E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 14-Dec-2021

Day Change Summary
	Previous	Current
	13-Dec-2021	14-Dec-2021	Change	Change %	Previous Week
Open	16,321.75	16,085.00	-236.75	-1.5%	15,716.25
High	16,411.25	16,133.75	-277.50	-1.7%	16,436.75
Low	16,064.25	15,738.50	-325.75	-2.0%	15,559.25
Close	16,082.00	15,924.75	-157.25	-1.0%	16,329.75
Range	347.00	395.25	48.25	13.9%	877.50
ATR	313.77	319.59	5.82	1.9%	0.00
Volume	286,177	274,758	-11,419	-4.0%	2,792,855

Daily Pivots for day following 14-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,118.00	16,916.75	16,142.25
R3	16,722.75	16,521.50	16,033.50
R2	16,327.50	16,327.50	15,997.25
R1	16,126.25	16,126.25	15,961.00	16,029.25
PP	15,932.25	15,932.25	15,932.25	15,884.00
S1	15,731.00	15,731.00	15,888.50	15,634.00
S2	15,537.00	15,537.00	15,852.25
S3	15,141.75	15,335.75	15,816.00
S4	14,746.50	14,940.50	15,707.25

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	15,738.50	698.25	4.4%	285.75	1.8%	27%	False	True	412,729
10	16,436.75	15,538.00	898.75	5.6%	380.75	2.4%	43%	False	False	596,823
20	16,767.50	15,538.00	1,229.50	7.7%	333.25	2.1%	31%	False	False	623,080
40	16,767.50	15,269.00	1,498.50	9.4%	273.00	1.7%	44%	False	False	553,562
60	16,767.50	14,367.75	2,399.75	15.1%	269.00	1.7%	65%	False	False	565,264
80	16,767.50	14,367.75	2,399.75	15.1%	246.50	1.5%	65%	False	False	474,643
100	16,767.50	14,367.75	2,399.75	15.1%	232.50	1.5%	65%	False	False	379,915
120	16,767.50	14,303.50	2,464.00	15.5%	222.50	1.4%	66%	False	False	316,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	87.95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	17,813.50
2.618	17,168.50
1.618	16,773.25
1.000	16,529.00
0.618	16,378.00
HIGH	16,133.75
0.618	15,982.75
0.500	15,936.00
0.382	15,889.50
LOW	15,738.50
0.618	15,494.25
1.000	15,343.25
1.618	15,099.00
2.618	14,703.75
4.250	14,058.75

Fisher Pivots for day following 14-Dec-2021
Pivot	1 day	3 day
R1	15,936.00	16,075.00
PP	15,932.25	16,024.75
S1	15,928.50	15,974.75

Download as Excel Spreadsheet

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

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