E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 14,992.75 15,178.25 185.50 1.2% 15,443.00
High 15,227.00 15,347.00 120.00 0.8% 15,557.50
Low 14,930.50 15,175.25 244.75 1.6% 15,276.25
Close 15,163.50 15,303.50 140.00 0.9% 15,326.00
Range 296.50 171.75 -124.75 -42.1% 281.25
ATR 207.35 205.65 -1.70 -0.8% 0.00
Volume 601,005 514,535 -86,470 -14.4% 2,732,430
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 15,790.50 15,718.75 15,398.00
R3 15,618.75 15,547.00 15,350.75
R2 15,447.00 15,447.00 15,335.00
R1 15,375.25 15,375.25 15,319.25 15,411.00
PP 15,275.25 15,275.25 15,275.25 15,293.25
S1 15,203.50 15,203.50 15,287.75 15,239.50
S2 15,103.50 15,103.50 15,272.00
S3 14,931.75 15,031.75 15,256.25
S4 14,760.00 14,860.00 15,209.00
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 15,528.25 14,807.50 720.75 4.7% 290.25 1.9% 69% False False 652,619
10 15,660.00 14,807.50 852.50 5.6% 246.00 1.6% 58% False False 574,118
20 15,702.25 14,807.50 894.75 5.8% 193.00 1.3% 55% False False 291,426
40 15,702.25 14,699.00 1,003.25 6.6% 178.00 1.2% 60% False False 146,179
60 15,702.25 14,437.00 1,265.25 8.3% 181.00 1.2% 68% False False 97,733
80 15,702.25 13,450.00 2,252.25 14.7% 178.00 1.2% 82% False False 73,376
100 15,702.25 12,897.75 2,804.50 18.3% 188.75 1.2% 86% False False 58,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 57.08
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 16,077.00
2.618 15,796.75
1.618 15,625.00
1.000 15,518.75
0.618 15,453.25
HIGH 15,347.00
0.618 15,281.50
0.500 15,261.00
0.382 15,240.75
LOW 15,175.25
0.618 15,069.00
1.000 15,003.50
1.618 14,897.25
2.618 14,725.50
4.250 14,445.25
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 15,289.50 15,248.50
PP 15,275.25 15,193.75
S1 15,261.00 15,138.75

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

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