E-mini NASDAQ-100 Future March 2022

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	15,324.00	15,180.00	-144.00	-0.9%	15,295.00
High	15,402.50	15,195.00	-207.50	-1.3%	15,347.00
Low	15,089.50	14,744.50	-345.00	-2.3%	14,812.75
Close	15,197.25	14,767.00	-430.25	-2.8%	15,320.00
Range	313.00	450.50	137.50	43.9%	534.25
ATR	201.32	219.28	17.96	8.9%	0.00
Volume	853	1,418	565	66.2%	4,045

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,253.75	15,960.75	15,014.75
R3	15,803.25	15,510.25	14,891.00
R2	15,352.75	15,352.75	14,849.50
R1	15,059.75	15,059.75	14,808.25	14,981.00
PP	14,902.25	14,902.25	14,902.25	14,862.75
S1	14,609.25	14,609.25	14,725.75	14,530.50
S2	14,451.75	14,451.75	14,684.50
S3	14,001.25	14,158.75	14,643.00
S4	13,550.75	13,708.25	14,519.25

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	16,762.75	16,575.50	15,613.75
R3	16,228.50	16,041.25	15,467.00
R2	15,694.25	15,694.25	15,418.00
R1	15,507.00	15,507.00	15,369.00	15,600.50
PP	15,160.00	15,160.00	15,160.00	15,206.75
S1	14,972.75	14,972.75	15,271.00	15,066.50
S2	14,625.75	14,625.75	15,222.00
S3	14,091.50	14,438.50	15,173.00
S4	13,557.25	13,904.25	15,026.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,402.50	14,744.50	658.00	4.5%	275.25	1.9%	3%	False	True	834
10	15,535.00	14,744.50	790.50	5.4%	272.00	1.8%	3%	False	True	830
20	15,686.25	14,744.50	941.75	6.4%	206.50	1.4%	2%	False	True	452
40	15,686.25	14,703.25	983.00	6.7%	174.25	1.2%	6%	False	False	244
60	15,686.25	14,439.50	1,246.75	8.4%	172.50	1.2%	26%	False	False	167

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	40.03
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	17,109.50
2.618	16,374.50
1.618	15,924.00
1.000	15,645.50
0.618	15,473.50
HIGH	15,195.00
0.618	15,023.00
0.500	14,969.75
0.382	14,916.50
LOW	14,744.50
0.618	14,466.00
1.000	14,294.00
1.618	14,015.50
2.618	13,565.00
4.250	12,830.00

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	14,969.75	15,073.50
PP	14,902.25	14,971.25
S1	14,834.50	14,869.25

Download as Excel Spreadsheet

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

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