E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 08-Nov-2021
Day Change Summary
Previous Current
05-Nov-2021 08-Nov-2021 Change Change % Previous Week
Open 16,335.00 16,293.00 -42.00 -0.3% 15,885.25
High 16,448.50 16,448.50 0.00 0.0% 16,448.50
Low 16,292.00 16,256.00 -36.00 -0.2% 15,595.50
Close 16,351.75 16,327.75 -24.00 -0.1% 16,351.75
Range 156.50 192.50 36.00 23.0% 853.00
ATR 221.07 219.03 -2.04 -0.9% 0.00
Volume 525,824 414,326 -111,498 -21.2% 2,328,377
Daily Pivots for day following 08-Nov-2021
Classic Woodie Camarilla DeMark
R4 16,921.50 16,817.25 16,433.50
R3 16,729.00 16,624.75 16,380.75
R2 16,536.50 16,536.50 16,363.00
R1 16,432.25 16,432.25 16,345.50 16,484.50
PP 16,344.00 16,344.00 16,344.00 16,370.25
S1 16,239.75 16,239.75 16,310.00 16,292.00
S2 16,151.50 16,151.50 16,292.50
S3 15,959.00 16,047.25 16,274.75
S4 15,766.50 15,854.75 16,222.00
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 18,691.00 18,374.25 16,821.00
R3 17,838.00 17,521.25 16,586.25
R2 16,985.00 16,985.00 16,508.25
R1 16,668.25 16,668.25 16,430.00 16,826.50
PP 16,132.00 16,132.00 16,132.00 16,211.00
S1 15,815.25 15,815.25 16,273.50 15,973.50
S2 15,279.00 15,279.00 16,195.25
S3 14,426.00 14,962.25 16,117.25
S4 13,573.00 14,109.25 15,882.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,448.50 15,849.50 599.00 3.7% 187.25 1.1% 80% True False 466,239
10 16,448.50 15,503.00 945.50 5.8% 212.00 1.3% 87% True False 484,617
20 16,448.50 14,585.50 1,863.00 11.4% 208.00 1.3% 94% True False 478,377
40 16,448.50 14,367.75 2,080.75 12.7% 240.50 1.5% 94% True False 547,676
60 16,448.50 14,367.75 2,080.75 12.7% 217.75 1.3% 94% True False 382,607
80 16,448.50 14,367.75 2,080.75 12.7% 204.50 1.3% 94% True False 287,180
100 16,448.50 13,945.75 2,502.75 15.3% 196.50 1.2% 95% True False 229,863
120 16,448.50 13,134.50 3,314.00 20.3% 193.00 1.2% 96% True False 191,575
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 32.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,266.50
2.618 16,952.50
1.618 16,760.00
1.000 16,641.00
0.618 16,567.50
HIGH 16,448.50
0.618 16,375.00
0.500 16,352.25
0.382 16,329.50
LOW 16,256.00
0.618 16,137.00
1.000 16,063.50
1.618 15,944.50
2.618 15,752.00
4.250 15,438.00
Fisher Pivots for day following 08-Nov-2021
Pivot 1 day 3 day
R1 16,352.25 16,314.75
PP 16,344.00 16,302.00
S1 16,336.00 16,289.00

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

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