E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 11-Oct-2022

Day Change Summary
	Previous	Current
	10-Oct-2022	11-Oct-2022	Change	Change %	Previous Week
Open	11,067.75	10,987.00	-80.75	-0.7%	11,030.00
High	11,136.50	11,039.50	-97.00	-0.9%	11,729.75
Low	10,876.75	10,767.25	-109.50	-1.0%	10,890.75
Close	10,984.50	10,845.00	-139.50	-1.3%	11,101.50
Range	259.75	272.25	12.50	4.8%	839.00
ATR	353.12	347.34	-5.78	-1.6%	0.00
Volume	757,732	833,906	76,174	10.1%	3,764,410

Daily Pivots for day following 11-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	11,700.75	11,545.00	10,994.75
R3	11,428.50	11,272.75	10,919.75
R2	11,156.25	11,156.25	10,895.00
R1	11,000.50	11,000.50	10,870.00	10,942.25
PP	10,884.00	10,884.00	10,884.00	10,854.75
S1	10,728.25	10,728.25	10,820.00	10,670.00
S2	10,611.75	10,611.75	10,795.00
S3	10,339.50	10,456.00	10,770.25
S4	10,067.25	10,183.75	10,695.25

Weekly Pivots for week ending 07-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,757.75	13,268.50	11,563.00
R3	12,918.75	12,429.50	11,332.25
R2	12,079.75	12,079.75	11,255.25
R1	11,590.50	11,590.50	11,178.50	11,835.00
PP	11,240.75	11,240.75	11,240.75	11,363.00
S1	10,751.50	10,751.50	11,024.50	10,996.00
S2	10,401.75	10,401.75	10,947.75
S3	9,562.75	9,912.50	10,870.75
S4	8,723.75	9,073.50	10,640.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,729.75	10,767.25	962.50	8.9%	324.50	3.0%	8%	False	True	765,116
10	11,729.75	10,767.25	962.50	8.9%	376.50	3.5%	8%	False	True	802,378
20	12,268.75	10,767.25	1,501.50	13.8%	337.75	3.1%	5%	False	True	780,183
40	13,822.00	10,767.25	3,054.75	28.2%	330.25	3.0%	3%	False	True	429,877
60	13,822.00	10,767.25	3,054.75	28.2%	324.00	3.0%	3%	False	True	286,822
80	13,822.00	10,767.25	3,054.75	28.2%	324.75	3.0%	3%	False	True	215,291
100	13,822.00	10,767.25	3,054.75	28.2%	339.00	3.1%	3%	False	True	172,261
120	14,357.75	10,767.25	3,590.50	33.1%	359.25	3.3%	2%	False	True	143,555

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	92.60
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,196.50
2.618	11,752.25
1.618	11,480.00
1.000	11,311.75
0.618	11,207.75
HIGH	11,039.50
0.618	10,935.50
0.500	10,903.50
0.382	10,871.25
LOW	10,767.25
0.618	10,599.00
1.000	10,495.00
1.618	10,326.75
2.618	10,054.50
4.250	9,610.25

Fisher Pivots for day following 11-Oct-2022
Pivot	1 day	3 day
R1	10,903.50	11,166.00
PP	10,884.00	11,059.00
S1	10,864.50	10,952.00

Download as Excel Spreadsheet

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

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