E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	14,702.25	14,785.00	82.75	0.6%	15,319.00
High	14,818.00	14,835.00	17.00	0.1%	15,399.25
Low	14,537.00	14,367.75	-169.25	-1.2%	14,537.00
Close	14,761.75	14,462.25	-299.50	-2.0%	14,761.75
Range	281.00	467.25	186.25	66.3%	862.25
ATR	229.76	246.72	16.96	7.4%	0.00
Volume	663,413	802,849	139,436	21.0%	3,392,505

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,956.75	15,676.75	14,719.25
R3	15,489.50	15,209.50	14,590.75
R2	15,022.25	15,022.25	14,548.00
R1	14,742.25	14,742.25	14,505.00	14,648.50
PP	14,555.00	14,555.00	14,555.00	14,508.25
S1	14,275.00	14,275.00	14,419.50	14,181.50
S2	14,087.75	14,087.75	14,376.50
S3	13,620.50	13,807.75	14,333.75
S4	13,153.25	13,340.50	14,205.25

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,486.00	16,986.25	15,236.00
R3	16,623.75	16,124.00	14,998.75
R2	15,761.50	15,761.50	14,919.75
R1	15,261.75	15,261.75	14,840.75	15,080.50
PP	14,899.25	14,899.25	14,899.25	14,808.75
S1	14,399.50	14,399.50	14,682.75	14,218.25
S2	14,037.00	14,037.00	14,603.75
S3	13,174.75	13,537.25	14,524.75
S4	12,312.50	12,675.00	14,287.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,192.25	14,367.75	824.50	5.7%	325.50	2.3%	11%	False	True	730,394
10	15,399.25	14,367.75	1,031.50	7.1%	277.00	1.9%	9%	False	True	644,118
20	15,702.25	14,367.75	1,334.50	9.2%	248.00	1.7%	7%	False	True	524,063
40	15,702.25	14,367.75	1,334.50	9.2%	206.00	1.4%	7%	False	True	262,688
60	15,702.25	14,367.75	1,334.50	9.2%	196.00	1.4%	7%	False	True	175,428
80	15,702.25	13,823.50	1,878.75	13.0%	189.00	1.3%	34%	False	False	131,694
100	15,702.25	12,897.75	2,804.50	19.4%	190.25	1.3%	56%	False	False	105,363
120	15,702.25	12,897.75	2,804.50	19.4%	193.00	1.3%	56%	False	False	87,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55.18
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	16,820.75
2.618	16,058.25
1.618	15,591.00
1.000	15,302.25
0.618	15,123.75
HIGH	14,835.00
0.618	14,656.50
0.500	14,601.50
0.382	14,546.25
LOW	14,367.75
0.618	14,079.00
1.000	13,900.50
1.618	13,611.75
2.618	13,144.50
4.250	12,382.00

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	14,601.50	14,625.50
PP	14,555.00	14,571.25
S1	14,508.50	14,516.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols