E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 30-Mar-2022

Day Change Summary
	Previous	Current
	29-Mar-2022	30-Mar-2022	Change	Change %	Previous Week
Open	14,981.00	15,222.00	241.00	1.6%	14,404.00
High	15,268.75	15,262.25	-6.50	0.0%	14,840.50
Low	14,956.50	15,012.25	55.75	0.4%	14,183.75
Close	15,237.75	15,071.50	-166.25	-1.1%	14,755.75
Range	312.25	250.00	-62.25	-19.9%	656.75
ATR	414.11	402.39	-11.72	-2.8%	0.00
Volume	552,951	513,516	-39,435	-7.1%	2,720,875

Daily Pivots for day following 30-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,865.25	15,718.50	15,209.00
R3	15,615.25	15,468.50	15,140.25
R2	15,365.25	15,365.25	15,117.25
R1	15,218.50	15,218.50	15,094.50	15,167.00
PP	15,115.25	15,115.25	15,115.25	15,089.50
S1	14,968.50	14,968.50	15,048.50	14,917.00
S2	14,865.25	14,865.25	15,025.75
S3	14,615.25	14,718.50	15,002.75
S4	14,365.25	14,468.50	14,934.00

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	16,563.50	16,316.50	15,117.00
R3	15,906.75	15,659.75	14,936.25
R2	15,250.00	15,250.00	14,876.25
R1	15,003.00	15,003.00	14,816.00	15,126.50
PP	14,593.25	14,593.25	14,593.25	14,655.00
S1	14,346.25	14,346.25	14,695.50	14,469.75
S2	13,936.50	13,936.50	14,635.25
S3	13,279.75	13,689.50	14,575.25
S4	12,623.00	13,032.75	14,394.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,268.75	14,433.50	835.25	5.5%	301.00	2.0%	76%	False	False	532,958
10	15,268.75	13,819.00	1,449.75	9.6%	321.50	2.1%	86%	False	False	540,535
20	15,268.75	12,942.50	2,326.25	15.4%	416.75	2.8%	92%	False	False	383,611
40	15,268.75	12,942.50	2,326.25	15.4%	434.00	2.9%	92%	False	False	192,871
60	16,558.75	12,942.50	3,616.25	24.0%	451.75	3.0%	59%	False	False	129,270
80	16,654.00	12,942.50	3,711.50	24.6%	414.50	2.7%	57%	False	False	97,052

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68.60
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,324.75
2.618	15,916.75
1.618	15,666.75
1.000	15,512.25
0.618	15,416.75
HIGH	15,262.25
0.618	15,166.75
0.500	15,137.25
0.382	15,107.75
LOW	15,012.25
0.618	14,857.75
1.000	14,762.25
1.618	14,607.75
2.618	14,357.75
4.250	13,949.75

Fisher Pivots for day following 30-Mar-2022
Pivot	1 day	3 day
R1	15,137.25	15,035.50
PP	15,115.25	14,999.75
S1	15,093.50	14,963.75

Download as Excel Spreadsheet

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

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