E-mini NASDAQ-100 Future December 2021

Trading Metrics calculated at close of trading on 15-Dec-2021

Day Change Summary
	Previous	Current
	14-Dec-2021	15-Dec-2021	Change	Change %	Previous Week
Open	16,085.00	15,928.50	-156.50	-1.0%	15,716.25
High	16,133.75	16,302.50	168.75	1.0%	16,436.75
Low	15,738.50	15,744.50	6.00	0.0%	15,559.25
Close	15,924.75	16,288.00	363.25	2.3%	16,329.75
Range	395.25	558.00	162.75	41.2%	877.50
ATR	319.59	336.62	17.03	5.3%	0.00
Volume	274,758	161,710	-113,048	-41.1%	2,792,855

Daily Pivots for day following 15-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,785.75	17,594.75	16,595.00
R3	17,227.75	17,036.75	16,441.50
R2	16,669.75	16,669.75	16,390.25
R1	16,478.75	16,478.75	16,339.25	16,574.25
PP	16,111.75	16,111.75	16,111.75	16,159.50
S1	15,920.75	15,920.75	16,236.75	16,016.25
S2	15,553.75	15,553.75	16,185.75
S3	14,995.75	15,362.75	16,134.50
S4	14,437.75	14,804.75	15,981.00

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	16,420.00	15,738.50	681.50	4.2%	360.50	2.2%	81%	False	False	346,101
10	16,436.75	15,538.00	898.75	5.5%	376.25	2.3%	83%	False	False	526,805
20	16,767.50	15,538.00	1,229.50	7.5%	352.00	2.2%	61%	False	False	609,946
40	16,767.50	15,273.75	1,493.75	9.2%	282.75	1.7%	68%	False	False	547,985
60	16,767.50	14,367.75	2,399.75	14.7%	275.00	1.7%	80%	False	False	556,963
80	16,767.50	14,367.75	2,399.75	14.7%	250.25	1.5%	80%	False	False	476,653
100	16,767.50	14,367.75	2,399.75	14.7%	237.00	1.5%	80%	False	False	381,521
120	16,767.50	14,322.00	2,445.50	15.0%	226.50	1.4%	80%	False	False	318,057

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	87.48
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	18,674.00
2.618	17,763.25
1.618	17,205.25
1.000	16,860.50
0.618	16,647.25
HIGH	16,302.50
0.618	16,089.25
0.500	16,023.50
0.382	15,957.75
LOW	15,744.50
0.618	15,399.75
1.000	15,186.50
1.618	14,841.75
2.618	14,283.75
4.250	13,373.00

Fisher Pivots for day following 15-Dec-2021
Pivot	1 day	3 day
R1	16,199.75	16,217.00
PP	16,111.75	16,146.00
S1	16,023.50	16,075.00

Download as Excel Spreadsheet

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

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