E-mini NASDAQ-100 Future December 2022


Trading Metrics calculated at close of trading on 05-Jul-2022
Day Change Summary
Previous Current
01-Jul-2022 05-Jul-2022 Change Change % Previous Week
Open 11,550.00 11,660.25 110.25 1.0% 12,200.00
High 11,690.00 11,876.50 186.50 1.6% 12,329.00
Low 11,451.50 11,456.00 4.50 0.0% 11,419.50
Close 11,677.25 11,872.75 195.50 1.7% 11,677.25
Range 238.50 420.50 182.00 76.3% 909.50
ATR 376.46 379.61 3.15 0.8% 0.00
Volume 561 716 155 27.6% 3,777
Daily Pivots for day following 05-Jul-2022
Classic Woodie Camarilla DeMark
R4 12,996.50 12,855.25 12,104.00
R3 12,576.00 12,434.75 11,988.50
R2 12,155.50 12,155.50 11,949.75
R1 12,014.25 12,014.25 11,911.25 12,085.00
PP 11,735.00 11,735.00 11,735.00 11,770.50
S1 11,593.75 11,593.75 11,834.25 11,664.50
S2 11,314.50 11,314.50 11,795.75
S3 10,894.00 11,173.25 11,757.00
S4 10,473.50 10,752.75 11,641.50
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 14,537.00 14,016.75 12,177.50
R3 13,627.50 13,107.25 11,927.25
R2 12,718.00 12,718.00 11,844.00
R1 12,197.75 12,197.75 11,760.50 12,003.00
PP 11,808.50 11,808.50 11,808.50 11,711.25
S1 11,288.25 11,288.25 11,594.00 11,093.50
S2 10,899.00 10,899.00 11,510.50
S3 9,989.50 10,378.75 11,427.25
S4 9,080.00 9,469.25 11,177.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,240.75 11,419.50 821.25 6.9% 338.00 2.8% 55% False False 767
10 12,329.00 11,348.25 980.75 8.3% 352.25 3.0% 53% False False 710
20 12,889.50 11,135.00 1,754.50 14.8% 371.50 3.1% 42% False False 526
40 13,018.25 11,135.00 1,883.25 15.9% 388.50 3.3% 39% False False 280
60 14,715.50 11,135.00 3,580.50 30.2% 395.25 3.3% 21% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 87.75
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,663.50
2.618 12,977.25
1.618 12,556.75
1.000 12,297.00
0.618 12,136.25
HIGH 11,876.50
0.618 11,715.75
0.500 11,666.25
0.382 11,616.75
LOW 11,456.00
0.618 11,196.25
1.000 11,035.50
1.618 10,775.75
2.618 10,355.25
4.250 9,669.00
Fisher Pivots for day following 05-Jul-2022
Pivot 1 day 3 day
R1 11,804.00 11,797.75
PP 11,735.00 11,723.00
S1 11,666.25 11,648.00

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

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