E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

NQH21 began trading on 08/13/2020 and has 95 trading days of price history. Some sections of this page appear only once enough data has accumulated.

We anticipate that we'll have enough data to calculate stats around 02/03/2021.

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.35)

Moving Averages

Strong Buy

+1.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Buy

+0.50

Relative Volume (20d): 1.56x

ATR(14) %: 1.5%

20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

	Previous	Current
Metric	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	12,660.80	12,676.30	15.50	0.1%	12,760.00
High	12,724.00	12,855.50	131.50	1.0%	12,782.50
Low	12,631.50	12,655.30	23.75	0.2%	12,461.00
Close	12,704.50	12,832.80	128.25	1.0%	12,704.50
Range	92.50	200.25	107.75	116.5%	321.50
ATR(14)	188.68	189.50	0.83	0.4%	188.68
Volume	173,464	346,691	173,227	99.9%	1,595,328

Multi-Period Performance

1-Month (21d)

5.6%

3-Month (63d)

12.7%

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

15.1%

52-Week Range

52W Low: 10,649.50 (20.5%)

Position (99%)

52W High: 12,855.50 (0.2%)

Daily Pivots for day following 28-Dec-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	13,382.00	13,307.50	12,943.00
R3	13,181.75	13,107.25	12,887.75
R2	12,981.50	12,981.50	12,869.50
R1	12,907.00	12,907.00	12,851.00	12,944.25
PP	12,781.25	12,781.25	12,781.25	12,799.75
S1	12,706.75	12,706.75	12,814.50	12,744.00
S2	12,581.00	12,581.00	12,796.00
S3	12,380.75	12,506.50	12,777.75
S4	12,180.50	12,306.25	12,722.50

Weekly Pivots for week ending 25-Dec-2020

Level	Classic	Woodie	Camarilla	DeMark
R4	13,613.75	13,480.75	12,881.25
R3	13,292.25	13,159.25	12,793.00
R2	12,970.75	12,970.75	12,763.50
R1	12,837.75	12,837.75	12,734.00	12,743.50
PP	12,649.25	12,649.25	12,649.25	12,602.25
S1	12,516.25	12,516.25	12,675.00	12,422.00
S2	12,327.75	12,327.75	12,645.50
S3	12,006.25	12,194.75	12,616.00
S4	11,684.75	11,873.25	12,527.75

Fisher Pivots for day following 28-Dec-2020

Pivot	1 Day	3 Day
R1	12,807.00	12,801.75
PP	12,781.25	12,770.50
S1	12,755.50	12,739.50

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	13,706.50
2.618	13,379.75
1.618	13,179.50
1.000	13,055.75
0.618	12,979.25
HIGH	12,855.50
0.618	12,779.00
0.500	12,755.50
0.382	12,731.75
LOW	12,655.25
0.618	12,531.50
1.000	12,455.00
1.618	12,331.25
2.618	12,131.00
4.250	11,804.25

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	12,335.00
38.2%	12,012.75
50.0%	11,752.50
61.8%	11,492.25
78.6%	11,121.50

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	12,716.50	116.25	0.9%	Above
10-Day SMA	12,677.50	155.25	1.2%	Above
20-Day SMA	12,564.50	268.25	2.1%	Above
50-Day SMA	12,065.00	767.75	6.4%	Above
100-Day SMA	Insufficient data
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 12,864.50

Middle: 12,564.50

Lower: 12,264.75

Bandwidth: 4.8%

Ichimoku Kinko Hyo:

Tenkan-sen: 12,639.25

Kijun-sen: 12,328.00

Span A: 12,483.50

Span B: 11,894.75

Chikou Span: 11,891.50

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

68.06

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

193.09

Signal: 197.29 · Hist: -4.20

Stochastic (14, 3)

Neutral

%K: 96.44

%D: 85.80

StochRSI (14)

Neutral

%K: 52.58

%D: 49.17

ADX (14) & Trend

Strong Trend

20.01

+DI: 24.63 · -DI: 15.59

CCI (20)

Neutral

125.21

Range -100 to +100

Williams %R (14)

Neutral

-3.56

Range -100 to 0

Ultimate Oscillator

Neutral

66.75

Periods: 7, 14, 28

ROC (12)

Bullish

3.78%

12-period Rate of Change

Elder Bull/Bear (13)

Neutral

227.66

Bull: 227.66 · Bear: 27.41

Crabel Price Patterns

Pattern	Signal / Value
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	32.75
Widest range in 4 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,855.50	12,461.00	394.50	3.1%	179.25	1.4%	94%	True	False	388,404
10	12,855.50	12,388.00	467.50	3.6%	165.00	1.3%	95%	True	False	402,261
20	12,855.50	12,082.00	773.50	6.0%	174.50	1.4%	97%	True	False	221,620
40	12,855.50	10,934.00	1,921.50	15.0%	218.00	1.7%	99%	True	False	111,252
60	12,855.50	10,934.00	1,921.50	15.0%	233.50	1.8%	99%	True	False	74,375
80	12,855.50	10,649.50	2,206.00	17.2%	271.75	2.1%	99%	True	False	55,926

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