E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	15,383.00	15,324.25	-58.75	-0.4%	15,145.00
High	15,463.50	15,546.00	82.50	0.5%	15,483.75
Low	15,273.75	15,273.75	0.00	0.0%	15,020.75
Close	15,341.00	15,495.75	154.75	1.0%	15,341.00
Range	189.75	272.25	82.50	43.5%	463.00
ATR	224.84	228.23	3.39	1.5%	0.00
Volume	545,390	456,009	-89,381	-16.4%	2,241,985

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,255.25	16,147.75	15,645.50
R3	15,983.00	15,875.50	15,570.50
R2	15,710.75	15,710.75	15,545.75
R1	15,603.25	15,603.25	15,520.75	15,657.00
PP	15,438.50	15,438.50	15,438.50	15,465.50
S1	15,331.00	15,331.00	15,470.75	15,384.75
S2	15,166.25	15,166.25	15,445.75
S3	14,894.00	15,058.75	15,421.00
S4	14,621.75	14,786.50	15,346.00

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	15,546.00	15,269.00	277.00	1.8%	186.25	1.2%	82%	True	False	454,914
10	15,546.00	14,585.50	960.50	6.2%	204.00	1.3%	95%	True	False	472,136
20	15,546.00	14,367.75	1,178.25	7.6%	251.00	1.6%	96%	True	False	562,935
40	15,702.25	14,367.75	1,334.50	8.6%	226.75	1.5%	85%	False	False	452,479
60	15,702.25	14,367.75	1,334.50	8.6%	204.50	1.3%	85%	False	False	301,965
80	15,702.25	14,367.75	1,334.50	8.6%	201.75	1.3%	85%	False	False	226,698
100	15,702.25	13,450.00	2,252.25	14.5%	194.25	1.3%	91%	False	False	181,426
120	15,702.25	12,897.75	2,804.50	18.1%	198.75	1.3%	93%	False	False	151,193

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	51.15
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,703.00
2.618	16,258.75
1.618	15,986.50
1.000	15,818.25
0.618	15,714.25
HIGH	15,546.00
0.618	15,442.00
0.500	15,410.00
0.382	15,377.75
LOW	15,273.75
0.618	15,105.50
1.000	15,001.50
1.618	14,833.25
2.618	14,561.00
4.250	14,116.75

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	15,467.00	15,467.00
PP	15,438.50	15,438.50
S1	15,410.00	15,410.00

Download as Excel Spreadsheet

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

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