E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	15,885.25	15,891.00	5.75	0.0%	15,324.25
High	15,914.75	15,980.25	65.50	0.4%	15,864.75
Low	15,595.50	15,849.50	254.00	1.6%	15,273.75
Close	15,894.25	15,961.25	67.00	0.4%	15,838.50
Range	319.25	130.75	-188.50	-59.0%	591.00
ATR	232.83	225.54	-7.29	-3.1%	0.00
Volume	411,507	418,550	7,043	1.7%	2,559,485

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,322.50	16,272.75	16,033.25
R3	16,191.75	16,142.00	15,997.25
R2	16,061.00	16,061.00	15,985.25
R1	16,011.25	16,011.25	15,973.25	16,036.00
PP	15,930.25	15,930.25	15,930.25	15,942.75
S1	15,880.50	15,880.50	15,949.25	15,905.50
S2	15,799.50	15,799.50	15,937.25
S3	15,668.75	15,749.75	15,925.25
S4	15,538.00	15,619.00	15,889.25

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	15,980.25	15,507.25	473.00	3.0%	223.00	1.4%	96%	True	False	469,486
10	15,980.25	15,273.75	706.50	4.4%	208.50	1.3%	97%	True	False	482,331
20	15,980.25	14,422.50	1,557.75	9.8%	218.00	1.4%	99%	True	False	498,281
40	15,980.25	14,367.75	1,612.50	10.1%	239.00	1.5%	99%	True	False	525,363
60	15,980.25	14,367.75	1,612.50	10.1%	213.25	1.3%	99%	True	False	350,785
80	15,980.25	14,367.75	1,612.50	10.1%	204.50	1.3%	99%	True	False	263,319
100	15,980.25	13,823.50	2,156.75	13.5%	197.50	1.2%	99%	True	False	210,756
120	15,980.25	12,941.50	3,038.75	19.0%	195.25	1.2%	99%	True	False	175,638

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
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	44.65
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	16,536.00
2.618	16,322.50
1.618	16,191.75
1.000	16,111.00
0.618	16,061.00
HIGH	15,980.25
0.618	15,930.25
0.500	15,915.00
0.382	15,899.50
LOW	15,849.50
0.618	15,768.75
1.000	15,718.75
1.618	15,638.00
2.618	15,507.25
4.250	15,293.75

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	15,945.75	15,903.50
PP	15,930.25	15,845.75
S1	15,915.00	15,788.00

Download as Excel Spreadsheet

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

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