E-mini NASDAQ-100 Future June 2021


Trading Metrics calculated at close of trading on 23-Mar-2021
Day Change Summary
Previous Current
22-Mar-2021 23-Mar-2021 Change Change % Previous Week
Open 12,807.00 13,069.00 262.00 2.0% 12,933.50
High 13,157.00 13,172.00 15.00 0.1% 13,287.25
Low 12,788.50 12,979.00 190.50 1.5% 12,681.75
Close 13,071.75 13,006.25 -65.50 -0.5% 12,844.50
Range 368.50 193.00 -175.50 -47.6% 605.50
ATR 348.33 337.24 -11.10 -3.2% 0.00
Volume 478,667 604,250 125,583 26.2% 2,910,614
Daily Pivots for day following 23-Mar-2021
Classic Woodie Camarilla DeMark
R4 13,631.50 13,511.75 13,112.50
R3 13,438.50 13,318.75 13,059.25
R2 13,245.50 13,245.50 13,041.75
R1 13,125.75 13,125.75 13,024.00 13,089.00
PP 13,052.50 13,052.50 13,052.50 13,034.00
S1 12,932.75 12,932.75 12,988.50 12,896.00
S2 12,859.50 12,859.50 12,970.75
S3 12,666.50 12,739.75 12,953.25
S4 12,473.50 12,546.75 12,900.00
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 14,754.25 14,405.00 13,177.50
R3 14,148.75 13,799.50 13,011.00
R2 13,543.25 13,543.25 12,955.50
R1 13,194.00 13,194.00 12,900.00 13,066.00
PP 12,937.75 12,937.75 12,937.75 12,873.75
S1 12,588.50 12,588.50 12,789.00 12,460.50
S2 12,332.25 12,332.25 12,733.50
S3 11,726.75 11,983.00 12,678.00
S4 11,121.25 11,377.50 12,511.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,271.00 12,681.75 589.25 4.5% 324.00 2.5% 55% False False 616,962
10 13,287.25 12,681.75 605.50 4.7% 309.50 2.4% 54% False False 442,047
20 13,341.75 12,200.00 1,141.75 8.8% 382.25 2.9% 71% False False 224,129
40 13,888.25 12,200.00 1,688.25 13.0% 333.25 2.6% 48% False False 112,568
60 13,888.25 12,200.00 1,688.25 13.0% 291.50 2.2% 48% False False 75,239
80 13,888.25 12,068.25 1,820.00 14.0% 258.75 2.0% 52% False False 56,465
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 71.30
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 13,992.25
2.618 13,677.25
1.618 13,484.25
1.000 13,365.00
0.618 13,291.25
HIGH 13,172.00
0.618 13,098.25
0.500 13,075.50
0.382 13,052.75
LOW 12,979.00
0.618 12,859.75
1.000 12,786.00
1.618 12,666.75
2.618 12,473.75
4.250 12,158.75
Fisher Pivots for day following 23-Mar-2021
Pivot 1 day 3 day
R1 13,075.50 12,979.75
PP 13,052.50 12,953.25
S1 13,029.25 12,927.00

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

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