E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 21-Oct-2021
Day Change Summary
Previous Current
20-Oct-2021 21-Oct-2021 Change Change % Previous Week
Open 15,411.00 15,357.50 -53.50 -0.3% 14,810.25
High 15,446.50 15,483.75 37.25 0.2% 15,145.00
Low 15,319.00 15,301.00 -18.00 -0.1% 14,585.50
Close 15,377.50 15,478.75 101.25 0.7% 15,134.50
Range 127.50 182.75 55.25 43.3% 559.50
ATR 229.72 226.37 -3.36 -1.5% 0.00
Volume 451,735 436,644 -15,091 -3.3% 2,533,864
Daily Pivots for day following 21-Oct-2021
Classic Woodie Camarilla DeMark
R4 15,969.50 15,906.75 15,579.25
R3 15,786.75 15,724.00 15,529.00
R2 15,604.00 15,604.00 15,512.25
R1 15,541.25 15,541.25 15,495.50 15,572.50
PP 15,421.25 15,421.25 15,421.25 15,436.75
S1 15,358.50 15,358.50 15,462.00 15,390.00
S2 15,238.50 15,238.50 15,445.25
S3 15,055.75 15,175.75 15,428.50
S4 14,873.00 14,993.00 15,378.25
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 16,633.50 16,443.50 15,442.25
R3 16,074.00 15,884.00 15,288.25
R2 15,514.50 15,514.50 15,237.00
R1 15,324.50 15,324.50 15,185.75 15,419.50
PP 14,955.00 14,955.00 14,955.00 15,002.50
S1 14,765.00 14,765.00 15,083.25 14,860.00
S2 14,395.50 14,395.50 15,032.00
S3 13,836.00 14,205.50 14,980.75
S4 13,276.50 13,646.00 14,826.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,483.75 15,020.75 463.00 3.0% 174.00 1.1% 99% True False 427,897
10 15,483.75 14,585.50 898.25 5.8% 200.25 1.3% 99% True False 478,106
20 15,483.75 14,367.75 1,116.00 7.2% 251.50 1.6% 100% True False 563,560
40 15,702.25 14,367.75 1,334.50 8.6% 222.25 1.4% 83% False False 427,493
60 15,702.25 14,367.75 1,334.50 8.6% 202.50 1.3% 83% False False 285,306
80 15,702.25 14,367.75 1,334.50 8.6% 198.50 1.3% 83% False False 214,190
100 15,702.25 13,450.00 2,252.25 14.6% 192.75 1.2% 90% False False 171,413
120 15,702.25 12,897.75 2,804.50 18.1% 199.25 1.3% 92% False False 142,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 56.80
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 16,260.50
2.618 15,962.25
1.618 15,779.50
1.000 15,666.50
0.618 15,596.75
HIGH 15,483.75
0.618 15,414.00
0.500 15,392.50
0.382 15,370.75
LOW 15,301.00
0.618 15,188.00
1.000 15,118.25
1.618 15,005.25
2.618 14,822.50
4.250 14,524.25
Fisher Pivots for day following 21-Oct-2021
Pivot 1 day 3 day
R1 15,450.00 15,444.50
PP 15,421.25 15,410.50
S1 15,392.50 15,376.50

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

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