E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 30-Aug-2022

Day Change Summary
	Previous	Current
	29-Aug-2022	30-Aug-2022	Change	Change %	Previous Week
Open	12,485.00	12,503.50	18.50	0.1%	13,226.50
High	12,610.25	12,658.25	48.00	0.4%	13,226.50
Low	12,401.50	12,247.50	-154.00	-1.2%	12,557.50
Close	12,492.75	12,358.75	-134.00	-1.1%	12,620.50
Range	208.75	410.75	202.00	96.8%	669.00
ATR	307.30	314.69	7.39	2.4%	0.00
Volume	693,093	797,462	104,369	15.1%	2,970,979

Daily Pivots for day following 30-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,653.75	13,417.00	12,584.75
R3	13,243.00	13,006.25	12,471.75
R2	12,832.25	12,832.25	12,434.00
R1	12,595.50	12,595.50	12,396.50	12,508.50
PP	12,421.50	12,421.50	12,421.50	12,378.00
S1	12,184.75	12,184.75	12,321.00	12,097.75
S2	12,010.75	12,010.75	12,283.50
S3	11,600.00	11,774.00	12,245.75
S4	11,189.25	11,363.25	12,132.75

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	13,220.00	12,247.50	972.50	7.9%	340.75	2.8%	11%	False	True	658,262
10	13,672.00	12,247.50	1,424.50	11.5%	298.75	2.4%	8%	False	True	622,147
20	13,740.75	12,247.50	1,493.25	12.1%	294.25	2.4%	7%	False	True	601,508
40	13,740.75	11,479.25	2,261.50	18.3%	310.25	2.5%	39%	False	False	605,627
60	13,740.75	11,068.50	2,672.25	21.6%	334.00	2.7%	48%	False	False	580,714
80	13,740.75	11,068.50	2,672.25	21.6%	362.25	2.9%	48%	False	False	436,044
100	14,674.50	11,068.50	3,606.00	29.2%	379.50	3.1%	36%	False	False	349,057
120	15,305.00	11,068.50	4,236.50	34.3%	377.75	3.1%	30%	False	False	290,963

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56.13
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,404.00
2.618	13,733.50
1.618	13,322.75
1.000	13,069.00
0.618	12,912.00
HIGH	12,658.25
0.618	12,501.25
0.500	12,453.00
0.382	12,404.50
LOW	12,247.50
0.618	11,993.75
1.000	11,836.75
1.618	11,583.00
2.618	11,172.25
4.250	10,501.75

Fisher Pivots for day following 30-Aug-2022
Pivot	1 day	3 day
R1	12,453.00	12,733.75
PP	12,421.50	12,608.75
S1	12,390.00	12,483.75

Download as Excel Spreadsheet

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

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