E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	12,330.50	12,440.00	109.50	0.9%	12,149.75
High	12,517.50	12,655.25	137.75	1.1%	12,149.75
Low	12,235.75	12,373.50	137.75	1.1%	11,479.25
Close	12,465.25	12,640.00	174.75	1.4%	12,007.50
Range	281.75	281.75	0.00	0.0%	670.50
ATR	358.61	353.12	-5.49	-1.5%	0.00
Volume	643,607	605,066	-38,541	-6.0%	3,134,095

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,401.50	13,302.50	12,795.00
R3	13,119.75	13,020.75	12,717.50
R2	12,838.00	12,838.00	12,691.75
R1	12,739.00	12,739.00	12,665.75	12,788.50
PP	12,556.25	12,556.25	12,556.25	12,581.00
S1	12,457.25	12,457.25	12,614.25	12,506.75
S2	12,274.50	12,274.50	12,588.25
S3	11,992.75	12,175.50	12,562.50
S4	11,711.00	11,893.75	12,485.00

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,890.25	13,619.50	12,376.25
R3	13,219.75	12,949.00	12,192.00
R2	12,549.25	12,549.25	12,130.50
R1	12,278.50	12,278.50	12,069.00	12,078.50
PP	11,878.75	11,878.75	11,878.75	11,779.00
S1	11,608.00	11,608.00	11,946.00	11,408.00
S2	11,208.25	11,208.25	11,884.50
S3	10,537.75	10,937.50	11,823.00
S4	9,867.25	10,267.00	11,638.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,655.25	11,740.25	915.00	7.2%	322.75	2.6%	98%	True	False	589,784
10	12,655.25	11,479.25	1,176.00	9.3%	329.75	2.6%	99%	True	False	616,248
20	12,655.25	11,351.00	1,304.25	10.3%	331.50	2.6%	99%	True	False	624,068
40	12,973.75	11,068.50	1,905.25	15.1%	371.75	2.9%	82%	False	False	450,038
60	13,620.00	11,068.50	2,551.50	20.2%	412.75	3.3%	62%	False	False	300,542
80	15,305.00	11,068.50	4,236.50	33.5%	401.00	3.2%	37%	False	False	225,619
100	15,305.00	11,068.50	4,236.50	33.5%	405.25	3.2%	37%	False	False	180,535
120	15,305.00	11,068.50	4,236.50	33.5%	410.75	3.3%	37%	False	False	150,453

Crabel Price Patterns
NR	False
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	91.10

Fibonacci Retracements and Extensions
4.250	13,852.75
2.618	13,392.75
1.618	13,111.00
1.000	12,937.00
0.618	12,829.25
HIGH	12,655.25
0.618	12,547.50
0.500	12,514.50
0.382	12,481.25
LOW	12,373.50
0.618	12,199.50
1.000	12,091.75
1.618	11,917.75
2.618	11,636.00
4.250	11,176.00

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	12,598.00	12,517.50
PP	12,556.25	12,395.00
S1	12,514.50	12,272.50

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

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