E-mini NASDAQ-100 Future March 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	13,200.50	12,818.25	-382.25	-2.9%	12,950.00
High	13,279.00	12,919.00	-360.00	-2.7%	13,298.00
Low	12,777.50	12,732.75	-44.75	-0.4%	12,732.75
Close	12,795.50	12,808.76	13.26	0.1%	12,808.76
Range	501.50	186.25	-315.25	-62.9%	565.25
ATR	358.86	346.53	-12.33	-3.4%	0.00
Volume	121,108	9,019	-112,089	-92.6%	871,395

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	13,379.00	13,280.00	12,911.25
R3	13,192.75	13,093.75	12,860.00
R2	13,006.50	13,006.50	12,843.00
R1	12,907.50	12,907.50	12,825.75	12,864.00
PP	12,820.25	12,820.25	12,820.25	12,798.25
S1	12,721.25	12,721.25	12,791.75	12,677.75
S2	12,634.00	12,634.00	12,774.50
S3	12,447.75	12,535.00	12,757.50
S4	12,261.50	12,348.75	12,706.25

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,642.25	14,290.75	13,119.75
R3	14,077.00	13,725.50	12,964.25
R2	13,511.75	13,511.75	12,912.50
R1	13,160.25	13,160.25	12,860.50	13,053.50
PP	12,946.50	12,946.50	12,946.50	12,893.00
S1	12,595.00	12,595.00	12,757.00	12,488.25
S2	12,381.25	12,381.25	12,705.25
S3	11,816.00	12,029.75	12,653.25
S4	11,250.75	11,464.50	12,497.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,298.00	12,732.75	565.25	4.4%	298.50	2.3%	13%	False	True	174,279
10	13,298.00	12,281.75	1,016.25	7.9%	352.50	2.8%	52%	False	False	398,289
20	13,629.00	12,207.25	1,421.75	11.1%	403.75	3.2%	42%	False	False	590,686
40	13,900.50	12,207.25	1,693.25	13.2%	332.50	2.6%	36%	False	False	560,414
60	13,900.50	12,207.25	1,693.25	13.2%	289.75	2.3%	36%	False	False	520,443
80	13,900.50	11,804.00	2,096.50	16.4%	262.50	2.0%	48%	False	False	429,072
100	13,900.50	10,934.00	2,966.50	23.2%	267.75	2.1%	63%	False	False	343,438
120	13,900.50	10,934.00	2,966.50	23.2%	265.25	2.1%	63%	False	False	286,304

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	66.48
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	13,710.50
2.618	13,406.50
1.618	13,220.25
1.000	13,105.25
0.618	13,034.00
HIGH	12,919.00
0.618	12,847.75
0.500	12,826.00
0.382	12,804.00
LOW	12,732.75
0.618	12,617.75
1.000	12,546.50
1.618	12,431.50
2.618	12,245.25
4.250	11,941.25

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	12,826.00	13,008.00
PP	12,820.25	12,941.50
S1	12,814.50	12,875.25

Download as Excel Spreadsheet

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

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