E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 15-Mar-2021
Day Change Summary
Previous Current
12-Mar-2021 15-Mar-2021 Change Change % Previous Week
Open 13,048.75 12,933.50 -115.25 -0.9% 12,704.50
High 13,086.75 13,089.25 2.50 0.0% 13,110.50
Low 12,760.00 12,862.50 102.50 0.8% 12,273.00
Close 12,924.25 13,069.25 145.00 1.1% 12,924.25
Range 326.75 226.75 -100.00 -30.6% 837.50
ATR 364.11 354.30 -9.81 -2.7% 0.00
Volume 337,553 383,913 46,360 13.7% 450,992
Daily Pivots for day following 15-Mar-2021
Classic Woodie Camarilla DeMark
R4 13,687.25 13,605.00 13,194.00
R3 13,460.50 13,378.25 13,131.50
R2 13,233.75 13,233.75 13,110.75
R1 13,151.50 13,151.50 13,090.00 13,192.50
PP 13,007.00 13,007.00 13,007.00 13,027.50
S1 12,924.75 12,924.75 13,048.50 12,966.00
S2 12,780.25 12,780.25 13,027.75
S3 12,553.50 12,698.00 13,007.00
S4 12,326.75 12,471.25 12,944.50
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 15,281.75 14,940.50 13,385.00
R3 14,444.25 14,103.00 13,154.50
R2 13,606.75 13,606.75 13,077.75
R1 13,265.50 13,265.50 13,001.00 13,436.00
PP 12,769.25 12,769.25 12,769.25 12,854.50
S1 12,428.00 12,428.00 12,847.50 12,598.50
S2 11,931.75 11,931.75 12,770.75
S3 11,094.25 11,590.50 12,694.00
S4 10,256.75 10,753.00 12,463.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,110.50 12,316.50 794.00 6.1% 355.00 2.7% 95% False False 164,448
10 13,316.75 12,200.00 1,116.75 8.5% 403.00 3.1% 78% False False 86,118
20 13,888.25 12,200.00 1,688.25 12.9% 381.75 2.9% 51% False False 44,052
40 13,888.25 12,200.00 1,688.25 12.9% 321.25 2.5% 51% False False 22,426
60 13,888.25 12,200.00 1,688.25 12.9% 276.50 2.1% 51% False False 15,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 80.48
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 14,053.00
2.618 13,683.00
1.618 13,456.25
1.000 13,316.00
0.618 13,229.50
HIGH 13,089.25
0.618 13,002.75
0.500 12,976.00
0.382 12,949.00
LOW 12,862.50
0.618 12,722.25
1.000 12,635.75
1.618 12,495.50
2.618 12,268.75
4.250 11,898.75
Fisher Pivots for day following 15-Mar-2021
Pivot 1 day 3 day
R1 13,038.00 13,017.25
PP 13,007.00 12,965.00
S1 12,976.00 12,913.00

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

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