E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 14,504.50 14,584.75 80.25 0.6% 14,022.75
High 14,584.75 14,598.50 13.75 0.1% 14,422.00
Low 14,468.75 14,518.25 49.50 0.3% 13,958.50
Close 14,563.00 14,549.00 -14.00 -0.1% 14,339.00
Range 116.00 80.25 -35.75 -30.8% 463.50
ATR 182.20 174.92 -7.28 -4.0% 0.00
Volume 360,169 384,458 24,289 6.7% 2,080,742
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 14,796.00 14,752.75 14,593.25
R3 14,715.75 14,672.50 14,571.00
R2 14,635.50 14,635.50 14,563.75
R1 14,592.25 14,592.25 14,556.25 14,573.75
PP 14,555.25 14,555.25 14,555.25 14,546.00
S1 14,512.00 14,512.00 14,541.75 14,493.50
S2 14,475.00 14,475.00 14,534.25
S3 14,394.75 14,431.75 14,527.00
S4 14,314.50 14,351.50 14,504.75
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 15,630.25 15,448.25 14,594.00
R3 15,166.75 14,984.75 14,466.50
R2 14,703.25 14,703.25 14,424.00
R1 14,521.25 14,521.25 14,381.50 14,612.25
PP 14,239.75 14,239.75 14,239.75 14,285.50
S1 14,057.75 14,057.75 14,296.50 14,148.75
S2 13,776.25 13,776.25 14,254.00
S3 13,312.75 13,594.25 14,211.50
S4 12,849.25 13,130.75 14,084.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,598.50 14,270.00 328.50 2.3% 123.25 0.8% 85% True False 382,221
10 14,598.50 13,841.75 756.75 5.2% 165.00 1.1% 93% True False 443,513
20 14,598.50 13,451.25 1,147.25 7.9% 175.75 1.2% 96% True False 306,782
40 14,598.50 12,906.00 1,692.50 11.6% 207.25 1.4% 97% True False 153,977
60 14,598.50 12,906.00 1,692.50 11.6% 203.00 1.4% 97% True False 102,867
80 14,598.50 12,317.00 2,281.50 15.7% 224.50 1.5% 98% True False 77,243
100 14,598.50 12,195.25 2,403.25 16.5% 240.00 1.6% 98% True False 61,798
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.03
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 14,939.50
2.618 14,808.50
1.618 14,728.25
1.000 14,678.75
0.618 14,648.00
HIGH 14,598.50
0.618 14,567.75
0.500 14,558.50
0.382 14,549.00
LOW 14,518.25
0.618 14,468.75
1.000 14,438.00
1.618 14,388.50
2.618 14,308.25
4.250 14,177.25
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 14,558.50 14,521.25
PP 14,555.25 14,493.50
S1 14,552.00 14,466.00

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

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