E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	15,679.75	15,885.25	205.50	1.3%	15,324.25
High	15,864.75	15,914.75	50.00	0.3%	15,864.75
Low	15,595.50	15,595.50	0.00	0.0%	15,273.75
Close	15,838.50	15,894.25	55.75	0.4%	15,838.50
Range	269.25	319.25	50.00	18.6%	591.00
ATR	226.19	232.83	6.65	2.9%	0.00
Volume	484,693	411,507	-73,186	-15.1%	2,559,485

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,759.25	16,646.00	16,069.75
R3	16,440.00	16,326.75	15,982.00
R2	16,120.75	16,120.75	15,952.75
R1	16,007.50	16,007.50	15,923.50	16,064.00
PP	15,801.50	15,801.50	15,801.50	15,829.75
S1	15,688.25	15,688.25	15,865.00	15,745.00
S2	15,482.25	15,482.25	15,835.75
S3	15,163.00	15,369.00	15,806.50
S4	14,843.75	15,049.75	15,718.75

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	15,914.75	15,503.00	411.75	2.6%	236.50	1.5%	95%	True	False	502,996
10	15,914.75	15,269.00	645.75	4.1%	211.25	1.3%	97%	True	False	478,955
20	15,914.75	14,410.50	1,504.25	9.5%	228.50	1.4%	99%	True	False	506,086
40	15,914.75	14,367.75	1,547.00	9.7%	238.25	1.5%	99%	True	False	515,074
60	15,914.75	14,367.75	1,547.00	9.7%	213.50	1.3%	99%	True	False	343,821
80	15,914.75	14,367.75	1,547.00	9.7%	204.25	1.3%	99%	True	False	258,093
100	15,914.75	13,823.50	2,091.25	13.2%	196.75	1.2%	99%	True	False	206,572
120	15,914.75	12,897.75	3,017.00	19.0%	196.75	1.2%	99%	True	False	172,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42.58
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	17,271.50
2.618	16,750.50
1.618	16,431.25
1.000	16,234.00
0.618	16,112.00
HIGH	15,914.75
0.618	15,792.75
0.500	15,755.00
0.382	15,717.50
LOW	15,595.50
0.618	15,398.25
1.000	15,276.25
1.618	15,079.00
2.618	14,759.75
4.250	14,238.75

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	15,848.00	15,847.25
PP	15,801.50	15,800.25
S1	15,755.00	15,753.25

Download as Excel Spreadsheet

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

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