E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	12,724.50	12,648.25	-76.25	-0.6%	12,737.25
High	12,811.75	12,755.25	-56.50	-0.4%	12,973.75
Low	12,610.00	12,285.00	-325.00	-2.6%	12,477.75
Close	12,646.00	12,304.75	-341.25	-2.7%	12,580.50
Range	201.75	470.25	268.50	133.1%	496.00
ATR	413.55	417.60	4.05	1.0%	0.00
Volume	11,654	60,982	49,328	423.3%	10,243

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,859.00	13,552.25	12,563.50
R3	13,388.75	13,082.00	12,434.00
R2	12,918.50	12,918.50	12,391.00
R1	12,611.75	12,611.75	12,347.75	12,530.00
PP	12,448.25	12,448.25	12,448.25	12,407.50
S1	12,141.50	12,141.50	12,261.75	12,059.75
S2	11,978.00	11,978.00	12,218.50
S3	11,507.75	11,671.25	12,175.50
S4	11,037.50	11,201.00	12,046.00

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	12,285.00	688.75	5.6%	344.00	2.8%	3%	False	True	17,462
10	12,973.75	11,881.25	1,092.50	8.9%	392.50	3.2%	39%	False	False	10,270
20	12,973.75	11,521.25	1,452.50	11.8%	413.25	3.4%	54%	False	False	5,920
40	14,331.25	11,521.25	2,810.00	22.8%	444.00	3.6%	28%	False	False	3,598
60	15,305.00	11,521.25	3,783.75	30.8%	412.00	3.3%	21%	False	False	2,616
80	15,305.00	11,521.25	3,783.75	30.8%	427.75	3.5%	21%	False	False	1,978
100	15,639.50	11,521.25	4,118.25	33.5%	433.75	3.5%	19%	False	False	1,589

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	92.08
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	14,753.75
2.618	13,986.25
1.618	13,516.00
1.000	13,225.50
0.618	13,045.75
HIGH	12,755.25
0.618	12,575.50
0.500	12,520.00
0.382	12,464.75
LOW	12,285.00
0.618	11,994.50
1.000	11,814.75
1.618	11,524.25
2.618	11,054.00
4.250	10,286.50

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	12,520.00	12,548.50
PP	12,448.25	12,467.25
S1	12,376.50	12,386.00

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