E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 11-Aug-2022

Day Change Summary
	Previous	Current
	10-Aug-2022	11-Aug-2022	Change	Change %	Previous Week
Open	13,050.00	13,380.50	330.50	2.5%	12,981.00
High	13,408.00	13,575.00	167.00	1.2%	13,384.50
Low	12,982.00	13,285.00	303.00	2.3%	12,814.75
Close	13,392.00	13,311.25	-80.75	-0.6%	13,228.75
Range	426.00	290.00	-136.00	-31.9%	569.75
ATR	338.01	334.58	-3.43	-1.0%	0.00
Volume	602,069	614,816	12,747	2.1%	3,217,603

Daily Pivots for day following 11-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,260.50	14,075.75	13,470.75
R3	13,970.50	13,785.75	13,391.00
R2	13,680.50	13,680.50	13,364.50
R1	13,495.75	13,495.75	13,337.75	13,443.00
PP	13,390.50	13,390.50	13,390.50	13,364.00
S1	13,205.75	13,205.75	13,284.75	13,153.00
S2	13,100.50	13,100.50	13,258.00
S3	12,810.50	12,915.75	13,231.50
S4	12,520.50	12,625.75	13,151.75

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	13,575.00	12,963.25	611.75	4.6%	317.00	2.4%	57%	True	False	611,112
10	13,575.00	12,744.25	830.75	6.2%	300.50	2.3%	68%	True	False	617,779
20	13,575.00	11,740.25	1,834.75	13.8%	323.25	2.4%	86%	True	False	603,465
40	13,575.00	11,068.50	2,506.50	18.8%	343.25	2.6%	89%	True	False	630,185
60	13,575.00	11,068.50	2,506.50	18.8%	367.25	2.8%	89%	True	False	452,163
80	14,329.25	11,068.50	3,260.75	24.5%	397.75	3.0%	69%	False	False	339,473
100	15,305.00	11,068.50	4,236.50	31.8%	384.25	2.9%	53%	False	False	271,721
120	15,305.00	11,068.50	4,236.50	31.8%	401.75	3.0%	53%	False	False	226,453

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,807.50
2.618	14,334.25
1.618	14,044.25
1.000	13,865.00
0.618	13,754.25
HIGH	13,575.00
0.618	13,464.25
0.500	13,430.00
0.382	13,395.75
LOW	13,285.00
0.618	13,105.75
1.000	12,995.00
1.618	12,815.75
2.618	12,525.75
4.250	12,052.50

Fisher Pivots for day following 11-Aug-2022
Pivot	1 day	3 day
R1	13,430.00	13,297.25
PP	13,390.50	13,283.25
S1	13,350.75	13,269.00

Download as Excel Spreadsheet

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

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