E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	16,158.50	16,321.75	163.25	1.0%	15,716.25
High	16,335.75	16,411.25	75.50	0.5%	16,436.75
Low	16,133.75	16,064.25	-69.50	-0.4%	15,559.25
Close	16,329.75	16,082.00	-247.75	-1.5%	16,329.75
Range	202.00	347.00	145.00	71.8%	877.50
ATR	311.22	313.77	2.56	0.8%	0.00
Volume	395,288	286,177	-109,111	-27.6%	2,792,855

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,226.75	17,001.50	16,272.75
R3	16,879.75	16,654.50	16,177.50
R2	16,532.75	16,532.75	16,145.50
R1	16,307.50	16,307.50	16,113.75	16,246.50
PP	16,185.75	16,185.75	16,185.75	16,155.50
S1	15,960.50	15,960.50	16,050.25	15,899.50
S2	15,838.75	15,838.75	16,018.50
S3	15,491.75	15,613.50	15,986.50
S4	15,144.75	15,266.50	15,891.25

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	18,741.00	18,413.00	16,812.50
R3	17,863.50	17,535.50	16,571.00
R2	16,986.00	16,986.00	16,490.50
R1	16,658.00	16,658.00	16,410.25	16,822.00
PP	16,108.50	16,108.50	16,108.50	16,190.50
S1	15,780.50	15,780.50	16,249.25	15,944.50
S2	15,231.00	15,231.00	16,169.00
S3	14,353.50	14,903.00	16,088.50
S4	13,476.00	14,025.50	15,847.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,436.75	15,824.50	612.25	3.8%	316.75	2.0%	42%	False	False	476,703
10	16,456.25	15,538.00	918.25	5.7%	380.00	2.4%	59%	False	False	654,812
20	16,767.50	15,538.00	1,229.50	7.6%	327.00	2.0%	44%	False	False	633,535
40	16,767.50	15,020.75	1,746.75	10.9%	270.00	1.7%	61%	False	False	557,279
60	16,767.50	14,367.75	2,399.75	14.9%	271.25	1.7%	71%	False	False	574,783
80	16,767.50	14,367.75	2,399.75	14.9%	244.50	1.5%	71%	False	False	471,224
100	16,767.50	14,367.75	2,399.75	14.9%	230.25	1.4%	71%	False	False	377,178
120	16,767.50	14,262.75	2,504.75	15.6%	220.50	1.4%	73%	False	False	314,426

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	86.80
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,886.00
2.618	17,319.75
1.618	16,972.75
1.000	16,758.25
0.618	16,625.75
HIGH	16,411.25
0.618	16,278.75
0.500	16,237.75
0.382	16,196.75
LOW	16,064.25
0.618	15,849.75
1.000	15,717.25
1.618	15,502.75
2.618	15,155.75
4.250	14,589.50

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	16,237.75	16,242.00
PP	16,185.75	16,188.75
S1	16,134.00	16,135.50

Download as Excel Spreadsheet

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

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