E-mini NASDAQ-100 Future March 2022


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 15,324.00 15,180.00 -144.00 -0.9% 15,295.00
High 15,402.50 15,195.00 -207.50 -1.3% 15,347.00
Low 15,089.50 14,744.50 -345.00 -2.3% 14,812.75
Close 15,197.25 14,767.00 -430.25 -2.8% 15,320.00
Range 313.00 450.50 137.50 43.9% 534.25
ATR 201.32 219.28 17.96 8.9% 0.00
Volume 853 1,418 565 66.2% 4,045
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,253.75 15,960.75 15,014.75
R3 15,803.25 15,510.25 14,891.00
R2 15,352.75 15,352.75 14,849.50
R1 15,059.75 15,059.75 14,808.25 14,981.00
PP 14,902.25 14,902.25 14,902.25 14,862.75
S1 14,609.25 14,609.25 14,725.75 14,530.50
S2 14,451.75 14,451.75 14,684.50
S3 14,001.25 14,158.75 14,643.00
S4 13,550.75 13,708.25 14,519.25
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 16,762.75 16,575.50 15,613.75
R3 16,228.50 16,041.25 15,467.00
R2 15,694.25 15,694.25 15,418.00
R1 15,507.00 15,507.00 15,369.00 15,600.50
PP 15,160.00 15,160.00 15,160.00 15,206.75
S1 14,972.75 14,972.75 15,271.00 15,066.50
S2 14,625.75 14,625.75 15,222.00
S3 14,091.50 14,438.50 15,173.00
S4 13,557.25 13,904.25 15,026.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,402.50 14,744.50 658.00 4.5% 275.25 1.9% 3% False True 834
10 15,535.00 14,744.50 790.50 5.4% 272.00 1.8% 3% False True 830
20 15,686.25 14,744.50 941.75 6.4% 206.50 1.4% 2% False True 452
40 15,686.25 14,703.25 983.00 6.7% 174.25 1.2% 6% False False 244
60 15,686.25 14,439.50 1,246.75 8.4% 172.50 1.2% 26% False False 167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.03
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 17,109.50
2.618 16,374.50
1.618 15,924.00
1.000 15,645.50
0.618 15,473.50
HIGH 15,195.00
0.618 15,023.00
0.500 14,969.75
0.382 14,916.50
LOW 14,744.50
0.618 14,466.00
1.000 14,294.00
1.618 14,015.50
2.618 13,565.00
4.250 12,830.00
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 14,969.75 15,073.50
PP 14,902.25 14,971.25
S1 14,834.50 14,869.25

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

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