E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	16,046.50	16,419.00	372.50	2.3%	16,600.25
High	16,437.75	16,456.25	18.50	0.1%	16,767.50
Low	16,038.00	16,068.75	30.75	0.2%	15,988.00
Close	16,390.75	16,150.50	-240.25	-1.5%	16,051.00
Range	399.75	387.50	-12.25	-3.1%	779.50
ATR	258.17	267.40	9.24	3.6%	0.00
Volume	597,936	854,651	256,715	42.9%	3,009,137

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,387.75	17,156.50	16,363.50
R3	17,000.25	16,769.00	16,257.00
R2	16,612.75	16,612.75	16,221.50
R1	16,381.50	16,381.50	16,186.00	16,303.50
PP	16,225.25	16,225.25	16,225.25	16,186.00
S1	15,994.00	15,994.00	16,115.00	15,916.00
S2	15,837.75	15,837.75	16,079.50
S3	15,450.25	15,606.50	16,044.00
S4	15,062.75	15,219.00	15,937.50

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	16,456.25	15,988.00	468.25	2.9%	360.50	2.2%	35%	True	False	738,211
10	16,767.50	15,988.00	779.50	4.8%	285.50	1.8%	21%	False	False	649,336
20	16,767.50	15,849.50	918.00	5.7%	249.75	1.5%	33%	False	False	569,236
40	16,767.50	14,410.50	2,357.00	14.6%	239.25	1.5%	74%	False	False	537,661
60	16,767.50	14,367.75	2,399.75	14.9%	242.00	1.5%	74%	False	False	533,128
80	16,767.50	14,367.75	2,399.75	14.9%	222.50	1.4%	74%	False	False	400,174
100	16,767.50	14,367.75	2,399.75	14.9%	213.25	1.3%	74%	False	False	320,321
120	16,767.50	13,823.50	2,944.00	18.2%	205.75	1.3%	79%	False	False	267,016

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	49.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,103.00
2.618	17,470.75
1.618	17,083.25
1.000	16,843.75
0.618	16,695.75
HIGH	16,456.25
0.618	16,308.25
0.500	16,262.50
0.382	16,216.75
LOW	16,068.75
0.618	15,829.25
1.000	15,681.25
1.618	15,441.75
2.618	15,054.25
4.250	14,422.00

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	16,262.50	16,222.00
PP	16,225.25	16,198.25
S1	16,187.75	16,174.50

Download as Excel Spreadsheet

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

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