E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 22-Oct-2021

Day Change Summary
	Previous	Current
	21-Oct-2021	22-Oct-2021	Change	Change %	Previous Week
Open	15,357.50	15,383.00	25.50	0.2%	15,145.00
High	15,483.75	15,463.50	-20.25	-0.1%	15,483.75
Low	15,301.00	15,273.75	-27.25	-0.2%	15,020.75
Close	15,478.75	15,341.00	-137.75	-0.9%	15,341.00
Range	182.75	189.75	7.00	3.8%	463.00
ATR	226.37	224.84	-1.53	-0.7%	0.00
Volume	436,644	545,390	108,746	24.9%	2,241,985

Daily Pivots for day following 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,928.75	15,824.50	15,445.25
R3	15,739.00	15,634.75	15,393.25
R2	15,549.25	15,549.25	15,375.75
R1	15,445.00	15,445.00	15,358.50	15,402.25
PP	15,359.50	15,359.50	15,359.50	15,338.00
S1	15,255.25	15,255.25	15,323.50	15,212.50
S2	15,169.75	15,169.75	15,306.25
S3	14,980.00	15,065.50	15,288.75
S4	14,790.25	14,875.75	15,236.75

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,670.75	16,469.00	15,595.75
R3	16,207.75	16,006.00	15,468.25
R2	15,744.75	15,744.75	15,426.00
R1	15,543.00	15,543.00	15,383.50	15,644.00
PP	15,281.75	15,281.75	15,281.75	15,332.25
S1	15,080.00	15,080.00	15,298.50	15,181.00
S2	14,818.75	14,818.75	15,256.00
S3	14,355.75	14,617.00	15,213.75
S4	13,892.75	14,154.00	15,086.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,483.75	15,020.75	463.00	3.0%	187.25	1.2%	69%	False	False	448,397
10	15,483.75	14,585.50	898.25	5.9%	198.75	1.3%	84%	False	False	477,584
20	15,483.75	14,367.75	1,116.00	7.3%	253.00	1.6%	87%	False	False	567,304
40	15,702.25	14,367.75	1,334.50	8.7%	224.25	1.5%	73%	False	False	441,103
60	15,702.25	14,367.75	1,334.50	8.7%	202.75	1.3%	73%	False	False	294,383
80	15,702.25	14,367.75	1,334.50	8.7%	200.00	1.3%	73%	False	False	221,002
100	15,702.25	13,450.00	2,252.25	14.7%	193.75	1.3%	84%	False	False	176,867
120	15,702.25	12,897.75	2,804.50	18.3%	198.00	1.3%	87%	False	False	147,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.80
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,270.00
2.618	15,960.25
1.618	15,770.50
1.000	15,653.25
0.618	15,580.75
HIGH	15,463.50
0.618	15,391.00
0.500	15,368.50
0.382	15,346.25
LOW	15,273.75
0.618	15,156.50
1.000	15,084.00
1.618	14,966.75
2.618	14,777.00
4.250	14,467.25

Fisher Pivots for day following 22-Oct-2021
Pivot	1 day	3 day
R1	15,368.50	15,378.75
PP	15,359.50	15,366.25
S1	15,350.25	15,353.50

Download as Excel Spreadsheet

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

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