E-mini NASDAQ-100 Future June 2022

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

Day Change Summary
	Previous	Current
	11-May-2022	12-May-2022	Change	Change %	Previous Week
Open	12,328.75	12,004.50	-324.25	-2.6%	12,892.25
High	12,553.25	12,132.75	-420.50	-3.3%	13,555.25
Low	11,938.50	11,689.00	-249.50	-2.1%	12,519.00
Close	11,969.75	11,947.25	-22.50	-0.2%	12,695.75
Range	614.75	443.75	-171.00	-27.8%	1,036.25
ATR	480.36	477.75	-2.62	-0.5%	0.00
Volume	865,890	878,238	12,348	1.4%	3,859,254

Daily Pivots for day following 12-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,254.25	13,044.50	12,191.25
R3	12,810.50	12,600.75	12,069.25
R2	12,366.75	12,366.75	12,028.50
R1	12,157.00	12,157.00	11,988.00	12,040.00
PP	11,923.00	11,923.00	11,923.00	11,864.50
S1	11,713.25	11,713.25	11,906.50	11,596.25
S2	11,479.25	11,479.25	11,866.00
S3	11,035.50	11,269.50	11,825.25
S4	10,591.75	10,825.75	11,703.25

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	12,928.75	11,689.00	1,239.75	10.4%	483.00	4.0%	21%	False	True	853,250
10	13,555.25	11,689.00	1,866.25	15.6%	512.00	4.3%	14%	False	True	799,666
20	14,298.00	11,689.00	2,609.00	21.8%	485.25	4.1%	10%	False	True	734,722
40	15,268.75	11,689.00	3,579.75	30.0%	413.25	3.5%	7%	False	True	652,601
60	15,268.75	11,689.00	3,579.75	30.0%	445.00	3.7%	7%	False	True	473,313
80	15,369.25	11,689.00	3,680.25	30.8%	455.50	3.8%	7%	False	True	355,451
100	16,654.00	11,689.00	4,965.00	41.6%	428.00	3.6%	5%	False	True	284,611
120	16,744.75	11,689.00	5,055.75	42.3%	415.50	3.5%	5%	False	True	237,192

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	129.93
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,018.75
2.618	13,294.50
1.618	12,850.75
1.000	12,576.50
0.618	12,407.00
HIGH	12,132.75
0.618	11,963.25
0.500	11,911.00
0.382	11,858.50
LOW	11,689.00
0.618	11,414.75
1.000	11,245.25
1.618	10,971.00
2.618	10,527.25
4.250	9,803.00

Fisher Pivots for day following 12-May-2022
Pivot	1 day	3 day
R1	11,935.00	12,121.00
PP	11,923.00	12,063.25
S1	11,911.00	12,005.25

Download as Excel Spreadsheet

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

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