E-mini NASDAQ-100 Future March 2022

Trading Metrics calculated at close of trading on 20-Jan-2022

Day Change Summary
	Previous	Current
	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	15,238.75	15,042.25	-196.50	-1.3%	15,590.00
High	15,372.00	15,340.25	-31.75	-0.2%	16,009.25
Low	15,011.25	14,646.75	-364.50	-2.4%	15,152.50
Close	15,033.50	14,841.00	-192.50	-1.3%	15,595.75
Range	360.75	693.50	332.75	92.2%	856.75
ATR	349.42	374.00	24.58	7.0%	0.00
Volume	776,612	771,410	-5,202	-0.7%	3,828,323

Daily Pivots for day following 20-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	17,023.25	16,625.50	15,222.50
R3	16,329.75	15,932.00	15,031.75
R2	15,636.25	15,636.25	14,968.25
R1	15,238.50	15,238.50	14,904.50	15,090.50
PP	14,942.75	14,942.75	14,942.75	14,868.75
S1	14,545.00	14,545.00	14,777.50	14,397.00
S2	14,249.25	14,249.25	14,713.75
S3	13,555.75	13,851.50	14,650.25
S4	12,862.25	13,158.00	14,459.50

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	18,156.00	17,732.75	16,067.00
R3	17,299.25	16,876.00	15,831.25
R2	16,442.50	16,442.50	15,752.75
R1	16,019.25	16,019.25	15,674.25	16,231.00
PP	15,585.75	15,585.75	15,585.75	15,691.75
S1	15,162.50	15,162.50	15,517.25	15,374.00
S2	14,729.00	14,729.00	15,438.75
S3	13,872.25	14,305.75	15,360.25
S4	13,015.50	13,449.00	15,124.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,979.75	14,646.75	1,333.00	9.0%	473.25	3.2%	15%	False	True	795,000
10	16,009.25	14,646.75	1,362.50	9.2%	413.50	2.8%	14%	False	True	775,176
20	16,659.50	14,646.75	2,012.75	13.6%	338.50	2.3%	10%	False	True	617,969
40	16,659.50	14,646.75	2,012.75	13.6%	365.00	2.5%	10%	False	True	442,357
60	16,769.00	14,646.75	2,122.25	14.3%	315.50	2.1%	9%	False	True	295,326
80	16,769.00	14,366.75	2,402.25	16.2%	297.75	2.0%	20%	False	False	221,712
100	16,769.00	14,366.75	2,402.25	16.2%	276.75	1.9%	20%	False	False	177,447
120	16,769.00	14,366.75	2,402.25	16.2%	253.75	1.7%	20%	False	False	147,878

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	113.53
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	18,287.50
2.618	17,155.75
1.618	16,462.25
1.000	16,033.75
0.618	15,768.75
HIGH	15,340.25
0.618	15,075.25
0.500	14,993.50
0.382	14,911.75
LOW	14,646.75
0.618	14,218.25
1.000	13,953.25
1.618	13,524.75
2.618	12,831.25
4.250	11,699.50

Fisher Pivots for day following 20-Jan-2022
Pivot	1 day	3 day
R1	14,993.50	15,150.00
PP	14,942.75	15,047.00
S1	14,891.75	14,944.00

Download as Excel Spreadsheet

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

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