E-mini NASDAQ-100 Future September 2022

Trading Metrics calculated at close of trading on 13-Sep-2022

Day Change Summary
	Previous	Current
	12-Sep-2022	13-Sep-2022	Change	Change %	Previous Week
Open	12,626.00	12,769.50	143.50	1.1%	12,110.50
High	12,773.75	12,889.00	115.25	0.9%	12,613.75
Low	12,573.25	12,003.25	-570.00	-4.5%	11,921.50
Close	12,740.75	12,036.50	-704.25	-5.5%	12,592.50
Range	200.50	885.75	685.25	341.8%	692.25
ATR	306.33	347.72	41.39	13.5%	0.00
Volume	444,255	463,841	19,586	4.4%	2,845,617

Daily Pivots for day following 13-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,966.75	14,387.50	12,523.75
R3	14,081.00	13,501.75	12,280.00
R2	13,195.25	13,195.25	12,199.00
R1	12,616.00	12,616.00	12,117.75	12,462.75
PP	12,309.50	12,309.50	12,309.50	12,233.00
S1	11,730.25	11,730.25	11,955.25	11,577.00
S2	11,423.75	11,423.75	11,874.00
S3	10,538.00	10,844.50	11,793.00
S4	9,652.25	9,958.75	11,549.25

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,452.75	14,214.75	12,973.25
R3	13,760.50	13,522.50	12,782.75
R2	13,068.25	13,068.25	12,719.50
R1	12,830.25	12,830.25	12,656.00	12,949.25
PP	12,376.00	12,376.00	12,376.00	12,435.50
S1	12,138.00	12,138.00	12,529.00	12,257.00
S2	11,683.75	11,683.75	12,465.50
S3	10,991.50	11,445.75	12,402.25
S4	10,299.25	10,753.50	12,211.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,889.00	11,921.50	967.50	8.0%	403.75	3.4%	12%	True	False	571,652
10	12,889.00	11,921.50	967.50	8.0%	368.50	3.1%	12%	True	False	687,971
20	13,740.75	11,921.50	1,819.25	15.1%	324.00	2.7%	6%	False	False	642,985
40	13,740.75	11,889.50	1,851.25	15.4%	320.50	2.7%	8%	False	False	619,469
60	13,740.75	11,119.00	2,621.75	21.8%	325.75	2.7%	35%	False	False	624,231
80	13,740.75	11,068.50	2,672.25	22.2%	349.25	2.9%	36%	False	False	511,895
100	14,316.75	11,068.50	3,248.25	27.0%	380.25	3.2%	30%	False	False	409,806
120	15,305.00	11,068.50	4,236.50	35.2%	372.75	3.1%	23%	False	False	341,630

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	95.53
Widest range in 138 trading days

Fibonacci Retracements and Extensions
4.250	16,653.50
2.618	15,208.00
1.618	14,322.25
1.000	13,774.75
0.618	13,436.50
HIGH	12,889.00
0.618	12,550.75
0.500	12,446.00
0.382	12,341.50
LOW	12,003.25
0.618	11,455.75
1.000	11,117.50
1.618	10,570.00
2.618	9,684.25
4.250	8,238.75

Fisher Pivots for day following 13-Sep-2022
Pivot	1 day	3 day
R1	12,446.00	12,446.00
PP	12,309.50	12,309.50
S1	12,173.00	12,173.00

Download as Excel Spreadsheet

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

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