75	15,535.75	15,172.25
R2	15,348.00	15,348.00	15,142.75
R1	15,216.00	15,216.00	15,113.50	15,282.00
PP	15,028.25	15,028.25	15,028.25	15,061.00
S1	14,896.25	14,896.25	15,055.00	14,962.25
S2	14,708.50	14,708.50	15,025.75
S3	14,388.75	14,576.50	14,996.25
S4	14,069.00	14,256.75	14,908.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,160.00	14,840.25	319.75	2.1%	133.25	0.9%	85%	False	False	693
10	15,160.00	14,764.00	396.00	2.6%	167.75	1.1%	88%	False	False	891
20	15,160.00	14,437.00	723.00	4.8%	178.50	1.2%	94%	False	False	921
40	15,160.00	13,823.50	1,336.50	8.8%	174.00	1.2%	97%	False	False	713
60	15,160.00	12,941.50	2,218.50	14.7%	177.25	1.2%	98%	False	False	491
80	15,160.00	12,897.75	2,262.25	15.0%	186.50	1.2%	98%	False	False	373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	38.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,731.50
2.618	15,502.25
1.618	15,361.75
1.000	15,275.00
0.618	15,221.25
HIGH	15,134.50
0.618	15,080.75
0.500	15,064.25
0.382	15,047.75
LOW	14,994.00
0.618	14,907.25
1.000	14,853.50
1.618	14,766.75
2.618	14,626.25
4.250	14,397.00

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	15,097.00	15,101.25
PP	15,080.75	15,089.25
S1	15,064.25	15,077.00

Download as Excel Spreadsheet

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

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