E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 12,897.00 12,757.25 -139.75 -1.1% 13,076.50
High 12,916.25 13,016.50 100.25 0.8% 13,088.75
Low 12,732.00 12,715.50 -16.50 -0.1% 12,732.00
Close 12,789.00 12,971.75 182.75 1.4% 12,789.00
Range 184.25 301.00 116.75 63.4% 356.75
ATR 192.84 200.57 7.73 4.0% 0.00
Volume 728 610 -118 -16.2% 2,654
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 13,804.25 13,689.00 13,137.25
R3 13,503.25 13,388.00 13,054.50
R2 13,202.25 13,202.25 13,027.00
R1 13,087.00 13,087.00 12,999.25 13,144.50
PP 12,901.25 12,901.25 12,901.25 12,930.00
S1 12,786.00 12,786.00 12,944.25 12,843.50
S2 12,600.25 12,600.25 12,916.50
S3 12,299.25 12,485.00 12,889.00
S4 11,998.25 12,184.00 12,806.25
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 13,940.25 13,721.25 12,985.25
R3 13,583.50 13,364.50 12,887.00
R2 13,226.75 13,226.75 12,854.50
R1 13,007.75 13,007.75 12,821.75 12,939.00
PP 12,870.00 12,870.00 12,870.00 12,835.50
S1 12,651.00 12,651.00 12,756.25 12,582.00
S2 12,513.25 12,513.25 12,723.50
S3 12,156.50 12,294.25 12,691.00
S4 11,799.75 11,937.50 12,592.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,016.50 12,715.50 301.00 2.3% 198.50 1.5% 85% True True 535
10 13,108.00 12,481.00 627.00 4.8% 225.75 1.7% 78% False False 655
20 13,108.00 12,448.00 660.00 5.1% 201.25 1.6% 79% False False 511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.10
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 14,295.75
2.618 13,804.50
1.618 13,503.50
1.000 13,317.50
0.618 13,202.50
HIGH 13,016.50
0.618 12,901.50
0.500 12,866.00
0.382 12,830.50
LOW 12,715.50
0.618 12,529.50
1.000 12,414.50
1.618 12,228.50
2.618 11,927.50
4.250 11,436.25
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 12,936.50 12,936.50
PP 12,901.25 12,901.25
S1 12,866.00 12,866.00

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

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