E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 12,975.50 12,909.00 -66.50 -0.5% 13,093.25
High 13,028.75 12,931.25 -97.50 -0.7% 13,105.25
Low 12,881.00 12,743.50 -137.50 -1.1% 12,743.50
Close 12,901.00 12,802.25 -98.75 -0.8% 12,802.25
Range 147.75 187.75 40.00 27.1% 361.75
ATR 205.40 204.14 -1.26 -0.6% 0.00
Volume 417,583 539,769 122,186 29.3% 2,290,131
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 13,389.00 13,283.25 12,905.50
R3 13,201.25 13,095.50 12,854.00
R2 13,013.50 13,013.50 12,836.75
R1 12,907.75 12,907.75 12,819.50 12,866.75
PP 12,825.75 12,825.75 12,825.75 12,805.00
S1 12,720.00 12,720.00 12,785.00 12,679.00
S2 12,638.00 12,638.00 12,767.75
S3 12,450.25 12,532.25 12,750.50
S4 12,262.50 12,344.50 12,699.00
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 13,969.00 13,747.25 13,001.25
R3 13,607.25 13,385.50 12,901.75
R2 13,245.50 13,245.50 12,868.50
R1 13,023.75 13,023.75 12,835.50 12,953.75
PP 12,883.75 12,883.75 12,883.75 12,848.50
S1 12,662.00 12,662.00 12,769.00 12,592.00
S2 12,522.00 12,522.00 12,736.00
S3 12,160.25 12,300.25 12,702.75
S4 11,798.50 11,938.50 12,603.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,105.25 12,743.50 361.75 2.8% 188.50 1.5% 16% False True 458,026
10 13,125.00 12,491.25 633.75 5.0% 245.00 1.9% 49% False False 512,344
20 13,125.00 12,461.00 664.00 5.2% 196.00 1.5% 51% False False 446,211
40 13,125.00 11,800.50 1,324.50 10.3% 185.50 1.4% 76% False False 264,204
60 13,125.00 10,934.00 2,191.00 17.1% 220.50 1.7% 85% False False 176,438
80 13,125.00 10,655.00 2,470.00 19.3% 236.25 1.8% 87% False False 132,498
100 13,125.00 10,649.50 2,475.50 19.3% 258.00 2.0% 87% False False 106,070
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 40.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 13,729.25
2.618 13,422.75
1.618 13,235.00
1.000 13,119.00
0.618 13,047.25
HIGH 12,931.25
0.618 12,859.50
0.500 12,837.50
0.382 12,815.25
LOW 12,743.50
0.618 12,627.50
1.000 12,555.75
1.618 12,439.75
2.618 12,252.00
4.250 11,945.50
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 12,837.50 12,886.00
PP 12,825.75 12,858.25
S1 12,814.00 12,830.25

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

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