E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 18-Mar-2021
Day Change Summary
Previous Current
17-Mar-2021 18-Mar-2021 Change Change % Previous Week
Open 13,157.00 13,177.00 20.00 0.2% 12,606.00
High 13,258.00 13,254.50 -3.50 0.0% 13,090.75
Low 12,926.50 12,762.00 -164.50 -1.3% 12,272.50
Close 13,179.00 12,770.00 -409.00 -3.1% 12,913.75
Range 331.50 492.50 161.00 48.6% 818.25
ATR 337.26 348.35 11.09 3.3% 0.00
Volume 160 520 360 225.0% 363
Daily Pivots for day following 18-Mar-2021
Classic Woodie Camarilla DeMark
R4 14,406.25 14,080.75 13,041.00
R3 13,913.75 13,588.25 12,905.50
R2 13,421.25 13,421.25 12,860.25
R1 13,095.75 13,095.75 12,815.25 13,012.25
PP 12,928.75 12,928.75 12,928.75 12,887.00
S1 12,603.25 12,603.25 12,724.75 12,519.75
S2 12,436.25 12,436.25 12,679.75
S3 11,943.75 12,110.75 12,634.50
S4 11,451.25 11,618.25 12,499.00
Weekly Pivots for week ending 12-Mar-2021
Classic Woodie Camarilla DeMark
R4 15,213.75 14,882.00 13,363.75
R3 14,395.50 14,063.75 13,138.75
R2 13,577.25 13,577.25 13,063.75
R1 13,245.50 13,245.50 12,988.75 13,411.50
PP 12,759.00 12,759.00 12,759.00 12,842.00
S1 12,427.25 12,427.25 12,838.75 12,593.00
S2 11,940.75 11,940.75 12,763.75
S3 11,122.50 11,609.00 12,688.75
S4 10,304.25 10,790.75 12,463.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,275.00 12,749.75 525.25 4.1% 320.25 2.5% 4% False False 309
10 13,275.00 12,195.25 1,079.75 8.5% 365.25 2.9% 53% False False 186
20 13,693.75 12,195.25 1,498.50 11.7% 377.00 3.0% 38% False False 106
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 75.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 15,347.50
2.618 14,543.75
1.618 14,051.25
1.000 13,747.00
0.618 13,558.75
HIGH 13,254.50
0.618 13,066.25
0.500 13,008.25
0.382 12,950.25
LOW 12,762.00
0.618 12,457.75
1.000 12,269.50
1.618 11,965.25
2.618 11,472.75
4.250 10,669.00
Fisher Pivots for day following 18-Mar-2021
Pivot 1 day 3 day
R1 13,008.25 13,018.50
PP 12,928.75 12,935.75
S1 12,849.50 12,852.75

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

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