E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	12,632.00	12,724.50	92.50	0.7%	12,737.25
High	12,770.00	12,811.75	41.75	0.3%	12,973.75
Low	12,442.25	12,610.00	167.75	1.3%	12,477.75
Close	12,742.25	12,646.00	-96.25	-0.8%	12,580.50
Range	327.75	201.75	-126.00	-38.4%	496.00
ATR	429.84	413.55	-16.29	-3.8%	0.00
Volume	7,493	11,654	4,161	55.5%	10,243

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,294.50	13,172.00	12,757.00
R3	13,092.75	12,970.25	12,701.50
R2	12,891.00	12,891.00	12,683.00
R1	12,768.50	12,768.50	12,664.50	12,729.00
PP	12,689.25	12,689.25	12,689.25	12,669.50
S1	12,566.75	12,566.75	12,627.50	12,527.00
S2	12,487.50	12,487.50	12,609.00
S3	12,285.75	12,365.00	12,590.50
S4	12,084.00	12,163.25	12,535.00

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,165.25	13,869.00	12,853.25
R3	13,669.25	13,373.00	12,717.00
R2	13,173.25	13,173.25	12,671.50
R1	12,877.00	12,877.00	12,626.00	12,777.00
PP	12,677.25	12,677.25	12,677.25	12,627.50
S1	12,381.00	12,381.00	12,535.00	12,281.00
S2	12,181.25	12,181.25	12,489.50
S3	11,685.25	11,885.00	12,444.00
S4	11,189.25	11,389.00	12,307.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,973.75	12,442.25	531.50	4.2%	341.50	2.7%	38%	False	False	5,700
10	12,973.75	11,705.50	1,268.25	10.0%	381.00	3.0%	74%	False	False	4,309
20	12,973.75	11,521.25	1,452.50	11.5%	420.25	3.3%	77%	False	False	2,978
40	14,331.25	11,521.25	2,810.00	22.2%	442.25	3.5%	40%	False	False	2,103
60	15,305.00	11,521.25	3,783.75	29.9%	413.00	3.3%	30%	False	False	1,607
80	15,305.00	11,521.25	3,783.75	29.9%	426.00	3.4%	30%	False	False	1,216
100	15,639.50	11,521.25	4,118.25	32.6%	432.00	3.4%	27%	False	False	979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	97.05
Narrowest range in 101 trading days

Fibonacci Retracements and Extensions
4.250	13,669.25
2.618	13,340.00
1.618	13,138.25
1.000	13,013.50
0.618	12,936.50
HIGH	12,811.75
0.618	12,734.75
0.500	12,711.00
0.382	12,687.00
LOW	12,610.00
0.618	12,485.25
1.000	12,408.25
1.618	12,283.50
2.618	12,081.75
4.250	11,752.50

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	12,711.00	12,644.25
PP	12,689.25	12,642.25
S1	12,667.50	12,640.50

Download as Excel Spreadsheet

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

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