E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 12-Oct-2021
Day Change Summary
Previous Current
11-Oct-2021 12-Oct-2021 Change Change % Previous Week
Open 14,810.25 14,688.50 -121.75 -0.8% 14,785.00
High 14,897.25 14,783.25 -114.00 -0.8% 15,001.25
Low 14,677.00 14,585.50 -91.50 -0.6% 14,367.75
Close 14,700.50 14,653.25 -47.25 -0.3% 14,808.25
Range 220.25 197.75 -22.50 -10.2% 633.50
ATR 252.75 248.82 -3.93 -1.6% 0.00
Volume 510,490 599,367 88,877 17.4% 3,177,735
Daily Pivots for day following 12-Oct-2021
Classic Woodie Camarilla DeMark
R4 15,267.25 15,158.00 14,762.00
R3 15,069.50 14,960.25 14,707.75
R2 14,871.75 14,871.75 14,689.50
R1 14,762.50 14,762.50 14,671.50 14,718.25
PP 14,674.00 14,674.00 14,674.00 14,652.00
S1 14,564.75 14,564.75 14,635.00 14,520.50
S2 14,476.25 14,476.25 14,617.00
S3 14,278.50 14,367.00 14,598.75
S4 14,080.75 14,169.25 14,544.50
Weekly Pivots for week ending 08-Oct-2021
Classic Woodie Camarilla DeMark
R4 16,626.25 16,350.75 15,156.75
R3 15,992.75 15,717.25 14,982.50
R2 15,359.25 15,359.25 14,924.50
R1 15,083.75 15,083.75 14,866.25 15,221.50
PP 14,725.75 14,725.75 14,725.75 14,794.50
S1 14,450.25 14,450.25 14,750.25 14,588.00
S2 14,092.25 14,092.25 14,692.00
S3 13,458.75 13,816.75 14,634.00
S4 12,825.25 13,183.25 14,459.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,001.25 14,422.50 578.75 3.9% 241.00 1.6% 40% False False 582,020
10 15,001.25 14,367.75 633.50 4.3% 272.50 1.9% 45% False False 629,993
20 15,532.50 14,367.75 1,164.75 7.9% 274.00 1.9% 25% False False 620,104
40 15,702.25 14,367.75 1,334.50 9.1% 222.00 1.5% 21% False False 349,677
60 15,702.25 14,367.75 1,334.50 9.1% 203.00 1.4% 21% False False 233,420
80 15,702.25 13,945.75 1,756.50 12.0% 193.75 1.3% 40% False False 175,220
100 15,702.25 13,341.00 2,361.25 16.1% 188.50 1.3% 56% False False 140,209
120 15,702.25 12,897.75 2,804.50 19.1% 197.00 1.3% 63% False False 116,845
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 79.80
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 15,623.75
2.618 15,301.00
1.618 15,103.25
1.000 14,981.00
0.618 14,905.50
HIGH 14,783.25
0.618 14,707.75
0.500 14,684.50
0.382 14,661.00
LOW 14,585.50
0.618 14,463.25
1.000 14,387.75
1.618 14,265.50
2.618 14,067.75
4.250 13,745.00
Fisher Pivots for day following 12-Oct-2021
Pivot 1 day 3 day
R1 14,684.50 14,790.75
PP 14,674.00 14,745.00
S1 14,663.50 14,699.00

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

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