E-mini NASDAQ-100 Future September 2022

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

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	13,327.25	13,227.75	-99.50	-0.7%	12,981.00
High	13,384.50	13,419.25	34.75	0.3%	13,384.50
Low	13,085.00	13,120.50	35.50	0.3%	12,814.75
Close	13,228.75	13,183.25	-45.50	-0.3%	13,228.75
Range	299.50	298.75	-0.75	-0.3%	569.75
ATR	338.77	335.92	-2.86	-0.8%	0.00
Volume	687,792	597,182	-90,610	-13.2%	3,217,603

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,137.25	13,959.00	13,347.50
R3	13,838.50	13,660.25	13,265.50
R2	13,539.75	13,539.75	13,238.00
R1	13,361.50	13,361.50	13,210.75	13,301.25
PP	13,241.00	13,241.00	13,241.00	13,211.00
S1	13,062.75	13,062.75	13,155.75	13,002.50
S2	12,942.25	12,942.25	13,128.50
S3	12,643.50	12,764.00	13,101.00
S4	12,344.75	12,465.25	13,019.00

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,852.00	14,610.00	13,542.00
R3	14,282.25	14,040.25	13,385.50
R2	13,712.50	13,712.50	13,333.25
R1	13,470.50	13,470.50	13,281.00	13,591.50
PP	13,142.75	13,142.75	13,142.75	13,203.00
S1	12,900.75	12,900.75	13,176.50	13,021.75
S2	12,573.00	12,573.00	13,124.25
S3	12,003.25	12,331.00	13,072.00
S4	11,433.50	11,761.25	12,915.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,419.25	12,814.75	604.50	4.6%	299.00	2.3%	61%	True	False	638,454
10	13,419.25	12,072.00	1,347.25	10.2%	328.00	2.5%	82%	True	False	622,363
20	13,419.25	11,479.25	1,940.00	14.7%	330.25	2.5%	88%	True	False	614,674
40	13,419.25	11,068.50	2,350.75	17.8%	352.25	2.7%	90%	True	False	631,139
60	13,419.25	11,068.50	2,350.75	17.8%	372.50	2.8%	90%	True	False	422,733
80	14,331.25	11,068.50	3,262.75	24.7%	398.25	3.0%	65%	False	False	317,369
100	15,305.00	11,068.50	4,236.50	32.1%	388.00	2.9%	50%	False	False	254,025
120	15,305.00	11,068.50	4,236.50	32.1%	402.50	3.1%	50%	False	False	211,698

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,689.00
2.618	14,201.50
1.618	13,902.75
1.000	13,718.00
0.618	13,604.00
HIGH	13,419.25
0.618	13,305.25
0.500	13,270.00
0.382	13,234.50
LOW	13,120.50
0.618	12,935.75
1.000	12,821.75
1.618	12,637.00
2.618	12,338.25
4.250	11,850.75

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	13,270.00	13,252.00
PP	13,241.00	13,229.25
S1	13,212.00	13,206.25

Download as Excel Spreadsheet

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

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