E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 14,274.00 14,275.25 1.25 0.0% 13,991.00
High 14,315.75 14,422.00 106.25 0.7% 14,204.75
Low 14,231.75 14,270.00 38.25 0.3% 13,830.25
Close 14,263.00 14,354.25 91.25 0.6% 14,035.00
Range 84.00 152.00 68.00 81.0% 374.50
ATR 198.34 195.53 -2.81 -1.4% 0.00
Volume 366,489 405,651 39,162 10.7% 2,624,732
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,804.75 14,731.50 14,437.75
R3 14,652.75 14,579.50 14,396.00
R2 14,500.75 14,500.75 14,382.00
R1 14,427.50 14,427.50 14,368.25 14,464.00
PP 14,348.75 14,348.75 14,348.75 14,367.00
S1 14,275.50 14,275.50 14,340.25 14,312.00
S2 14,196.75 14,196.75 14,326.50
S3 14,044.75 14,123.50 14,312.50
S4 13,892.75 13,971.50 14,270.75
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 15,146.75 14,965.50 14,241.00
R3 14,772.25 14,591.00 14,138.00
R2 14,397.75 14,397.75 14,103.75
R1 14,216.50 14,216.50 14,069.25 14,307.00
PP 14,023.25 14,023.25 14,023.25 14,068.75
S1 13,842.00 13,842.00 14,000.75 13,932.50
S2 13,648.75 13,648.75 13,966.25
S3 13,274.25 13,467.50 13,932.00
S4 12,899.75 13,093.00 13,829.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,422.00 13,958.50 463.50 3.2% 165.75 1.2% 85% True False 454,426
10 14,422.00 13,830.25 591.75 4.1% 184.25 1.3% 89% True False 455,091
20 14,422.00 13,451.25 970.75 6.8% 176.50 1.2% 93% True False 231,691
40 14,422.00 12,906.00 1,516.00 10.6% 219.50 1.5% 96% True False 116,441
60 14,422.00 12,848.25 1,573.75 11.0% 211.00 1.5% 96% True False 77,805
80 14,422.00 12,195.25 2,226.75 15.5% 241.75 1.7% 97% True False 58,427
100 14,422.00 12,195.25 2,226.75 15.5% 241.75 1.7% 97% True False 46,744
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 46.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,068.00
2.618 14,820.00
1.618 14,668.00
1.000 14,574.00
0.618 14,516.00
HIGH 14,422.00
0.618 14,364.00
0.500 14,346.00
0.382 14,328.00
LOW 14,270.00
0.618 14,176.00
1.000 14,118.00
1.618 14,024.00
2.618 13,872.00
4.250 13,624.00
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 14,351.50 14,317.50
PP 14,348.75 14,281.00
S1 14,346.00 14,244.25

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

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