E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 15,497.75 15,284.00 -213.75 -1.4% 15,443.00
High 15,528.25 15,338.25 -190.00 -1.2% 15,557.50
Low 15,276.25 14,807.50 -468.75 -3.1% 15,276.25
Close 15,326.00 15,009.50 -316.50 -2.1% 15,326.00
Range 252.00 530.75 278.75 110.6% 281.25
ATR 175.13 200.53 25.40 14.5% 0.00
Volume 641,864 845,911 204,047 31.8% 2,732,430
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,644.00 16,357.50 15,301.50
R3 16,113.25 15,826.75 15,155.50
R2 15,582.50 15,582.50 15,106.75
R1 15,296.00 15,296.00 15,058.25 15,174.00
PP 15,051.75 15,051.75 15,051.75 14,990.75
S1 14,765.25 14,765.25 14,960.75 14,643.00
S2 14,521.00 14,521.00 14,912.25
S3 13,990.25 14,234.50 14,863.50
S4 13,459.50 13,703.75 14,717.50
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,230.25 16,059.50 15,480.75
R3 15,949.00 15,778.25 15,403.25
R2 15,667.75 15,667.75 15,377.50
R1 15,497.00 15,497.00 15,351.75 15,441.75
PP 15,386.50 15,386.50 15,386.50 15,359.00
S1 15,215.75 15,215.75 15,300.25 15,160.50
S2 15,105.25 15,105.25 15,274.50
S3 14,824.00 14,934.50 15,248.75
S4 14,542.75 14,653.25 15,171.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,532.50 14,807.50 725.00 4.8% 268.50 1.8% 28% False True 602,593
10 15,702.25 14,807.50 894.75 6.0% 219.00 1.5% 23% False True 404,007
20 15,702.25 14,807.50 894.75 6.0% 178.75 1.2% 23% False True 202,781
40 15,702.25 14,699.00 1,003.25 6.7% 177.50 1.2% 31% False False 101,890
60 15,702.25 14,303.50 1,398.75 9.3% 176.00 1.2% 50% False False 68,160
80 15,702.25 13,450.00 2,252.25 15.0% 173.50 1.2% 69% False False 51,185
100 15,702.25 12,897.75 2,804.50 18.7% 187.25 1.2% 75% False False 40,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60.83
Widest range in 112 trading days
Fibonacci Retracements and Extensions
4.250 17,594.00
2.618 16,727.75
1.618 16,197.00
1.000 15,869.00
0.618 15,666.25
HIGH 15,338.25
0.618 15,135.50
0.500 15,073.00
0.382 15,010.25
LOW 14,807.50
0.618 14,479.50
1.000 14,276.75
1.618 13,948.75
2.618 13,418.00
4.250 12,551.75
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 15,073.00 15,170.00
PP 15,051.75 15,116.50
S1 15,030.50 15,063.00

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

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