E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	11,936.50	12,291.75	355.25	3.0%	11,890.00
High	12,370.25	12,750.50	380.25	3.1%	12,750.50
Low	11,881.25	12,254.00	372.75	3.1%	11,606.75
Close	12,309.00	12,709.25	400.25	3.3%	12,709.25
Range	489.00	496.50	7.50	1.5%	1,143.75
ATR	458.34	461.06	2.73	0.6%	0.00
Volume	1,998	5,671	3,673	183.8%	12,026

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,060.75	13,881.50	12,982.25
R3	13,564.25	13,385.00	12,845.75
R2	13,067.75	13,067.75	12,800.25
R1	12,888.50	12,888.50	12,754.75	12,978.00
PP	12,571.25	12,571.25	12,571.25	12,616.00
S1	12,392.00	12,392.00	12,663.75	12,481.50
S2	12,074.75	12,074.75	12,618.25
S3	11,578.25	11,895.50	12,572.75
S4	11,081.75	11,399.00	12,436.25

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,786.75	15,391.75	13,338.25
R3	14,643.00	14,248.00	13,023.75
R2	13,499.25	13,499.25	12,919.00
R1	13,104.25	13,104.25	12,814.00	13,301.75
PP	12,355.50	12,355.50	12,355.50	12,454.25
S1	11,960.50	11,960.50	12,604.50	12,158.00
S2	11,211.75	11,211.75	12,499.50
S3	10,068.00	10,816.75	12,394.75
S4	8,924.25	9,673.00	12,080.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,750.50	11,606.75	1,143.75	9.0%	398.25	3.1%	96%	True	False	2,405
10	12,750.50	11,521.25	1,229.25	9.7%	433.25	3.4%	97%	True	False	2,001
20	13,589.00	11,521.25	2,067.75	16.3%	467.50	3.7%	57%	False	False	1,771
40	15,229.50	11,521.25	3,708.25	29.2%	442.50	3.5%	32%	False	False	1,374
60	15,305.00	11,521.25	3,783.75	29.8%	427.50	3.4%	31%	False	False	1,044
80	15,305.00	11,521.25	3,783.75	29.8%	427.50	3.4%	31%	False	False	793

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81.48
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,860.50
2.618	14,050.25
1.618	13,553.75
1.000	13,247.00
0.618	13,057.25
HIGH	12,750.50
0.618	12,560.75
0.500	12,502.25
0.382	12,443.75
LOW	12,254.00
0.618	11,947.25
1.000	11,757.50
1.618	11,450.75
2.618	10,954.25
4.250	10,144.00

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	12,640.25	12,548.75
PP	12,571.25	12,388.50
S1	12,502.25	12,228.00

Download as Excel Spreadsheet

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

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