E-mini NASDAQ-100 Future June 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	13,948.50	14,183.75	235.25	1.7%	13,999.00
High	14,217.75	14,214.25	-3.50	0.0%	14,217.75
Low	13,850.25	14,063.50	213.25	1.5%	13,840.00
Close	14,165.50	14,107.43	-58.07	-0.4%	14,107.43
Range	367.50	150.75	-216.75	-59.0%	377.75
ATR	211.87	207.51	-4.37	-2.1%	0.00
Volume	113,875	8,583	-105,292	-92.5%	654,677

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	14,580.75	14,494.75	14,190.25
R3	14,430.00	14,344.00	14,149.00
R2	14,279.25	14,279.25	14,135.00
R1	14,193.25	14,193.25	14,121.25	14,160.75
PP	14,128.50	14,128.50	14,128.50	14,112.25
S1	14,042.50	14,042.50	14,093.50	14,010.00
S2	13,977.75	13,977.75	14,079.75
S3	13,827.00	13,891.75	14,066.00
S4	13,676.25	13,741.00	14,024.50

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	15,188.25	15,025.50	14,315.25
R3	14,810.50	14,647.75	14,211.25
R2	14,432.75	14,432.75	14,176.75
R1	14,270.00	14,270.00	14,142.00	14,351.50
PP	14,055.00	14,055.00	14,055.00	14,095.75
S1	13,892.25	13,892.25	14,072.75	13,973.75
S2	13,677.25	13,677.25	14,038.25
S3	13,299.50	13,514.50	14,003.50
S4	12,921.75	13,136.75	13,899.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,217.75	13,840.00	377.75	2.7%	220.75	1.6%	71%	False	False	130,935
10	14,217.75	13,691.50	526.25	3.7%	183.00	1.3%	79%	False	False	266,173
20	14,217.75	13,356.50	861.25	6.1%	179.50	1.3%	87%	False	False	342,077
40	14,217.75	12,915.00	1,302.75	9.2%	222.00	1.6%	92%	False	False	448,880
60	14,217.75	12,609.75	1,608.00	11.4%	219.50	1.6%	93%	False	False	474,810
80	14,217.75	12,200.00	2,017.75	14.3%	260.00	1.8%	95%	False	False	419,943
100	14,217.75	12,200.00	2,017.75	14.3%	266.50	1.9%	95%	False	False	336,173
120	14,217.75	12,200.00	2,017.75	14.3%	257.75	1.8%	95%	False	False	280,245

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.78
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,855.00
2.618	14,609.00
1.618	14,458.25
1.000	14,365.00
0.618	14,307.50
HIGH	14,214.25
0.618	14,156.75
0.500	14,139.00
0.382	14,121.00
LOW	14,063.50
0.618	13,970.25
1.000	13,912.75
1.618	13,819.50
2.618	13,668.75
4.250	13,422.75

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	14,139.00	14,081.25
PP	14,128.50	14,055.00
S1	14,118.00	14,029.00

Download as Excel Spreadsheet

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

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