E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 21-Sep-2022

Day Change Summary
	Previous	Current
	20-Sep-2022	21-Sep-2022	Change	Change %	Previous Week
Open	12,045.75	11,946.00	-99.75	-0.8%	12,702.25
High	12,092.50	12,140.50	48.00	0.4%	12,992.00
Low	11,828.25	11,647.50	-180.75	-1.5%	11,778.50
Close	11,922.25	11,710.00	-212.25	-1.8%	11,933.50
Range	264.25	493.00	228.75	86.6%	1,213.50
ATR	318.88	331.31	12.44	3.9%	0.00
Volume	704,882	822,965	118,083	16.8%	3,387,103

Daily Pivots for day following 21-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,311.75	13,003.75	11,981.25
R3	12,818.75	12,510.75	11,845.50
R2	12,325.75	12,325.75	11,800.50
R1	12,017.75	12,017.75	11,755.25	11,925.25
PP	11,832.75	11,832.75	11,832.75	11,786.50
S1	11,524.75	11,524.75	11,664.75	11,432.25
S2	11,339.75	11,339.75	11,619.50
S3	10,846.75	11,031.75	11,574.50
S4	10,353.75	10,538.75	11,438.75

Weekly Pivots for week ending 16-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,875.25	15,117.75	12,601.00
R3	14,661.75	13,904.25	12,267.25
R2	13,448.25	13,448.25	12,156.00
R1	12,690.75	12,690.75	12,044.75	12,462.75
PP	12,234.75	12,234.75	12,234.75	12,120.50
S1	11,477.25	11,477.25	11,822.25	11,249.25
S2	11,021.25	11,021.25	11,711.00
S3	9,807.75	10,263.75	11,599.75
S4	8,594.25	9,050.25	11,266.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,268.75	11,647.50	621.25	5.3%	309.00	2.6%	10%	False	True	733,103
10	12,992.00	11,647.50	1,344.50	11.5%	338.50	2.9%	5%	False	True	589,463
20	13,296.25	11,647.50	1,648.75	14.1%	334.50	2.9%	4%	False	True	296,486
40	13,822.00	11,647.50	2,174.50	18.6%	314.50	2.7%	3%	False	True	148,639
60	13,822.00	11,419.50	2,402.50	20.5%	314.25	2.7%	12%	False	False	99,312
80	13,822.00	11,135.00	2,687.00	22.9%	333.00	2.8%	21%	False	False	74,572
100	13,822.00	11,135.00	2,687.00	22.9%	352.75	3.0%	21%	False	False	59,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77.63
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	14,235.75
2.618	13,431.25
1.618	12,938.25
1.000	12,633.50
0.618	12,445.25
HIGH	12,140.50
0.618	11,952.25
0.500	11,894.00
0.382	11,835.75
LOW	11,647.50
0.618	11,342.75
1.000	11,154.50
1.618	10,849.75
2.618	10,356.75
4.250	9,552.25

Fisher Pivots for day following 21-Sep-2022
Pivot	1 day	3 day
R1	11,894.00	11,894.00
PP	11,832.75	11,832.75
S1	11,771.25	11,771.25

Download as Excel Spreadsheet

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

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