E-mini NASDAQ-100 Future March 2022

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	15,622.25	15,826.00	203.75	1.3%	16,356.00
High	15,839.50	16,009.25	169.75	1.1%	16,564.00
Low	15,475.00	15,762.50	287.50	1.9%	15,510.00
Close	15,831.00	15,887.25	56.25	0.4%	15,581.00
Range	364.50	246.75	-117.75	-32.3%	1,054.00
ATR	332.76	326.62	-6.14	-1.8%	0.00
Volume	709,363	671,265	-38,098	-5.4%	3,460,222

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	16,626.50	16,503.75	16,023.00
R3	16,379.75	16,257.00	15,955.00
R2	16,133.00	16,133.00	15,932.50
R1	16,010.25	16,010.25	15,909.75	16,071.50
PP	15,886.25	15,886.25	15,886.25	15,917.00
S1	15,763.50	15,763.50	15,864.75	15,825.00
S2	15,639.50	15,639.50	15,842.00
S3	15,392.75	15,516.75	15,819.50
S4	15,146.00	15,270.00	15,751.50

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	16,009.25	15,152.50	856.75	5.4%	353.50	2.2%	86%	True	False	755,352
10	16,567.50	15,152.50	1,415.00	8.9%	323.00	2.0%	52%	False	False	639,760
20	16,659.50	15,152.50	1,507.00	9.5%	333.75	2.1%	49%	False	False	595,842
40	16,769.00	15,152.50	1,616.50	10.2%	332.50	2.1%	45%	False	False	343,229
60	16,769.00	15,152.50	1,616.50	10.2%	291.25	1.8%	45%	False	False	229,141
80	16,769.00	14,366.75	2,402.25	15.1%	282.00	1.8%	63%	False	False	172,072
100	16,769.00	14,366.75	2,402.25	15.1%	257.50	1.6%	63%	False	False	137,700
120	16,769.00	14,366.75	2,402.25	15.1%	241.00	1.5%	63%	False	False	114,754

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	71.33
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	17,058.00
2.618	16,655.25
1.618	16,408.50
1.000	16,256.00
0.618	16,161.75
HIGH	16,009.25
0.618	15,915.00
0.500	15,886.00
0.382	15,856.75
LOW	15,762.50
0.618	15,610.00
1.000	15,515.75
1.618	15,363.25
2.618	15,116.50
4.250	14,713.75

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	15,886.75	15,785.00
PP	15,886.25	15,683.00
S1	15,886.00	15,581.00

Download as Excel Spreadsheet

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

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