E-mini NASDAQ-100 Future December 2021


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 15,357.50 15,383.00 25.50 0.2% 15,145.00
High 15,483.75 15,463.50 -20.25 -0.1% 15,483.75
Low 15,301.00 15,273.75 -27.25 -0.2% 15,020.75
Close 15,478.75 15,341.00 -137.75 -0.9% 15,341.00
Range 182.75 189.75 7.00 3.8% 463.00
ATR 226.37 224.84 -1.53 -0.7% 0.00
Volume 436,644 545,390 108,746 24.9% 2,241,985
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 15,928.75 15,824.50 15,445.25
R3 15,739.00 15,634.75 15,393.25
R2 15,549.25 15,549.25 15,375.75
R1 15,445.00 15,445.00 15,358.50 15,402.25
PP 15,359.50 15,359.50 15,359.50 15,338.00
S1 15,255.25 15,255.25 15,323.50 15,212.50
S2 15,169.75 15,169.75 15,306.25
S3 14,980.00 15,065.50 15,288.75
S4 14,790.25 14,875.75 15,236.75
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 16,670.75 16,469.00 15,595.75
R3 16,207.75 16,006.00 15,468.25
R2 15,744.75 15,744.75 15,426.00
R1 15,543.00 15,543.00 15,383.50 15,644.00
PP 15,281.75 15,281.75 15,281.75 15,332.25
S1 15,080.00 15,080.00 15,298.50 15,181.00
S2 14,818.75 14,818.75 15,256.00
S3 14,355.75 14,617.00 15,213.75
S4 13,892.75 14,154.00 15,086.25
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% 187.25 1.2% 69% False False 448,397
10 15,483.75 14,585.50 898.25 5.9% 198.75 1.3% 84% False False 477,584
20 15,483.75 14,367.75 1,116.00 7.3% 253.00 1.6% 87% False False 567,304
40 15,702.25 14,367.75 1,334.50 8.7% 224.25 1.5% 73% False False 441,103
60 15,702.25 14,367.75 1,334.50 8.7% 202.75 1.3% 73% False False 294,383
80 15,702.25 14,367.75 1,334.50 8.7% 200.00 1.3% 73% False False 221,002
100 15,702.25 13,450.00 2,252.25 14.7% 193.75 1.3% 84% False False 176,867
120 15,702.25 12,897.75 2,804.50 18.3% 198.00 1.3% 87% False False 147,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 16,270.00
2.618 15,960.25
1.618 15,770.50
1.000 15,653.25
0.618 15,580.75
HIGH 15,463.50
0.618 15,391.00
0.500 15,368.50
0.382 15,346.25
LOW 15,273.75
0.618 15,156.50
1.000 15,084.00
1.618 14,966.75
2.618 14,777.00
4.250 14,467.25
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 15,368.50 15,378.75
PP 15,359.50 15,366.25
S1 15,350.25 15,353.50

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

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