E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	12,981.00	12,974.25	-6.75	-0.1%	12,444.50
High	13,108.75	13,097.00	-11.75	-0.1%	13,012.00
Low	12,851.75	12,814.75	-37.00	-0.3%	12,072.00
Close	12,962.50	12,924.50	-38.00	-0.3%	12,971.50
Range	257.00	282.25	25.25	9.8%	940.00
ATR	353.21	348.14	-5.07	-1.4%	0.00
Volume	622,511	674,564	52,053	8.4%	2,900,465

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,792.25	13,640.50	13,079.75
R3	13,510.00	13,358.25	13,002.00
R2	13,227.75	13,227.75	12,976.25
R1	13,076.00	13,076.00	12,950.25	13,010.75
PP	12,945.50	12,945.50	12,945.50	12,912.75
S1	12,793.75	12,793.75	12,898.75	12,728.50
S2	12,663.25	12,663.25	12,872.75
S3	12,381.00	12,511.50	12,847.00
S4	12,098.75	12,229.25	12,769.25

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,505.25	15,178.25	13,488.50
R3	14,565.25	14,238.25	13,230.00
R2	13,625.25	13,625.25	13,143.75
R1	13,298.25	13,298.25	13,057.75	13,461.75
PP	12,685.25	12,685.25	12,685.25	12,767.00
S1	12,358.25	12,358.25	12,885.25	12,521.75
S2	11,745.25	11,745.25	12,799.25
S3	10,805.25	11,418.25	12,713.00
S4	9,865.25	10,478.25	12,454.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,108.75	12,191.50	917.25	7.1%	361.00	2.8%	80%	False	False	633,928
10	13,108.75	12,072.00	1,036.75	8.0%	321.75	2.5%	82%	False	False	608,076
20	13,108.75	11,479.25	1,629.50	12.6%	326.50	2.5%	89%	False	False	609,747
40	13,108.75	11,068.50	2,040.25	15.8%	354.00	2.7%	91%	False	False	570,316
60	13,108.75	11,068.50	2,040.25	15.8%	384.75	3.0%	91%	False	False	380,889
80	14,674.50	11,068.50	3,606.00	27.9%	400.75	3.1%	51%	False	False	285,945
100	15,305.00	11,068.50	4,236.50	32.8%	394.50	3.1%	44%	False	False	228,854
120	15,305.00	11,068.50	4,236.50	32.8%	405.00	3.1%	44%	False	False	190,719

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	85.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,296.50
2.618	13,836.00
1.618	13,553.75
1.000	13,379.25
0.618	13,271.50
HIGH	13,097.00
0.618	12,989.25
0.500	12,956.00
0.382	12,922.50
LOW	12,814.75
0.618	12,640.25
1.000	12,532.50
1.618	12,358.00
2.618	12,075.75
4.250	11,615.25

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	12,956.00	12,926.50
PP	12,945.50	12,925.75
S1	12,935.00	12,925.25

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols