E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 15,106.50 14,874.25 -232.25 -1.5% 14,660.00
High 15,119.50 15,061.00 -58.50 -0.4% 15,105.00
Low 14,764.00 14,861.75 97.75 0.7% 14,437.00
Close 14,936.50 15,000.00 63.50 0.4% 15,086.25
Range 355.50 199.25 -156.25 -44.0% 668.00
ATR 190.20 190.85 0.65 0.3% 0.00
Volume 1,918 800 -1,118 -58.3% 4,687
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 15,572.00 15,485.25 15,109.50
R3 15,372.75 15,286.00 15,054.75
R2 15,173.50 15,173.50 15,036.50
R1 15,086.75 15,086.75 15,018.25 15,130.00
PP 14,974.25 14,974.25 14,974.25 14,996.00
S1 14,887.50 14,887.50 14,981.75 14,931.00
S2 14,775.00 14,775.00 14,963.50
S3 14,575.75 14,688.25 14,945.25
S4 14,376.50 14,489.00 14,890.50
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 16,880.00 16,651.25 15,453.75
R3 16,212.00 15,983.25 15,270.00
R2 15,544.00 15,544.00 15,208.75
R1 15,315.25 15,315.25 15,147.50 15,429.50
PP 14,876.00 14,876.00 14,876.00 14,933.25
S1 14,647.25 14,647.25 15,025.00 14,761.50
S2 14,208.00 14,208.00 14,963.75
S3 13,540.00 13,979.25 14,902.50
S4 12,872.00 13,311.25 14,718.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,122.50 14,764.00 358.50 2.4% 196.25 1.3% 66% False False 1,138
10 15,122.50 14,437.00 685.50 4.6% 209.75 1.4% 82% False False 1,026
20 15,122.50 14,437.00 685.50 4.6% 187.00 1.2% 82% False False 840
40 15,122.50 13,450.00 1,672.50 11.2% 178.00 1.2% 93% False False 573
60 15,122.50 12,897.75 2,224.75 14.8% 196.00 1.3% 94% False False 392
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.83
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 15,907.75
2.618 15,582.75
1.618 15,383.50
1.000 15,260.25
0.618 15,184.25
HIGH 15,061.00
0.618 14,985.00
0.500 14,961.50
0.382 14,937.75
LOW 14,861.75
0.618 14,738.50
1.000 14,662.50
1.618 14,539.25
2.618 14,340.00
4.250 14,015.00
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 14,987.00 14,981.00
PP 14,974.25 14,962.25
S1 14,961.50 14,943.25

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

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