E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	12,192.00	12,580.00	388.00	3.2%	12,043.50
High	12,690.00	12,948.00	258.00	2.0%	12,698.50
Low	12,191.50	12,449.00	257.50	2.1%	11,857.00
Close	12,619.00	12,737.50	118.50	0.9%	12,423.50
Range	498.50	499.00	0.50	0.1%	841.50
ATR	357.10	367.23	10.14	2.8%	0.00
Volume	634,889	645,261	10,372	1.6%	3,022,488

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,208.50	13,972.00	13,012.00
R3	13,709.50	13,473.00	12,874.75
R2	13,210.50	13,210.50	12,829.00
R1	12,974.00	12,974.00	12,783.25	13,092.25
PP	12,711.50	12,711.50	12,711.50	12,770.50
S1	12,475.00	12,475.00	12,691.75	12,593.25
S2	12,212.50	12,212.50	12,646.00
S3	11,713.50	11,976.00	12,600.25
S4	11,214.50	11,477.00	12,463.00

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	12,948.00	12,072.00	876.00	6.9%	369.25	2.9%	76%	True	False	588,519
10	12,948.00	11,740.25	1,207.75	9.5%	346.00	2.7%	83%	True	False	589,151
20	12,948.00	11,351.00	1,597.00	12.5%	337.00	2.6%	87%	True	False	621,993
40	12,973.75	11,068.50	1,905.25	15.0%	365.25	2.9%	88%	False	False	523,275
60	13,589.00	11,068.50	2,520.50	19.8%	399.75	3.1%	66%	False	False	349,460
80	15,229.50	11,068.50	4,161.00	32.7%	406.00	3.2%	40%	False	False	262,348
100	15,305.00	11,068.50	4,236.50	33.3%	403.50	3.2%	39%	False	False	209,960
120	15,305.00	11,068.50	4,236.50	33.3%	406.75	3.2%	39%	False	False	174,974

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	False
Bear Hook	False
Bull Hook	False
Stretch	74.20
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	15,068.75
2.618	14,254.50
1.618	13,755.50
1.000	13,447.00
0.618	13,256.50
HIGH	12,948.00
0.618	12,757.50
0.500	12,698.50
0.382	12,639.50
LOW	12,449.00
0.618	12,140.50
1.000	11,950.00
1.618	11,641.50
2.618	11,142.50
4.250	10,328.25

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	12,724.50	12,661.75
PP	12,711.50	12,585.75
S1	12,698.50	12,510.00

Download as Excel Spreadsheet

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

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