E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 13-Aug-2021
Day Change Summary
Previous Current
12-Aug-2021 13-Aug-2021 Change Change % Previous Week
Open 15,008.50 15,079.75 71.25 0.5% 15,090.25
High 15,090.50 15,141.75 51.25 0.3% 15,157.25
Low 14,941.25 15,055.25 114.00 0.8% 14,941.25
Close 15,078.50 15,125.75 47.25 0.3% 15,125.75
Range 149.25 86.50 -62.75 -42.0% 216.00
ATR 170.42 164.42 -5.99 -3.5% 0.00
Volume 384,239 364,520 -19,719 -5.1% 2,065,145
Daily Pivots for day following 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 15,367.00 15,333.00 15,173.25
R3 15,280.50 15,246.50 15,149.50
R2 15,194.00 15,194.00 15,141.50
R1 15,160.00 15,160.00 15,133.75 15,177.00
PP 15,107.50 15,107.50 15,107.50 15,116.00
S1 15,073.50 15,073.50 15,117.75 15,090.50
S2 15,021.00 15,021.00 15,110.00
S3 14,934.50 14,987.00 15,102.00
S4 14,848.00 14,900.50 15,078.25
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 15,722.75 15,640.25 15,244.50
R3 15,506.75 15,424.25 15,185.25
R2 15,290.75 15,290.75 15,165.25
R1 15,208.25 15,208.25 15,145.50 15,249.50
PP 15,074.75 15,074.75 15,074.75 15,095.50
S1 14,992.25 14,992.25 15,106.00 15,033.50
S2 14,858.75 14,858.75 15,086.25
S3 14,642.75 14,776.25 15,066.25
S4 14,426.75 14,560.25 15,007.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,157.25 14,941.25 216.00 1.4% 139.25 0.9% 85% False False 413,029
10 15,172.50 14,849.00 323.50 2.1% 135.75 0.9% 86% False False 424,399
20 15,172.50 14,445.00 727.50 4.8% 169.00 1.1% 94% False False 466,569
40 15,172.50 13,958.50 1,214.00 8.0% 168.75 1.1% 96% False False 464,116
60 15,172.50 13,140.00 2,032.50 13.4% 175.25 1.2% 98% False False 348,855
80 15,172.50 12,906.00 2,266.50 15.0% 195.00 1.3% 98% False False 261,907
100 15,172.50 12,602.00 2,570.50 17.0% 198.75 1.3% 98% False False 209,631
120 15,172.50 12,195.25 2,977.25 19.7% 225.50 1.5% 98% False False 174,723
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 43.33
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 15,509.50
2.618 15,368.25
1.618 15,281.75
1.000 15,228.25
0.618 15,195.25
HIGH 15,141.75
0.618 15,108.75
0.500 15,098.50
0.382 15,088.25
LOW 15,055.25
0.618 15,001.75
1.000 14,968.75
1.618 14,915.25
2.618 14,828.75
4.250 14,687.50
Fisher Pivots for day following 13-Aug-2021
Pivot 1 day 3 day
R1 15,116.75 15,097.75
PP 15,107.50 15,069.50
S1 15,098.50 15,041.50

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

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