E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 26-Aug-2022

Day Change Summary
	Previous	Current
	25-Aug-2022	26-Aug-2022	Change	Change %	Previous Week
Open	12,944.00	13,153.75	209.75	1.6%	13,226.50
High	13,161.50	13,220.00	58.50	0.4%	13,226.50
Low	12,925.00	12,557.50	-367.50	-2.8%	12,557.50
Close	13,156.00	12,620.50	-535.50	-4.1%	12,620.50
Range	236.50	662.50	426.00	180.1%	669.00
ATR	287.29	314.09	26.80	9.3%	0.00
Volume	543,666	753,862	210,196	38.7%	2,970,979

Daily Pivots for day following 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,786.75	14,366.25	12,985.00
R3	14,124.25	13,703.75	12,802.75
R2	13,461.75	13,461.75	12,742.00
R1	13,041.25	13,041.25	12,681.25	12,920.25
PP	12,799.25	12,799.25	12,799.25	12,739.00
S1	12,378.75	12,378.75	12,559.75	12,257.75
S2	12,136.75	12,136.75	12,499.00
S3	11,474.25	11,716.25	12,438.25
S4	10,811.75	11,053.75	12,256.00

Weekly Pivots for week ending 26-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,808.50	14,383.50	12,988.50
R3	14,139.50	13,714.50	12,804.50
R2	13,470.50	13,470.50	12,743.25
R1	13,045.50	13,045.50	12,681.75	12,923.50
PP	12,801.50	12,801.50	12,801.50	12,740.50
S1	12,376.50	12,376.50	12,559.25	12,254.50
S2	12,132.50	12,132.50	12,497.75
S3	11,463.50	11,707.50	12,436.50
S4	10,794.50	11,038.50	12,252.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,226.50	12,557.50	669.00	5.3%	326.25	2.6%	9%	False	True	594,195
10	13,740.75	12,557.50	1,183.25	9.4%	279.75	2.2%	5%	False	True	575,066
20	13,740.75	12,557.50	1,183.25	9.4%	290.25	2.3%	5%	False	True	591,834
40	13,740.75	11,381.75	2,359.00	18.7%	311.75	2.5%	53%	False	False	603,272
60	13,740.75	11,068.50	2,672.25	21.2%	338.75	2.7%	58%	False	False	555,949
80	13,740.75	11,068.50	2,672.25	21.2%	373.25	3.0%	58%	False	False	417,446
100	15,229.50	11,068.50	4,161.00	33.0%	382.00	3.0%	37%	False	False	334,164
120	15,305.00	11,068.50	4,236.50	33.6%	382.00	3.0%	37%	False	False	278,542

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.53
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	16,035.50
2.618	14,954.50
1.618	14,292.00
1.000	13,882.50
0.618	13,629.50
HIGH	13,220.00
0.618	12,967.00
0.500	12,888.75
0.382	12,810.50
LOW	12,557.50
0.618	12,148.00
1.000	11,895.00
1.618	11,485.50
2.618	10,823.00
4.250	9,742.00

Fisher Pivots for day following 26-Aug-2022
Pivot	1 day	3 day
R1	12,888.75	12,888.75
PP	12,799.25	12,799.25
S1	12,710.00	12,710.00

Download as Excel Spreadsheet

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

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