E-mini NASDAQ-100 Future March 2022

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	15,809.50	15,674.25	-135.25	-0.9%	16,324.00
High	15,851.75	15,987.25	135.50	0.9%	16,457.00
Low	15,492.00	15,605.00	113.00	0.7%	15,651.75
Close	15,621.25	15,980.00	358.75	2.3%	15,788.00
Range	359.75	382.25	22.50	6.3%	805.25
ATR	354.63	356.61	1.97	0.6%	0.00
Volume	676,197	530,228	-145,969	-21.6%	3,564,802

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	17,004.25	16,874.25	16,190.25
R3	16,622.00	16,492.00	16,085.00
R2	16,239.75	16,239.75	16,050.00
R1	16,109.75	16,109.75	16,015.00	16,174.75
PP	15,857.50	15,857.50	15,857.50	15,890.00
S1	15,727.50	15,727.50	15,945.00	15,792.50
S2	15,475.25	15,475.25	15,910.00
S3	15,093.00	15,345.25	15,875.00
S4	14,710.75	14,963.00	15,769.75

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	18,381.25	17,890.00	16,231.00
R3	17,576.00	17,084.75	16,009.50
R2	16,770.75	16,770.75	15,935.75
R1	16,279.50	16,279.50	15,861.75	16,122.50
PP	15,965.50	15,965.50	15,965.50	15,887.00
S1	15,474.25	15,474.25	15,714.25	15,317.25
S2	15,160.25	15,160.25	15,640.25
S3	14,355.00	14,669.00	15,566.50
S4	13,549.75	13,863.75	15,345.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,457.00	15,492.00	965.00	6.0%	454.00	2.8%	51%	False	False	706,490
10	16,457.00	15,492.00	965.00	6.0%	370.00	2.3%	51%	False	False	527,771
20	16,460.00	15,492.00	968.00	6.1%	391.75	2.5%	50%	False	False	266,746
40	16,769.00	15,492.00	1,277.00	8.0%	304.00	1.9%	38%	False	False	134,004
60	16,769.00	14,366.75	2,402.25	15.0%	284.00	1.8%	67%	False	False	89,627
80	16,769.00	14,366.75	2,402.25	15.0%	261.50	1.6%	67%	False	False	67,317
100	16,769.00	14,366.75	2,402.25	15.0%	236.75	1.5%	67%	False	False	53,860
120	16,769.00	14,366.75	2,402.25	15.0%	226.25	1.4%	67%	False	False	44,885

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	82.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	17,611.75
2.618	16,988.00
1.618	16,605.75
1.000	16,369.50
0.618	16,223.50
HIGH	15,987.25
0.618	15,841.25
0.500	15,796.00
0.382	15,751.00
LOW	15,605.00
0.618	15,368.75
1.000	15,222.75
1.618	14,986.50
2.618	14,604.25
4.250	13,980.50

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	15,918.75	15,900.00
PP	15,857.50	15,819.75
S1	15,796.00	15,739.50

Download as Excel Spreadsheet

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

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