E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	16,238.75	15,891.75	-347.00	-2.1%	16,600.25
High	16,427.50	16,066.25	-361.25	-2.2%	16,767.50
Low	15,825.25	15,762.75	-62.50	-0.4%	15,988.00
Close	15,869.75	15,988.50	118.75	0.7%	16,051.00
Range	602.25	303.50	-298.75	-49.6%	779.50
ATR	291.32	292.19	0.87	0.3%	0.00
Volume	861,888	853,707	-8,181	-0.9%	3,009,137

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,849.75	16,722.50	16,155.50
R3	16,546.25	16,419.00	16,072.00
R2	16,242.75	16,242.75	16,044.25
R1	16,115.50	16,115.50	16,016.25	16,179.00
PP	15,939.25	15,939.25	15,939.25	15,971.00
S1	15,812.00	15,812.00	15,960.75	15,875.50
S2	15,635.75	15,635.75	15,932.75
S3	15,332.25	15,508.50	15,905.00
S4	15,028.75	15,205.00	15,821.50

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	15,762.75	693.50	4.3%	428.25	2.7%	33%	False	True	769,787
10	16,767.50	15,762.75	1,004.75	6.3%	345.25	2.2%	22%	False	True	732,859
20	16,767.50	15,762.75	1,004.75	6.3%	278.00	1.7%	22%	False	True	611,681
40	16,767.50	14,585.50	2,182.00	13.6%	244.50	1.5%	64%	False	False	547,263
60	16,767.50	14,367.75	2,399.75	15.0%	252.75	1.6%	68%	False	False	561,336
80	16,767.50	14,367.75	2,399.75	15.0%	230.00	1.4%	68%	False	False	421,604
100	16,767.50	14,367.75	2,399.75	15.0%	219.50	1.4%	68%	False	False	337,462
120	16,767.50	13,823.50	2,944.00	18.4%	211.50	1.3%	74%	False	False	281,311

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	72.68
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,356.00
2.618	16,860.75
1.618	16,557.25
1.000	16,369.75
0.618	16,253.75
HIGH	16,066.25
0.618	15,950.25
0.500	15,914.50
0.382	15,878.75
LOW	15,762.75
0.618	15,575.25
1.000	15,459.25
1.618	15,271.75
2.618	14,968.25
4.250	14,473.00

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	15,963.75	16,109.50
PP	15,939.25	16,069.25
S1	15,914.50	16,028.75

Download as Excel Spreadsheet

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

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