E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 10-Aug-2022

Day Change Summary
	Previous	Current
	09-Aug-2022	10-Aug-2022	Change	Change %	Previous Week
Open	13,206.25	13,050.00	-156.25	-1.2%	12,981.00
High	13,233.75	13,408.00	174.25	1.3%	13,384.50
Low	12,963.25	12,982.00	18.75	0.1%	12,814.75
Close	13,031.50	13,392.00	360.50	2.8%	13,228.75
Range	270.50	426.00	155.50	57.5%	569.75
ATR	331.24	338.01	6.77	2.0%	0.00
Volume	553,704	602,069	48,365	8.7%	3,217,603

Daily Pivots for day following 10-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,538.75	14,391.25	13,626.25
R3	14,112.75	13,965.25	13,509.25
R2	13,686.75	13,686.75	13,470.00
R1	13,539.25	13,539.25	13,431.00	13,613.00
PP	13,260.75	13,260.75	13,260.75	13,297.50
S1	13,113.25	13,113.25	13,353.00	13,187.00
S2	12,834.75	12,834.75	13,314.00
S3	12,408.75	12,687.25	13,274.75
S4	11,982.75	12,261.25	13,157.75

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	12,963.25	456.00	3.4%	293.25	2.2%	94%	False	False	596,685
10	13,419.25	12,449.00	970.25	7.2%	321.50	2.4%	97%	False	False	620,823
20	13,419.25	11,511.25	1,908.00	14.2%	325.00	2.4%	99%	False	False	605,452
40	13,419.25	11,068.50	2,350.75	17.6%	343.50	2.6%	99%	False	False	632,070
60	13,419.25	11,068.50	2,350.75	17.6%	367.75	2.7%	99%	False	False	441,940
80	14,329.25	11,068.50	3,260.75	24.3%	397.50	3.0%	71%	False	False	331,796
100	15,305.00	11,068.50	4,236.50	31.6%	386.00	2.9%	55%	False	False	265,576
120	15,305.00	11,068.50	4,236.50	31.6%	403.25	3.0%	55%	False	False	221,330

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	84.93
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,218.50
2.618	14,523.25
1.618	14,097.25
1.000	13,834.00
0.618	13,671.25
HIGH	13,408.00
0.618	13,245.25
0.500	13,195.00
0.382	13,144.75
LOW	12,982.00
0.618	12,718.75
1.000	12,556.00
1.618	12,292.75
2.618	11,866.75
4.250	11,171.50

Fisher Pivots for day following 10-Aug-2022
Pivot	1 day	3 day
R1	13,326.25	13,325.00
PP	13,260.75	13,258.25
S1	13,195.00	13,191.25

Download as Excel Spreadsheet

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

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