E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 05-Oct-2021
Day Change Summary
Previous Current
04-Oct-2021 05-Oct-2021 Change Change % Previous Week
Open 14,785.00 14,493.75 -291.25 -2.0% 15,319.00
High 14,835.00 14,754.75 -80.25 -0.5% 15,399.25
Low 14,367.75 14,410.50 42.75 0.3% 14,537.00
Close 14,462.25 14,655.25 193.00 1.3% 14,761.75
Range 467.25 344.25 -123.00 -26.3% 862.25
ATR 246.72 253.69 6.97 2.8% 0.00
Volume 802,849 574,640 -228,209 -28.4% 3,392,505
Daily Pivots for day following 05-Oct-2021
Classic Woodie Camarilla DeMark
R4 15,639.50 15,491.75 14,844.50
R3 15,295.25 15,147.50 14,750.00
R2 14,951.00 14,951.00 14,718.25
R1 14,803.25 14,803.25 14,686.75 14,877.00
PP 14,606.75 14,606.75 14,606.75 14,643.75
S1 14,459.00 14,459.00 14,623.75 14,533.00
S2 14,262.50 14,262.50 14,592.25
S3 13,918.25 14,114.75 14,560.50
S4 13,574.00 13,770.50 14,466.00
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 14,926.00 14,367.75 558.25 3.8% 304.25 2.1% 52% False False 677,965
10 15,399.25 14,367.75 1,031.50 7.0% 291.25 2.0% 28% False False 635,604
20 15,680.00 14,367.75 1,312.25 9.0% 260.00 1.8% 22% False False 552,446
40 15,702.25 14,367.75 1,334.50 9.1% 211.00 1.4% 22% False False 277,037
60 15,702.25 14,367.75 1,334.50 9.1% 200.25 1.4% 22% False False 184,998
80 15,702.25 13,823.50 1,878.75 12.8% 192.50 1.3% 44% False False 138,875
100 15,702.25 12,941.50 2,760.75 18.8% 190.75 1.3% 62% False False 111,109
120 15,702.25 12,897.75 2,804.50 19.1% 194.75 1.3% 63% False False 92,595
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 60.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,217.75
2.618 15,656.00
1.618 15,311.75
1.000 15,099.00
0.618 14,967.50
HIGH 14,754.75
0.618 14,623.25
0.500 14,582.50
0.382 14,542.00
LOW 14,410.50
0.618 14,197.75
1.000 14,066.25
1.618 13,853.50
2.618 13,509.25
4.250 12,947.50
Fisher Pivots for day following 05-Oct-2021
Pivot 1 day 3 day
R1 14,631.00 14,637.25
PP 14,606.75 14,619.25
S1 14,582.50 14,601.50

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

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