E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 21-Mar-2022

Day Change Summary
	Previous	Current
	18-Mar-2022	21-Mar-2022	Change	Change %	Previous Week
Open	14,056.75	14,404.00	347.25	2.5%	13,334.50
High	14,442.75	14,466.75	24.00	0.2%	14,442.75
Low	13,966.50	14,183.75	217.25	1.6%	12,942.50
Close	14,413.50	14,370.50	-43.00	-0.3%	14,413.50
Range	476.25	283.00	-193.25	-40.6%	1,500.25
ATR	484.29	469.91	-14.38	-3.0%	0.00
Volume	558,776	589,629	30,853	5.5%	2,836,238

Daily Pivots for day following 21-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,189.25	15,063.00	14,526.25
R3	14,906.25	14,780.00	14,448.25
R2	14,623.25	14,623.25	14,422.50
R1	14,497.00	14,497.00	14,396.50	14,418.50
PP	14,340.25	14,340.25	14,340.25	14,301.25
S1	14,214.00	14,214.00	14,344.50	14,135.50
S2	14,057.25	14,057.25	14,318.50
S3	13,774.25	13,931.00	14,292.75
S4	13,491.25	13,648.00	14,214.75

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	18,433.75	17,923.75	15,238.75
R3	16,933.50	16,423.50	14,826.00
R2	15,433.25	15,433.25	14,688.50
R1	14,923.25	14,923.25	14,551.00	15,178.25
PP	13,933.00	13,933.00	13,933.00	14,060.50
S1	13,423.00	13,423.00	14,276.00	13,678.00
S2	12,432.75	12,432.75	14,138.50
S3	10,932.50	11,922.75	14,001.00
S4	9,432.25	10,422.50	13,588.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,466.75	12,942.50	1,524.25	10.6%	445.00	3.1%	94%	True	False	575,786
10	14,466.75	12,942.50	1,524.25	10.6%	479.75	3.3%	94%	True	False	392,504
20	14,466.75	12,942.50	1,524.25	10.6%	504.75	3.5%	94%	True	False	198,310
40	15,261.25	12,942.50	2,318.75	16.1%	487.50	3.4%	62%	False	False	100,059
60	16,654.00	12,942.50	3,711.50	25.8%	438.50	3.1%	38%	False	False	67,174
80	16,654.00	12,942.50	3,711.50	25.8%	420.75	2.9%	38%	False	False	50,430

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	102.23
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	15,669.50
2.618	15,207.75
1.618	14,924.75
1.000	14,749.75
0.618	14,641.75
HIGH	14,466.75
0.618	14,358.75
0.500	14,325.25
0.382	14,291.75
LOW	14,183.75
0.618	14,008.75
1.000	13,900.75
1.618	13,725.75
2.618	13,442.75
4.250	12,981.00

Fisher Pivots for day following 21-Mar-2022
Pivot	1 day	3 day
R1	14,355.50	14,294.50
PP	14,340.25	14,218.75
S1	14,325.25	14,143.00

Download as Excel Spreadsheet

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

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