E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	15,957.75	16,129.50	171.75	1.1%	15,324.25
High	16,145.75	16,376.00	230.25	1.4%	15,864.75
Low	15,935.25	16,129.50	194.25	1.2%	15,273.75
Close	16,129.75	16,330.75	201.00	1.2%	15,838.50
Range	210.50	246.50	36.00	17.1%	591.00
ATR	224.47	226.04	1.57	0.7%	0.00
Volume	448,135	524,361	76,226	17.0%	2,559,485

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,018.25	16,921.00	16,466.25
R3	16,771.75	16,674.50	16,398.50
R2	16,525.25	16,525.25	16,376.00
R1	16,428.00	16,428.00	16,353.25	16,476.50
PP	16,278.75	16,278.75	16,278.75	16,303.00
S1	16,181.50	16,181.50	16,308.25	16,230.00
S2	16,032.25	16,032.25	16,285.50
S3	15,785.75	15,935.00	16,263.00
S4	15,539.25	15,688.50	16,195.25

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	16,376.00	15,595.50	780.50	4.8%	235.25	1.4%	94%	True	False	457,449
10	16,376.00	15,273.75	1,102.25	6.7%	223.25	1.4%	96%	True	False	490,742
20	16,376.00	14,585.50	1,790.50	11.0%	211.75	1.3%	97%	True	False	484,424
40	16,376.00	14,367.75	2,008.25	12.3%	243.00	1.5%	98%	True	False	547,995
60	16,376.00	14,367.75	2,008.25	12.3%	215.75	1.3%	98%	True	False	366,967
80	16,376.00	14,367.75	2,008.25	12.3%	206.00	1.3%	98%	True	False	275,451
100	16,376.00	13,823.50	2,552.50	15.6%	199.00	1.2%	98%	True	False	220,475
120	16,376.00	12,941.50	3,434.50	21.0%	194.25	1.2%	99%	True	False	183,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	37.70
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,423.50
2.618	17,021.25
1.618	16,774.75
1.000	16,622.50
0.618	16,528.25
HIGH	16,376.00
0.618	16,281.75
0.500	16,252.75
0.382	16,223.75
LOW	16,129.50
0.618	15,977.25
1.000	15,883.00
1.618	15,730.75
2.618	15,484.25
4.250	15,082.00

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	16,304.75	16,258.00
PP	16,278.75	16,185.50
S1	16,252.75	16,112.75

Download as Excel Spreadsheet

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

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