E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	12,440.00	12,559.25	119.25	1.0%	12,043.50
High	12,655.25	12,698.50	43.25	0.3%	12,698.50
Low	12,373.50	12,343.75	-29.75	-0.2%	11,857.00
Close	12,640.00	12,423.50	-216.50	-1.7%	12,423.50
Range	281.75	354.75	73.00	25.9%	841.50
ATR	353.12	353.23	0.12	0.0%	0.00
Volume	605,066	634,548	29,482	4.9%	3,022,488

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,552.75	13,343.00	12,618.50
R3	13,198.00	12,988.25	12,521.00
R2	12,843.25	12,843.25	12,488.50
R1	12,633.50	12,633.50	12,456.00	12,561.00
PP	12,488.50	12,488.50	12,488.50	12,452.50
S1	12,278.75	12,278.75	12,391.00	12,206.25
S2	12,133.75	12,133.75	12,358.50
S3	11,779.00	11,924.00	12,326.00
S4	11,424.25	11,569.25	12,228.50

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,850.75	14,478.75	12,886.25
R3	14,009.25	13,637.25	12,655.00
R2	13,167.75	13,167.75	12,577.75
R1	12,795.75	12,795.75	12,500.75	12,981.75
PP	12,326.25	12,326.25	12,326.25	12,419.50
S1	11,954.25	11,954.25	12,346.25	12,140.25
S2	11,484.75	11,484.75	12,269.25
S3	10,643.25	11,112.75	12,192.00
S4	9,801.75	10,271.25	11,960.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,698.50	11,857.00	841.50	6.8%	337.25	2.7%	67%	True	False	604,497
10	12,698.50	11,479.25	1,219.25	9.8%	339.25	2.7%	77%	True	False	615,658
20	12,698.50	11,351.00	1,347.50	10.8%	334.00	2.7%	80%	True	False	624,289
40	12,973.75	11,068.50	1,905.25	15.3%	371.50	3.0%	71%	False	False	465,860
60	13,589.00	11,068.50	2,520.50	20.3%	405.75	3.3%	54%	False	False	311,089
80	15,305.00	11,068.50	4,236.50	34.1%	401.25	3.2%	32%	False	False	233,535
100	15,305.00	11,068.50	4,236.50	34.1%	403.50	3.2%	32%	False	False	186,881
120	15,305.00	11,068.50	4,236.50	34.1%	408.75	3.3%	32%	False	False	155,741

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	95.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,206.25
2.618	13,627.25
1.618	13,272.50
1.000	13,053.25
0.618	12,917.75
HIGH	12,698.50
0.618	12,563.00
0.500	12,521.00
0.382	12,479.25
LOW	12,343.75
0.618	12,124.50
1.000	11,989.00
1.618	11,769.75
2.618	11,415.00
4.250	10,836.00

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	12,521.00	12,467.00
PP	12,488.50	12,452.50
S1	12,456.00	12,438.00

Download as Excel Spreadsheet

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

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