E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 13-Jul-2021
Day Change Summary
Previous Current
12-Jul-2021 13-Jul-2021 Change Change % Previous Week
Open 14,824.00 14,880.00 56.00 0.4% 14,704.25
High 14,888.50 14,994.75 106.25 0.7% 14,883.75
Low 14,785.00 14,794.50 9.50 0.1% 14,540.50
Close 14,869.25 14,865.00 -4.25 0.0% 14,810.50
Range 103.50 200.25 96.75 93.5% 343.25
ATR 176.12 177.85 1.72 1.0% 0.00
Volume 362,608 506,392 143,784 39.7% 2,085,109
Daily Pivots for day following 13-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,485.50 15,375.50 14,975.25
R3 15,285.25 15,175.25 14,920.00
R2 15,085.00 15,085.00 14,901.75
R1 14,975.00 14,975.00 14,883.25 14,930.00
PP 14,884.75 14,884.75 14,884.75 14,862.25
S1 14,774.75 14,774.75 14,846.75 14,729.50
S2 14,684.50 14,684.50 14,828.25
S3 14,484.25 14,574.50 14,810.00
S4 14,284.00 14,374.25 14,754.75
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,774.75 15,635.75 14,999.25
R3 15,431.50 15,292.50 14,905.00
R2 15,088.25 15,088.25 14,873.50
R1 14,949.25 14,949.25 14,842.00 15,018.75
PP 14,745.00 14,745.00 14,745.00 14,779.50
S1 14,606.00 14,606.00 14,779.00 14,675.50
S2 14,401.75 14,401.75 14,747.50
S3 14,058.50 14,262.75 14,716.00
S4 13,715.25 13,919.50 14,621.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,994.75 14,540.50 454.25 3.1% 186.75 1.3% 71% True False 479,285
10 14,994.75 14,468.75 526.00 3.5% 164.50 1.1% 75% True False 452,732
20 14,994.75 13,830.25 1,164.50 7.8% 176.00 1.2% 89% True False 461,675
40 14,994.75 12,944.50 2,050.25 13.8% 182.50 1.2% 94% True False 248,265
60 14,994.75 12,906.00 2,088.75 14.1% 204.25 1.4% 94% True False 165,837
80 14,994.75 12,602.00 2,392.75 16.1% 208.00 1.4% 95% True False 124,504
100 14,994.75 12,195.25 2,799.50 18.8% 241.75 1.6% 95% True False 99,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 44.90
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 15,845.75
2.618 15,519.00
1.618 15,318.75
1.000 15,195.00
0.618 15,118.50
HIGH 14,994.75
0.618 14,918.25
0.500 14,894.50
0.382 14,871.00
LOW 14,794.50
0.618 14,670.75
1.000 14,594.25
1.618 14,470.50
2.618 14,270.25
4.250 13,943.50
Fisher Pivots for day following 13-Jul-2021
Pivot 1 day 3 day
R1 14,894.50 14,849.25
PP 14,884.75 14,833.50
S1 14,875.00 14,817.75

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

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