E-mini NASDAQ-100 Future September 2022

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

Day Change Summary
	Previous	Current
	07-Jul-2022	08-Jul-2022	Change	Change %	Previous Week
Open	11,901.25	12,115.00	213.75	1.8%	11,606.00
High	12,168.50	12,211.00	42.50	0.3%	12,211.00
Low	11,836.50	11,952.50	116.00	1.0%	11,389.25
Close	12,138.50	12,152.00	13.50	0.1%	12,152.00
Range	332.00	258.50	-73.50	-22.1%	821.75
ATR	378.60	370.02	-8.58	-2.3%	0.00
Volume	550,463	640,445	89,982	16.3%	2,631,757

Daily Pivots for day following 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,880.75	12,774.75	12,294.25
R3	12,622.25	12,516.25	12,223.00
R2	12,363.75	12,363.75	12,199.50
R1	12,257.75	12,257.75	12,175.75	12,310.75
PP	12,105.25	12,105.25	12,105.25	12,131.50
S1	11,999.25	11,999.25	12,128.25	12,052.25
S2	11,846.75	11,846.75	12,104.50
S3	11,588.25	11,740.75	12,081.00
S4	11,329.75	11,482.25	12,009.75

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,382.75	14,089.00	12,604.00
R3	13,561.00	13,267.25	12,378.00
R2	12,739.25	12,739.25	12,302.75
R1	12,445.50	12,445.50	12,227.25	12,592.50
PP	11,917.50	11,917.50	11,917.50	11,990.75
S1	11,623.75	11,623.75	12,076.75	11,770.50
S2	11,095.75	11,095.75	12,001.25
S3	10,274.00	10,802.00	11,926.00
S4	9,452.25	9,980.25	11,700.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,211.00	11,381.75	829.25	6.8%	302.25	2.5%	93%	True	False	647,431
10	12,262.00	11,351.00	911.00	7.5%	328.50	2.7%	88%	False	False	632,920
20	12,755.25	11,068.50	1,686.75	13.9%	382.75	3.1%	64%	False	False	621,737
40	12,973.75	11,068.50	1,905.25	15.7%	401.50	3.3%	57%	False	False	312,357
60	14,331.25	11,068.50	3,262.75	26.8%	422.50	3.5%	33%	False	False	208,647
80	15,305.00	11,068.50	4,236.50	34.9%	405.50	3.3%	26%	False	False	156,639
100	15,305.00	11,068.50	4,236.50	34.9%	417.50	3.4%	26%	False	False	125,320
120	15,639.50	11,068.50	4,571.00	37.6%	423.75	3.5%	24%	False	False	104,439

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	88.45
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,309.50
2.618	12,887.75
1.618	12,629.25
1.000	12,469.50
0.618	12,370.75
HIGH	12,211.00
0.618	12,112.25
0.500	12,081.75
0.382	12,051.25
LOW	11,952.50
0.618	11,792.75
1.000	11,694.00
1.618	11,534.25
2.618	11,275.75
4.250	10,854.00

Fisher Pivots for day following 08-Jul-2022
Pivot	1 day	3 day
R1	12,128.50	12,091.00
PP	12,105.25	12,030.25
S1	12,081.75	11,969.50

Download as Excel Spreadsheet

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

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