E-mini NASDAQ-100 Future December 2021

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

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	16,360.00	16,046.50	-313.50	-1.9%	16,600.25
High	16,436.00	16,437.75	1.75	0.0%	16,767.50
Low	15,988.00	16,038.00	50.00	0.3%	15,988.00
Close	16,051.00	16,390.75	339.75	2.1%	16,051.00
Range	448.00	399.75	-48.25	-10.8%	779.50
ATR	247.28	258.17	10.89	4.4%	0.00
Volume	680,753	597,936	-82,817	-12.2%	3,009,137

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,488.00	17,339.25	16,610.50
R3	17,088.25	16,939.50	16,500.75
R2	16,688.50	16,688.50	16,464.00
R1	16,539.75	16,539.75	16,427.50	16,614.00
PP	16,288.75	16,288.75	16,288.75	16,326.00
S1	16,140.00	16,140.00	16,354.00	16,214.50
S2	15,889.00	15,889.00	16,317.50
S3	15,489.25	15,740.25	16,280.75
S4	15,089.50	15,340.50	16,171.00

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	18,607.25	18,108.75	16,479.75
R3	17,827.75	17,329.25	16,265.25
R2	17,048.25	17,048.25	16,194.00
R1	16,549.75	16,549.75	16,122.50	16,409.25
PP	16,268.75	16,268.75	16,268.75	16,198.50
S1	15,770.25	15,770.25	15,979.50	15,629.75
S2	15,489.25	15,489.25	15,908.00
S3	14,709.75	14,990.75	15,836.75
S4	13,930.25	14,211.25	15,622.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,767.50	15,988.00	779.50	4.8%	363.50	2.2%	52%	False	False	721,414
10	16,767.50	15,988.00	779.50	4.8%	274.25	1.7%	52%	False	False	612,259
20	16,767.50	15,595.50	1,172.00	7.2%	246.25	1.5%	68%	False	False	547,078
40	16,767.50	14,367.75	2,399.75	14.6%	241.25	1.5%	84%	False	False	536,366
60	16,767.50	14,367.75	2,399.75	14.6%	237.75	1.5%	84%	False	False	518,936
80	16,767.50	14,367.75	2,399.75	14.6%	219.25	1.3%	84%	False	False	389,498
100	16,767.50	14,367.75	2,399.75	14.6%	211.25	1.3%	84%	False	False	311,780
120	16,767.50	13,712.75	3,054.75	18.6%	204.50	1.2%	88%	False	False	259,895

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	52.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,136.75
2.618	17,484.25
1.618	17,084.50
1.000	16,837.50
0.618	16,684.75
HIGH	16,437.75
0.618	16,285.00
0.500	16,238.00
0.382	16,190.75
LOW	16,038.00
0.618	15,791.00
1.000	15,638.25
1.618	15,391.25
2.618	14,991.50
4.250	14,339.00

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	16,339.75	16,331.50
PP	16,288.75	16,272.25
S1	16,238.00	16,213.00

Download as Excel Spreadsheet

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

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