E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	16,419.00	16,238.75	-180.25	-1.1%	16,600.25
High	16,456.25	16,427.50	-28.75	-0.2%	16,767.50
Low	16,068.75	15,825.25	-243.50	-1.5%	15,988.00
Close	16,150.50	15,869.75	-280.75	-1.7%	16,051.00
Range	387.50	602.25	214.75	55.4%	779.50
ATR	267.40	291.32	23.92	8.9%	0.00
Volume	854,651	861,888	7,237	0.8%	3,009,137

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,847.50	17,461.00	16,201.00
R3	17,245.25	16,858.75	16,035.25
R2	16,643.00	16,643.00	15,980.25
R1	16,256.50	16,256.50	15,925.00	16,148.50
PP	16,040.75	16,040.75	16,040.75	15,987.00
S1	15,654.25	15,654.25	15,814.50	15,546.50
S2	15,438.50	15,438.50	15,759.25
S3	14,836.25	15,052.00	15,704.25
S4	14,234.00	14,449.75	15,538.50

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	15,825.25	631.00	4.0%	420.75	2.7%	7%	False	True	730,299
10	16,767.50	15,825.25	942.25	5.9%	327.75	2.1%	5%	False	True	693,087
20	16,767.50	15,825.25	942.25	5.9%	273.25	1.7%	5%	False	True	591,403
40	16,767.50	14,422.50	2,345.00	14.8%	245.75	1.5%	62%	False	False	544,842
60	16,767.50	14,367.75	2,399.75	15.1%	250.50	1.6%	63%	False	False	547,376
80	16,767.50	14,367.75	2,399.75	15.1%	228.25	1.4%	63%	False	False	410,940
100	16,767.50	14,367.75	2,399.75	15.1%	218.25	1.4%	63%	False	False	328,936
120	16,767.50	13,823.50	2,944.00	18.6%	210.25	1.3%	70%	False	False	274,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	62.55
Widest range in 163 trading days

Fibonacci Retracements and Extensions
4.250	18,987.00
2.618	18,004.25
1.618	17,402.00
1.000	17,029.75
0.618	16,799.75
HIGH	16,427.50
0.618	16,197.50
0.500	16,126.50
0.382	16,055.25
LOW	15,825.25
0.618	15,453.00
1.000	15,223.00
1.618	14,850.75
2.618	14,248.50
4.250	13,265.75

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	16,126.50	16,140.75
PP	16,040.75	16,050.50
S1	15,955.25	15,960.00

Download as Excel Spreadsheet

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

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