E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 15,038.00 15,081.75 43.75 0.3% 15,098.00
High 15,108.00 15,172.50 64.50 0.4% 15,134.00
Low 14,997.00 15,069.25 72.25 0.5% 14,774.25
Close 15,073.50 15,167.75 94.25 0.6% 14,955.75
Range 111.00 103.25 -7.75 -7.0% 359.75
ATR 186.65 180.70 -5.96 -3.2% 0.00
Volume 445,703 341,554 -104,149 -23.4% 2,558,719
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 15,446.25 15,410.25 15,224.50
R3 15,343.00 15,307.00 15,196.25
R2 15,239.75 15,239.75 15,186.75
R1 15,203.75 15,203.75 15,177.25 15,221.75
PP 15,136.50 15,136.50 15,136.50 15,145.50
S1 15,100.50 15,100.50 15,158.25 15,118.50
S2 15,033.25 15,033.25 15,148.75
S3 14,930.00 14,997.25 15,139.25
S4 14,826.75 14,894.00 15,111.00
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 15,172.50 14,811.25 361.25 2.4% 141.50 0.9% 99% True False 451,881
10 15,172.50 14,774.25 398.25 2.6% 173.00 1.1% 99% True False 476,175
20 15,172.50 14,445.00 727.50 4.8% 184.00 1.2% 99% True False 490,396
40 15,172.50 13,716.25 1,456.25 9.6% 179.75 1.2% 100% True False 460,159
60 15,172.50 12,906.00 2,266.50 14.9% 192.25 1.3% 100% True False 307,492
80 15,172.50 12,906.00 2,266.50 14.9% 200.25 1.3% 100% True False 230,828
100 15,172.50 12,602.00 2,570.50 16.9% 208.75 1.4% 100% True False 184,759
120 15,172.50 12,195.25 2,977.25 19.6% 233.25 1.5% 100% True False 153,972
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 43.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,611.25
2.618 15,442.75
1.618 15,339.50
1.000 15,275.75
0.618 15,236.25
HIGH 15,172.50
0.618 15,133.00
0.500 15,121.00
0.382 15,108.75
LOW 15,069.25
0.618 15,005.50
1.000 14,966.00
1.618 14,902.25
2.618 14,799.00
4.250 14,630.50
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 15,152.00 15,115.50
PP 15,136.50 15,063.00
S1 15,121.00 15,010.75

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

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