E-mini NASDAQ-100 Future March 2022

Trading Metrics calculated at close of trading on 10-Jan-2022

Day Change Summary
	Previous	Current
	07-Jan-2022	10-Jan-2022	Change	Change %	Previous Week
Open	15,801.75	15,590.00	-211.75	-1.3%	16,356.00
High	15,852.75	15,669.00	-183.75	-1.2%	16,564.00
Low	15,510.00	15,152.50	-357.50	-2.3%	15,510.00
Close	15,581.00	15,608.00	27.00	0.2%	15,581.00
Range	342.75	516.50	173.75	50.7%	1,054.00
ATR	316.00	330.32	14.32	4.5%	0.00
Volume	704,406	888,780	184,374	26.2%	3,460,222

Daily Pivots for day following 10-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	17,026.00	16,833.50	15,892.00
R3	16,509.50	16,317.00	15,750.00
R2	15,993.00	15,993.00	15,702.75
R1	15,800.50	15,800.50	15,655.25	15,896.75
PP	15,476.50	15,476.50	15,476.50	15,524.50
S1	15,284.00	15,284.00	15,560.75	15,380.25
S2	14,960.00	14,960.00	15,513.25
S3	14,443.50	14,767.50	15,466.00
S4	13,927.00	14,251.00	15,324.00

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	19,047.00	18,368.00	16,160.75
R3	17,993.00	17,314.00	15,870.75
R2	16,939.00	16,939.00	15,774.25
R1	16,260.00	16,260.00	15,677.50	16,072.50
PP	15,885.00	15,885.00	15,885.00	15,791.25
S1	15,206.00	15,206.00	15,484.50	15,018.50
S2	14,831.00	14,831.00	15,387.75
S3	13,777.00	14,152.00	15,291.25
S4	12,723.00	13,098.00	15,001.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,564.00	15,152.50	1,411.50	9.0%	419.50	2.7%	32%	False	True	767,090
10	16,659.50	15,152.50	1,507.00	9.7%	300.50	1.9%	30%	False	True	582,659
20	16,659.50	15,152.50	1,507.00	9.7%	340.50	2.2%	30%	False	True	588,749
40	16,769.00	15,152.50	1,616.50	10.4%	329.25	2.1%	28%	False	True	308,764
60	16,769.00	15,023.50	1,745.50	11.2%	287.50	1.8%	33%	False	False	206,145
80	16,769.00	14,366.75	2,402.25	15.4%	284.25	1.8%	52%	False	False	154,839
100	16,769.00	14,366.75	2,402.25	15.4%	256.25	1.6%	52%	False	False	123,894
120	16,769.00	14,366.75	2,402.25	15.4%	238.50	1.5%	52%	False	False	103,249

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64.70
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	17,864.00
2.618	17,021.25
1.618	16,504.75
1.000	16,185.50
0.618	15,988.25
HIGH	15,669.00
0.618	15,471.75
0.500	15,410.75
0.382	15,349.75
LOW	15,152.50
0.618	14,833.25
1.000	14,636.00
1.618	14,316.75
2.618	13,800.25
4.250	12,957.50

Fisher Pivots for day following 10-Jan-2022
Pivot	1 day	3 day
R1	15,542.25	15,580.00
PP	15,476.50	15,552.00
S1	15,410.75	15,524.00

Download as Excel Spreadsheet

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

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