E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	15,595.00	15,679.75	84.75	0.5%	15,324.25
High	15,777.00	15,864.75	87.75	0.6%	15,864.75
Low	15,591.75	15,595.50	3.75	0.0%	15,273.75
Close	15,764.75	15,838.50	73.75	0.5%	15,838.50
Range	185.25	269.25	84.00	45.3%	591.00
ATR	222.87	226.19	3.31	1.5%	0.00
Volume	498,210	484,693	-13,517	-2.7%	2,559,485

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,574.00	16,475.50	15,986.50
R3	16,304.75	16,206.25	15,912.50
R2	16,035.50	16,035.50	15,887.75
R1	15,937.00	15,937.00	15,863.25	15,986.25
PP	15,766.25	15,766.25	15,766.25	15,791.00
S1	15,667.75	15,667.75	15,813.75	15,717.00
S2	15,497.00	15,497.00	15,789.25
S3	15,227.75	15,398.50	15,764.50
S4	14,958.50	15,129.25	15,690.50

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,432.00	17,226.25	16,163.50
R3	16,841.00	16,635.25	16,001.00
R2	16,250.00	16,250.00	15,946.75
R1	16,044.25	16,044.25	15,892.75	16,147.00
PP	15,659.00	15,659.00	15,659.00	15,710.50
S1	15,453.25	15,453.25	15,784.25	15,556.00
S2	15,068.00	15,068.00	15,730.25
S3	14,477.00	14,862.25	15,676.00
S4	13,886.00	14,271.25	15,513.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,864.75	15,273.75	591.00	3.7%	227.00	1.4%	96%	True	False	511,897
10	15,864.75	15,020.75	844.00	5.3%	207.00	1.3%	97%	True	False	480,147
20	15,864.75	14,367.75	1,497.00	9.5%	236.00	1.5%	98%	True	False	525,653
40	15,864.75	14,367.75	1,497.00	9.5%	233.25	1.5%	98%	True	False	504,864
60	15,864.75	14,367.75	1,497.00	9.5%	210.25	1.3%	98%	True	False	336,971
80	15,864.75	14,367.75	1,497.00	9.5%	202.50	1.3%	98%	True	False	252,955
100	15,864.75	13,712.75	2,152.00	13.6%	196.00	1.2%	99%	True	False	202,458
120	15,864.75	12,897.75	2,967.00	18.7%	196.50	1.2%	99%	True	False	168,721

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.05
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,009.00
2.618	16,569.75
1.618	16,300.50
1.000	16,134.00
0.618	16,031.25
HIGH	15,864.75
0.618	15,762.00
0.500	15,730.00
0.382	15,698.25
LOW	15,595.50
0.618	15,429.00
1.000	15,326.25
1.618	15,159.75
2.618	14,890.50
4.250	14,451.25

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	15,802.50	15,787.75
PP	15,766.25	15,736.75
S1	15,730.00	15,686.00

Download as Excel Spreadsheet

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

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