E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 17-Aug-2022

Day Change Summary
	Previous	Current
	16-Aug-2022	17-Aug-2022	Change	Change %	Previous Week
Open	13,674.75	13,658.00	-16.75	-0.1%	13,227.75
High	13,740.75	13,672.00	-68.75	-0.5%	13,583.25
Low	13,522.75	13,406.25	-116.50	-0.9%	12,963.25
Close	13,658.25	13,493.25	-165.00	-1.2%	13,577.75
Range	218.00	265.75	47.75	21.9%	620.00
ATR	314.19	310.73	-3.46	-1.1%	0.00
Volume	555,979	610,667	54,688	9.8%	2,868,418

Daily Pivots for day following 17-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,321.00	14,173.00	13,639.50
R3	14,055.25	13,907.25	13,566.25
R2	13,789.50	13,789.50	13,542.00
R1	13,641.50	13,641.50	13,517.50	13,582.50
PP	13,523.75	13,523.75	13,523.75	13,494.50
S1	13,375.75	13,375.75	13,469.00	13,317.00
S2	13,258.00	13,258.00	13,444.50
S3	12,992.25	13,110.00	13,420.25
S4	12,726.50	12,844.25	13,347.00

Weekly Pivots for week ending 12-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,234.75	15,026.25	13,918.75
R3	14,614.75	14,406.25	13,748.25
R2	13,994.75	13,994.75	13,691.50
R1	13,786.25	13,786.25	13,634.50	13,890.50
PP	13,374.75	13,374.75	13,374.75	13,427.00
S1	13,166.25	13,166.25	13,521.00	13,270.50
S2	12,754.75	12,754.75	13,464.00
S3	12,134.75	12,546.25	13,407.25
S4	11,514.75	11,926.25	13,236.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,740.75	13,285.00	455.75	3.4%	251.25	1.9%	46%	False	False	549,175
10	13,740.75	12,963.25	777.50	5.8%	272.25	2.0%	68%	False	False	572,930
20	13,740.75	12,072.00	1,668.75	12.4%	305.00	2.3%	85%	False	False	592,825
40	13,740.75	11,320.50	2,420.25	17.9%	321.75	2.4%	90%	False	False	609,294
60	13,740.75	11,068.50	2,672.25	19.8%	349.50	2.6%	91%	False	False	487,571
80	13,740.75	11,068.50	2,672.25	19.8%	386.75	2.9%	91%	False	False	366,064
100	15,305.00	11,068.50	4,236.50	31.4%	381.50	2.8%	57%	False	False	293,016
120	15,305.00	11,068.50	4,236.50	31.4%	389.75	2.9%	57%	False	False	244,208

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	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	60.63
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,801.50
2.618	14,367.75
1.618	14,102.00
1.000	13,937.75
0.618	13,836.25
HIGH	13,672.00
0.618	13,570.50
0.500	13,539.00
0.382	13,507.75
LOW	13,406.25
0.618	13,242.00
1.000	13,140.50
1.618	12,976.25
2.618	12,710.50
4.250	12,276.75

Fisher Pivots for day following 17-Aug-2022
Pivot	1 day	3 day
R1	13,539.00	13,573.50
PP	13,523.75	13,546.75
S1	13,508.50	13,520.00

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