E-mini NASDAQ-100 Future March 2022


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 15,497.50 15,295.00 -202.50 -1.3% 15,447.25
High 15,528.50 15,341.75 -186.75 -1.2% 15,550.25
Low 15,281.25 14,812.75 -468.50 -3.1% 15,281.25
Close 15,329.25 15,011.25 -318.00 -2.1% 15,329.25
Range 247.25 529.00 281.75 114.0% 269.00
ATR 163.26 189.39 26.12 16.0% 0.00
Volume 855 1,151 296 34.6% 2,404
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,642.25 16,355.75 15,302.25
R3 16,113.25 15,826.75 15,156.75
R2 15,584.25 15,584.25 15,108.25
R1 15,297.75 15,297.75 15,059.75 15,176.50
PP 15,055.25 15,055.25 15,055.25 14,994.50
S1 14,768.75 14,768.75 14,962.75 14,647.50
S2 14,526.25 14,526.25 14,914.25
S3 13,997.25 14,239.75 14,865.75
S4 13,468.25 13,710.75 14,720.25
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,194.00 16,030.50 15,477.25
R3 15,925.00 15,761.50 15,403.25
R2 15,656.00 15,656.00 15,378.50
R1 15,492.50 15,492.50 15,354.00 15,439.75
PP 15,387.00 15,387.00 15,387.00 15,360.50
S1 15,223.50 15,223.50 15,304.50 15,170.75
S2 15,118.00 15,118.00 15,280.00
S3 14,849.00 14,954.50 15,255.25
S4 14,580.00 14,685.50 15,181.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,535.00 14,812.75 722.25 4.8% 265.00 1.8% 27% False True 695
10 15,686.25 14,812.75 873.50 5.8% 210.00 1.4% 23% False True 373
20 15,686.25 14,812.75 873.50 5.8% 158.50 1.1% 23% False True 213
40 15,686.25 14,703.25 983.00 6.5% 158.75 1.1% 31% False False 118
60 15,686.25 14,307.50 1,378.75 9.2% 157.75 1.1% 51% False False 81
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 52.83
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 17,590.00
2.618 16,726.75
1.618 16,197.75
1.000 15,870.75
0.618 15,668.75
HIGH 15,341.75
0.618 15,139.75
0.500 15,077.25
0.382 15,014.75
LOW 14,812.75
0.618 14,485.75
1.000 14,283.75
1.618 13,956.75
2.618 13,427.75
4.250 12,564.50
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 15,077.25 15,174.00
PP 15,055.25 15,119.75
S1 15,033.25 15,065.50

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

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