E-mini NASDAQ-100 Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 12,774.25 13,030.00 255.75 2.0% 13,093.25
High 13,032.75 13,327.00 294.25 2.3% 13,105.25
Low 12,727.00 13,017.00 290.00 2.3% 12,743.50
Close 12,985.50 13,294.25 308.75 2.4% 12,802.25
Range 305.75 310.00 4.25 1.4% 361.75
ATR 211.40 220.69 9.29 4.4% 0.00
Volume 481,603 438,765 -42,838 -8.9% 2,290,131
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 14,142.75 14,028.50 13,464.75
R3 13,832.75 13,718.50 13,379.50
R2 13,522.75 13,522.75 13,351.00
R1 13,408.50 13,408.50 13,322.75 13,465.50
PP 13,212.75 13,212.75 13,212.75 13,241.25
S1 13,098.50 13,098.50 13,265.75 13,155.50
S2 12,902.75 12,902.75 13,237.50
S3 12,592.75 12,788.50 13,209.00
S4 12,282.75 12,478.50 13,123.75
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 13,327.00 12,727.00 600.00 4.5% 226.75 1.7% 95% True False 458,803
10 13,327.00 12,491.25 835.75 6.3% 243.00 1.8% 96% True False 491,016
20 13,327.00 12,461.00 866.00 6.5% 213.00 1.6% 96% True False 449,734
40 13,327.00 11,804.00 1,523.00 11.5% 192.25 1.4% 98% True False 287,191
60 13,327.00 10,934.00 2,393.00 18.0% 224.25 1.7% 99% True False 191,761
80 13,327.00 10,808.75 2,518.25 18.9% 234.25 1.8% 99% True False 143,983
100 13,327.00 10,649.50 2,677.50 20.1% 260.25 2.0% 99% True False 115,272
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.18
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,644.50
2.618 14,138.50
1.618 13,828.50
1.000 13,637.00
0.618 13,518.50
HIGH 13,327.00
0.618 13,208.50
0.500 13,172.00
0.382 13,135.50
LOW 13,017.00
0.618 12,825.50
1.000 12,707.00
1.618 12,515.50
2.618 12,205.50
4.250 11,699.50
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 13,253.50 13,205.25
PP 13,212.75 13,116.00
S1 13,172.00 13,027.00

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

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