E-mini NASDAQ-100 Future September 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 15,090.00 15,327.00 237.00 1.6% 15,119.25
High 15,337.50 15,384.00 46.50 0.3% 15,139.00
Low 15,086.50 15,309.50 223.00 1.5% 14,710.50
Close 15,304.50 15,355.50 51.00 0.3% 15,086.75
Range 251.00 74.50 -176.50 -70.3% 428.50
ATR 194.33 186.13 -8.20 -4.2% 0.00
Volume 412,591 365,577 -47,014 -11.4% 3,086,176
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 15,573.25 15,538.75 15,396.50
R3 15,498.75 15,464.25 15,376.00
R2 15,424.25 15,424.25 15,369.25
R1 15,389.75 15,389.75 15,362.25 15,407.00
PP 15,349.75 15,349.75 15,349.75 15,358.25
S1 15,315.25 15,315.25 15,348.75 15,332.50
S2 15,275.25 15,275.25 15,341.75
S3 15,200.75 15,240.75 15,335.00
S4 15,126.25 15,166.25 15,314.50
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 16,264.25 16,104.00 15,322.50
R3 15,835.75 15,675.50 15,204.50
R2 15,407.25 15,407.25 15,165.25
R1 15,247.00 15,247.00 15,126.00 15,113.00
PP 14,978.75 14,978.75 14,978.75 14,911.75
S1 14,818.50 14,818.50 15,047.50 14,684.50
S2 14,550.25 14,550.25 15,008.25
S3 14,121.75 14,390.00 14,969.00
S4 13,693.25 13,961.50 14,851.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,384.00 14,710.50 673.50 4.4% 218.75 1.4% 96% True False 517,131
10 15,384.00 14,710.50 673.50 4.4% 194.50 1.3% 96% True False 509,280
20 15,384.00 14,710.50 673.50 4.4% 173.25 1.1% 96% True False 480,187
40 15,384.00 14,445.00 939.00 6.1% 180.00 1.2% 97% True False 484,901
60 15,384.00 13,451.25 1,932.75 12.6% 180.00 1.2% 99% True False 413,156
80 15,384.00 12,906.00 2,478.00 16.1% 198.50 1.3% 99% True False 310,166
100 15,384.00 12,906.00 2,478.00 16.1% 196.00 1.3% 99% True False 248,243
120 15,384.00 12,195.25 3,188.75 20.8% 215.50 1.4% 99% True False 206,924
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 False
Bear Hook False
Bull Hook False
Stretch 49.75
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 15,700.50
2.618 15,579.00
1.618 15,504.50
1.000 15,458.50
0.618 15,430.00
HIGH 15,384.00
0.618 15,355.50
0.500 15,346.75
0.382 15,338.00
LOW 15,309.50
0.618 15,263.50
1.000 15,235.00
1.618 15,189.00
2.618 15,114.50
4.250 14,993.00
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 15,352.50 15,276.25
PP 15,349.75 15,196.75
S1 15,346.75 15,117.50

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

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