E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	15,716.25	15,848.75	132.50	0.8%	16,046.50
High	15,897.25	16,374.50	477.25	3.0%	16,456.25
Low	15,559.25	15,824.50	265.25	1.7%	15,538.00
Close	15,842.75	16,318.00	475.25	3.0%	15,717.75
Range	338.00	550.00	212.00	62.7%	918.25
ATR	314.80	331.60	16.80	5.3%	0.00
Volume	695,515	594,627	-100,888	-14.5%	4,067,031

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,822.25	17,620.25	16,620.50
R3	17,272.25	17,070.25	16,469.25
R2	16,722.25	16,722.25	16,418.75
R1	16,520.25	16,520.25	16,368.50	16,621.25
PP	16,172.25	16,172.25	16,172.25	16,223.00
S1	15,970.25	15,970.25	16,267.50	16,071.25
S2	15,622.25	15,622.25	16,217.25
S3	15,072.25	15,420.25	16,166.75
S4	14,522.25	14,870.25	16,015.50

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	18,658.75	18,106.50	16,222.75
R3	17,740.50	17,188.25	15,970.25
R2	16,822.25	16,822.25	15,886.00
R1	16,270.00	16,270.00	15,802.00	16,087.00
PP	15,904.00	15,904.00	15,904.00	15,812.50
S1	15,351.75	15,351.75	15,633.50	15,168.75
S2	14,985.75	14,985.75	15,549.50
S3	14,067.50	14,433.50	15,465.25
S4	13,149.25	13,515.25	15,212.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,427.50	15,538.00	889.50	5.5%	475.50	2.9%	88%	False	False	780,917
10	16,456.25	15,538.00	918.25	5.6%	418.00	2.6%	85%	False	False	759,564
20	16,767.50	15,538.00	1,229.50	7.5%	321.75	2.0%	63%	False	False	647,905
40	16,767.50	14,585.50	2,182.00	13.4%	264.75	1.6%	79%	False	False	563,141
60	16,767.50	14,367.75	2,399.75	14.7%	267.50	1.6%	81%	False	False	581,086
80	16,767.50	14,367.75	2,399.75	14.7%	243.75	1.5%	81%	False	False	448,932
100	16,767.50	14,367.75	2,399.75	14.7%	228.00	1.4%	81%	False	False	359,325
120	16,767.50	13,945.75	2,821.75	17.3%	217.50	1.3%	84%	False	False	299,537

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	81.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,712.00
2.618	17,814.50
1.618	17,264.50
1.000	16,924.50
0.618	16,714.50
HIGH	16,374.50
0.618	16,164.50
0.500	16,099.50
0.382	16,034.50
LOW	15,824.50
0.618	15,484.50
1.000	15,274.50
1.618	14,934.50
2.618	14,384.50
4.250	13,487.00

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	16,245.25	16,197.50
PP	16,172.25	16,076.75
S1	16,099.50	15,956.25

Download as Excel Spreadsheet

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

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