E-mini NASDAQ-100 Future June 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	12,206.00	12,328.75	122.75	1.0%	12,892.25
High	12,547.00	12,553.25	6.25	0.0%	13,555.25
Low	12,102.25	11,938.50	-163.75	-1.4%	12,519.00
Close	12,349.00	11,969.75	-379.25	-3.1%	12,695.75
Range	444.75	614.75	170.00	38.2%	1,036.25
ATR	470.02	480.36	10.34	2.2%	0.00
Volume	853,859	865,890	12,031	1.4%	3,859,254

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,998.00	13,598.75	12,307.75
R3	13,383.25	12,984.00	12,138.75
R2	12,768.50	12,768.50	12,082.50
R1	12,369.25	12,369.25	12,026.00	12,261.50
PP	12,153.75	12,153.75	12,153.75	12,100.00
S1	11,754.50	11,754.50	11,913.50	11,646.75
S2	11,539.00	11,539.00	11,857.00
S3	10,924.25	11,139.75	11,800.75
S4	10,309.50	10,525.00	11,631.75

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	16,032.00	15,400.25	13,265.75
R3	14,995.75	14,364.00	12,980.75
R2	13,959.50	13,959.50	12,885.75
R1	13,327.75	13,327.75	12,790.75	13,125.50
PP	12,923.25	12,923.25	12,923.25	12,822.25
S1	12,291.50	12,291.50	12,600.75	12,089.25
S2	11,887.00	11,887.00	12,505.75
S3	10,850.75	11,255.25	12,410.75
S4	9,814.50	10,219.00	12,125.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,548.00	11,938.50	1,609.50	13.4%	562.75	4.7%	2%	False	True	853,162
10	13,555.25	11,938.50	1,616.75	13.5%	518.75	4.3%	2%	False	True	787,478
20	14,298.00	11,938.50	2,359.50	19.7%	480.25	4.0%	1%	False	True	717,318
40	15,268.75	11,938.50	3,330.25	27.8%	417.50	3.5%	1%	False	True	646,921
60	15,268.75	11,938.50	3,330.25	27.8%	444.25	3.7%	1%	False	True	458,697
80	15,646.75	11,938.50	3,708.25	31.0%	456.00	3.8%	1%	False	True	344,499
100	16,654.00	11,938.50	4,715.50	39.4%	426.50	3.6%	1%	False	True	275,836
120	16,744.75	11,938.50	4,806.25	40.2%	412.00	3.4%	1%	False	True	229,873

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	132.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,166.00
2.618	14,162.75
1.618	13,548.00
1.000	13,168.00
0.618	12,933.25
HIGH	12,553.25
0.618	12,318.50
0.500	12,246.00
0.382	12,173.25
LOW	11,938.50
0.618	11,558.50
1.000	11,323.75
1.618	10,943.75
2.618	10,329.00
4.250	9,325.75

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	12,246.00	12,288.00
PP	12,153.75	12,181.75
S1	12,061.75	12,075.75

Download as Excel Spreadsheet

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

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