E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 12-Oct-2022

Day Change Summary
	Previous	Current
	11-Oct-2022	12-Oct-2022	Change	Change %	Previous Week
Open	10,987.00	10,875.00	-112.00	-1.0%	11,030.00
High	11,039.50	10,976.75	-62.75	-0.6%	11,729.75
Low	10,767.25	10,805.50	38.25	0.4%	10,890.75
Close	10,845.00	10,840.50	-4.50	0.0%	11,101.50
Range	272.25	171.25	-101.00	-37.1%	839.00
ATR	347.34	334.77	-12.58	-3.6%	0.00
Volume	833,906	731,214	-102,692	-12.3%	3,764,410

Daily Pivots for day following 12-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	11,388.00	11,285.50	10,934.75
R3	11,216.75	11,114.25	10,887.50
R2	11,045.50	11,045.50	10,872.00
R1	10,943.00	10,943.00	10,856.25	10,908.50
PP	10,874.25	10,874.25	10,874.25	10,857.00
S1	10,771.75	10,771.75	10,824.75	10,737.50
S2	10,703.00	10,703.00	10,809.00
S3	10,531.75	10,600.50	10,793.50
S4	10,360.50	10,429.25	10,746.25

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%	289.75	2.7%	8%	False	False	771,181
10	11,729.75	10,767.25	962.50	8.9%	346.25	3.2%	8%	False	False	785,725
20	12,268.75	10,767.25	1,501.50	13.9%	337.75	3.1%	5%	False	False	782,849
40	13,750.25	10,767.25	2,983.00	27.5%	329.00	3.0%	2%	False	False	448,141
60	13,822.00	10,767.25	3,054.75	28.2%	319.50	2.9%	2%	False	False	298,999
80	13,822.00	10,767.25	3,054.75	28.2%	323.75	3.0%	2%	False	False	224,418
100	13,822.00	10,767.25	3,054.75	28.2%	337.25	3.1%	2%	False	False	179,573
120	13,854.50	10,767.25	3,087.25	28.5%	356.00	3.3%	2%	False	False	149,648

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	77.60
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	11,704.50
2.618	11,425.00
1.618	11,253.75
1.000	11,148.00
0.618	11,082.50
HIGH	10,976.75
0.618	10,911.25
0.500	10,891.00
0.382	10,871.00
LOW	10,805.50
0.618	10,699.75
1.000	10,634.25
1.618	10,528.50
2.618	10,357.25
4.250	10,077.75

Fisher Pivots for day following 12-Oct-2022
Pivot	1 day	3 day
R1	10,891.00	10,952.00
PP	10,874.25	10,914.75
S1	10,857.50	10,877.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols