E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	14,594.00	14,770.25	176.25	1.2%	14,785.00
High	14,795.75	15,071.50	275.75	1.9%	15,001.25
Low	14,591.00	14,767.50	176.50	1.2%	14,367.75
Close	14,764.25	15,037.25	273.00	1.8%	14,808.25
Range	204.75	304.00	99.25	48.5%	633.50
ATR	245.67	250.07	4.40	1.8%	0.00
Volume	556,059	425,055	-131,004	-23.6%	3,177,735

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,870.75	15,758.00	15,204.50
R3	15,566.75	15,454.00	15,120.75
R2	15,262.75	15,262.75	15,093.00
R1	15,150.00	15,150.00	15,065.00	15,206.50
PP	14,958.75	14,958.75	14,958.75	14,987.00
S1	14,846.00	14,846.00	15,009.50	14,902.50
S2	14,654.75	14,654.75	14,981.50
S3	14,350.75	14,542.00	14,953.75
S4	14,046.75	14,238.00	14,870.00

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	15,071.50	14,585.50	486.00	3.2%	226.50	1.5%	93%	True	False	528,315
10	15,071.50	14,367.75	703.75	4.7%	280.50	1.9%	95%	True	False	593,211
20	15,528.25	14,367.75	1,160.50	7.7%	280.50	1.9%	58%	False	False	619,740
40	15,702.25	14,367.75	1,334.50	8.9%	223.25	1.5%	50%	False	False	374,138
60	15,702.25	14,367.75	1,334.50	8.9%	204.25	1.4%	50%	False	False	249,743
80	15,702.25	14,221.75	1,480.50	9.8%	195.25	1.3%	55%	False	False	187,470
100	15,702.25	13,450.00	2,252.25	15.0%	188.75	1.3%	70%	False	False	150,019
120	15,702.25	12,897.75	2,804.50	18.7%	198.00	1.3%	76%	False	False	125,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64.60
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,363.50
2.618	15,867.25
1.618	15,563.25
1.000	15,375.50
0.618	15,259.25
HIGH	15,071.50
0.618	14,955.25
0.500	14,919.50
0.382	14,883.75
LOW	14,767.50
0.618	14,579.75
1.000	14,463.50
1.618	14,275.75
2.618	13,971.75
4.250	13,475.50

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	14,998.00	14,967.75
PP	14,958.75	14,898.00
S1	14,919.50	14,828.50

Download as Excel Spreadsheet

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

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