E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 12-Oct-2021

Day Change Summary
	Previous	Current
	11-Oct-2021	12-Oct-2021	Change	Change %	Previous Week
Open	14,810.25	14,688.50	-121.75	-0.8%	14,785.00
High	14,897.25	14,783.25	-114.00	-0.8%	15,001.25
Low	14,677.00	14,585.50	-91.50	-0.6%	14,367.75
Close	14,700.50	14,653.25	-47.25	-0.3%	14,808.25
Range	220.25	197.75	-22.50	-10.2%	633.50
ATR	252.75	248.82	-3.93	-1.6%	0.00
Volume	510,490	599,367	88,877	17.4%	3,177,735

Daily Pivots for day following 12-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,267.25	15,158.00	14,762.00
R3	15,069.50	14,960.25	14,707.75
R2	14,871.75	14,871.75	14,689.50
R1	14,762.50	14,762.50	14,671.50	14,718.25
PP	14,674.00	14,674.00	14,674.00	14,652.00
S1	14,564.75	14,564.75	14,635.00	14,520.50
S2	14,476.25	14,476.25	14,617.00
S3	14,278.50	14,367.00	14,598.75
S4	14,080.75	14,169.25	14,544.50

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,626.25	16,350.75	15,156.75
R3	15,992.75	15,717.25	14,982.50
R2	15,359.25	15,359.25	14,924.50
R1	15,083.75	15,083.75	14,866.25	15,221.50
PP	14,725.75	14,725.75	14,725.75	14,794.50
S1	14,450.25	14,450.25	14,750.25	14,588.00
S2	14,092.25	14,092.25	14,692.00
S3	13,458.75	13,816.75	14,634.00
S4	12,825.25	13,183.25	14,459.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,001.25	14,422.50	578.75	3.9%	241.00	1.6%	40%	False	False	582,020
10	15,001.25	14,367.75	633.50	4.3%	272.50	1.9%	45%	False	False	629,993
20	15,532.50	14,367.75	1,164.75	7.9%	274.00	1.9%	25%	False	False	620,104
40	15,702.25	14,367.75	1,334.50	9.1%	222.00	1.5%	21%	False	False	349,677
60	15,702.25	14,367.75	1,334.50	9.1%	203.00	1.4%	21%	False	False	233,420
80	15,702.25	13,945.75	1,756.50	12.0%	193.75	1.3%	40%	False	False	175,220
100	15,702.25	13,341.00	2,361.25	16.1%	188.50	1.3%	56%	False	False	140,209
120	15,702.25	12,897.75	2,804.50	19.1%	197.00	1.3%	63%	False	False	116,845

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	79.80
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	15,623.75
2.618	15,301.00
1.618	15,103.25
1.000	14,981.00
0.618	14,905.50
HIGH	14,783.25
0.618	14,707.75
0.500	14,684.50
0.382	14,661.00
LOW	14,585.50
0.618	14,463.25
1.000	14,387.75
1.618	14,265.50
2.618	14,067.75
4.250	13,745.00

Fisher Pivots for day following 12-Oct-2021
Pivot	1 day	3 day
R1	14,684.50	14,790.75
PP	14,674.00	14,745.00
S1	14,663.50	14,699.00

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