E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 31-Aug-2022

Day Change Summary
	Previous	Current
	30-Aug-2022	31-Aug-2022	Change	Change %	Previous Week
Open	12,503.50	12,366.00	-137.50	-1.1%	13,226.50
High	12,658.25	12,513.00	-145.25	-1.1%	13,226.50
Low	12,247.50	12,276.25	28.75	0.2%	12,557.50
Close	12,358.75	12,285.25	-73.50	-0.6%	12,620.50
Range	410.75	236.75	-174.00	-42.4%	669.00
ATR	314.69	309.12	-5.57	-1.8%	0.00
Volume	797,462	672,068	-125,394	-15.7%	2,970,979

Daily Pivots for day following 31-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,068.50	12,913.50	12,415.50
R3	12,831.75	12,676.75	12,350.25
R2	12,595.00	12,595.00	12,328.75
R1	12,440.00	12,440.00	12,307.00	12,399.00
PP	12,358.25	12,358.25	12,358.25	12,337.75
S1	12,203.25	12,203.25	12,263.50	12,162.50
S2	12,121.50	12,121.50	12,241.75
S3	11,884.75	11,966.50	12,220.25
S4	11,648.00	11,729.75	12,155.00

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	13,220.00	12,247.50	972.50	7.9%	351.00	2.9%	4%	False	False	692,030
10	13,575.50	12,247.50	1,328.00	10.8%	295.75	2.4%	3%	False	False	628,287
20	13,740.75	12,247.50	1,493.25	12.2%	284.00	2.3%	3%	False	False	600,608
40	13,740.75	11,479.25	2,261.50	18.4%	310.00	2.5%	36%	False	False	606,181
60	13,740.75	11,068.50	2,672.25	21.8%	333.25	2.7%	46%	False	False	591,837
80	13,740.75	11,068.50	2,672.25	21.8%	360.00	2.9%	46%	False	False	444,421
100	14,674.50	11,068.50	3,606.00	29.4%	378.75	3.1%	34%	False	False	355,770
120	15,305.00	11,068.50	4,236.50	34.5%	376.75	3.1%	29%	False	False	296,564

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,519.25
2.618	13,132.75
1.618	12,896.00
1.000	12,749.75
0.618	12,659.25
HIGH	12,513.00
0.618	12,422.50
0.500	12,394.50
0.382	12,366.75
LOW	12,276.25
0.618	12,130.00
1.000	12,039.50
1.618	11,893.25
2.618	11,656.50
4.250	11,270.00

Fisher Pivots for day following 31-Aug-2022
Pivot	1 day	3 day
R1	12,394.50	12,453.00
PP	12,358.25	12,397.00
S1	12,321.75	12,341.00

Download as Excel Spreadsheet

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

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