E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 09-Aug-2022

Day Change Summary
	Previous	Current
	08-Aug-2022	09-Aug-2022	Change	Change %	Previous Week
Open	13,227.75	13,206.25	-21.50	-0.2%	12,981.00
High	13,419.25	13,233.75	-185.50	-1.4%	13,384.50
Low	13,120.50	12,963.25	-157.25	-1.2%	12,814.75
Close	13,183.25	13,031.50	-151.75	-1.2%	13,228.75
Range	298.75	270.50	-28.25	-9.5%	569.75
ATR	335.92	331.24	-4.67	-1.4%	0.00
Volume	597,182	553,704	-43,478	-7.3%	3,217,603

Daily Pivots for day following 09-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,887.75	13,730.00	13,180.25
R3	13,617.25	13,459.50	13,106.00
R2	13,346.75	13,346.75	13,081.00
R1	13,189.00	13,189.00	13,056.25	13,132.50
PP	13,076.25	13,076.25	13,076.25	13,048.00
S1	12,918.50	12,918.50	13,006.75	12,862.00
S2	12,805.75	12,805.75	12,982.00
S3	12,535.25	12,648.00	12,957.00
S4	12,264.75	12,377.50	12,882.75

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	12,867.25	552.00	4.2%	296.50	2.3%	30%	False	False	614,282
10	13,419.25	12,191.50	1,227.75	9.4%	328.75	2.5%	68%	False	False	624,105
20	13,419.25	11,479.25	1,940.00	14.9%	328.25	2.5%	80%	False	False	611,962
40	13,419.25	11,068.50	2,350.75	18.0%	346.00	2.7%	84%	False	False	635,456
60	13,419.25	11,068.50	2,350.75	18.0%	369.75	2.8%	84%	False	False	431,928
80	14,331.25	11,068.50	3,262.75	25.0%	397.25	3.0%	60%	False	False	324,282
100	15,305.00	11,068.50	4,236.50	32.5%	385.00	3.0%	46%	False	False	259,558
120	15,305.00	11,068.50	4,236.50	32.5%	401.75	3.1%	46%	False	False	216,312

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	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	78.18
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,383.50
2.618	13,942.00
1.618	13,671.50
1.000	13,504.25
0.618	13,401.00
HIGH	13,233.75
0.618	13,130.50
0.500	13,098.50
0.382	13,066.50
LOW	12,963.25
0.618	12,796.00
1.000	12,692.75
1.618	12,525.50
2.618	12,255.00
4.250	11,813.50

Fisher Pivots for day following 09-Aug-2022
Pivot	1 day	3 day
R1	13,098.50	13,191.25
PP	13,076.25	13,138.00
S1	13,053.75	13,084.75

Download as Excel Spreadsheet

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

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