E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 14,972.75 14,962.25 -10.50 -0.1% 15,098.00
High 15,056.25 15,050.00 -6.25 0.0% 15,134.00
Low 14,932.25 14,849.00 -83.25 -0.6% 14,774.25
Close 14,952.75 15,046.25 93.50 0.6% 14,955.75
Range 124.00 201.00 77.00 62.1% 359.75
ATR 191.82 192.47 0.66 0.3% 0.00
Volume 446,142 520,377 74,235 16.6% 2,558,719
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 15,584.75 15,516.50 15,156.75
R3 15,383.75 15,315.50 15,101.50
R2 15,182.75 15,182.75 15,083.00
R1 15,114.50 15,114.50 15,064.75 15,148.50
PP 14,981.75 14,981.75 14,981.75 14,998.75
S1 14,913.50 14,913.50 15,027.75 14,947.50
S2 14,780.75 14,780.75 15,009.50
S3 14,579.75 14,712.50 14,991.00
S4 14,378.75 14,511.50 14,935.75
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 16,034.00 15,854.50 15,153.50
R3 15,674.25 15,494.75 15,054.75
R2 15,314.50 15,314.50 15,021.75
R1 15,135.00 15,135.00 14,988.75 15,045.00
PP 14,954.75 14,954.75 14,954.75 14,909.50
S1 14,775.25 14,775.25 14,922.75 14,685.00
S2 14,595.00 14,595.00 14,889.75
S3 14,235.25 14,415.50 14,856.75
S4 13,875.50 14,055.75 14,758.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,084.00 14,811.25 272.75 1.8% 176.25 1.2% 86% False False 492,385
10 15,134.00 14,668.25 465.75 3.1% 184.50 1.2% 81% False False 480,427
20 15,134.00 14,445.00 689.00 4.6% 195.25 1.3% 87% False False 506,166
40 15,134.00 13,716.25 1,417.75 9.4% 181.25 1.2% 94% False False 440,907
60 15,134.00 12,906.00 2,228.00 14.8% 201.25 1.3% 96% False False 294,430
80 15,134.00 12,906.00 2,228.00 14.8% 201.50 1.3% 96% False False 221,001
100 15,134.00 12,602.00 2,532.00 16.8% 212.00 1.4% 97% False False 176,888
120 15,134.00 12,195.25 2,938.75 19.5% 233.50 1.6% 97% False False 147,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 45.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 15,904.25
2.618 15,576.25
1.618 15,375.25
1.000 15,251.00
0.618 15,174.25
HIGH 15,050.00
0.618 14,973.25
0.500 14,949.50
0.382 14,925.75
LOW 14,849.00
0.618 14,724.75
1.000 14,648.00
1.618 14,523.75
2.618 14,322.75
4.250 13,994.75
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 15,014.00 15,008.75
PP 14,981.75 14,971.25
S1 14,949.50 14,933.75

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

View Archives - Comment on this page... - Back to Index of Symbols