E-mini NASDAQ-100 Future September 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	12,270.50	12,370.25	99.75	0.8%	12,905.50
High	12,576.75	12,584.00	7.25	0.1%	13,589.00
Low	12,140.50	11,975.25	-165.25	-1.4%	12,557.50
Close	12,382.00	12,003.00	-379.00	-3.1%	12,730.00
Range	436.25	608.75	172.50	39.5%	1,031.50
ATR	464.29	474.61	10.32	2.2%	0.00
Volume	1,676	2,133	457	27.3%	6,857

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,013.75	13,617.00	12,337.75
R3	13,405.00	13,008.25	12,170.50
R2	12,796.25	12,796.25	12,114.50
R1	12,399.50	12,399.50	12,058.75	12,293.50
PP	12,187.50	12,187.50	12,187.50	12,134.50
S1	11,790.75	11,790.75	11,947.25	11,684.75
S2	11,578.75	11,578.75	11,891.50
S3	10,970.00	11,182.00	11,835.50
S4	10,361.25	10,573.25	11,668.25

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	16,053.25	15,423.25	13,297.25
R3	15,021.75	14,391.75	13,013.75
R2	13,990.25	13,990.25	12,919.00
R1	13,360.25	13,360.25	12,824.50	13,159.50
PP	12,958.75	12,958.75	12,958.75	12,858.50
S1	12,328.75	12,328.75	12,635.50	12,128.00
S2	11,927.25	11,927.25	12,541.00
S3	10,895.75	11,297.25	12,446.25
S4	9,864.25	10,265.75	12,162.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,582.00	11,975.25	1,606.75	13.4%	556.25	4.6%	2%	False	True	1,746
10	13,589.00	11,975.25	1,613.75	13.4%	513.00	4.3%	2%	False	True	1,480
20	14,331.25	11,975.25	2,356.00	19.6%	475.00	4.0%	1%	False	True	1,276
40	15,305.00	11,975.25	3,329.75	27.7%	411.25	3.4%	1%	False	True	964
60	15,305.00	11,975.25	3,329.75	27.7%	432.50	3.6%	1%	False	True	664
80	15,639.50	11,975.25	3,664.25	30.5%	439.00	3.7%	1%	False	True	506

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	131.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,171.25
2.618	14,177.75
1.618	13,569.00
1.000	13,192.75
0.618	12,960.25
HIGH	12,584.00
0.618	12,351.50
0.500	12,279.50
0.382	12,207.75
LOW	11,975.25
0.618	11,599.00
1.000	11,366.50
1.618	10,990.25
2.618	10,381.50
4.250	9,388.00

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	12,279.50	12,321.25
PP	12,187.50	12,215.25
S1	12,095.25	12,109.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols