E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	11,820.25	11,901.25	81.00	0.7%	12,137.50
High	11,974.25	12,168.50	194.25	1.6%	12,262.00
Low	11,727.75	11,836.50	108.75	0.9%	11,351.00
Close	11,880.25	12,138.50	258.25	2.2%	11,611.25
Range	246.50	332.00	85.50	34.7%	911.00
ATR	382.19	378.60	-3.58	-0.9%	0.00
Volume	649,912	550,463	-99,449	-15.3%	3,134,142

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,043.75	12,923.25	12,321.00
R3	12,711.75	12,591.25	12,229.75
R2	12,379.75	12,379.75	12,199.25
R1	12,259.25	12,259.25	12,169.00	12,319.50
PP	12,047.75	12,047.75	12,047.75	12,078.00
S1	11,927.25	11,927.25	12,108.00	11,987.50
S2	11,715.75	11,715.75	12,077.75
S3	11,383.75	11,595.25	12,047.25
S4	11,051.75	11,263.25	11,956.00

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,474.50	13,953.75	12,112.25
R3	13,563.50	13,042.75	11,861.75
R2	12,652.50	12,652.50	11,778.25
R1	12,131.75	12,131.75	11,694.75	11,936.50
PP	11,741.50	11,741.50	11,741.50	11,643.75
S1	11,220.75	11,220.75	11,527.75	11,025.50
S2	10,830.50	10,830.50	11,444.25
S3	9,919.50	10,309.75	11,360.75
S4	9,008.50	9,398.75	11,110.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,168.50	11,351.00	817.50	6.7%	319.75	2.6%	96%	True	False	666,956
10	12,262.00	11,351.00	911.00	7.5%	333.50	2.7%	86%	False	False	631,888
20	12,811.75	11,068.50	1,743.25	14.4%	380.00	3.1%	61%	False	False	590,297
40	12,973.75	11,068.50	1,905.25	15.7%	406.00	3.3%	56%	False	False	296,388
60	14,403.75	11,068.50	3,335.25	27.5%	424.50	3.5%	32%	False	False	197,989
80	15,305.00	11,068.50	4,236.50	34.9%	407.25	3.4%	25%	False	False	148,634
100	15,305.00	11,068.50	4,236.50	34.9%	420.25	3.5%	25%	False	False	118,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	87.08
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,579.50
2.618	13,037.75
1.618	12,705.75
1.000	12,500.50
0.618	12,373.75
HIGH	12,168.50
0.618	12,041.75
0.500	12,002.50
0.382	11,963.25
LOW	11,836.50
0.618	11,631.25
1.000	11,504.50
1.618	11,299.25
2.618	10,967.25
4.250	10,425.50

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	12,093.25	12,018.50
PP	12,047.75	11,898.75
S1	12,002.50	11,779.00

Download as Excel Spreadsheet

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

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