E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 17-Oct-2022

Day Change Summary
	Previous	Current
	14-Oct-2022	17-Oct-2022	Change	Change %	Previous Week
Open	11,064.75	10,720.00	-344.75	-3.1%	11,067.75
High	11,253.50	11,146.25	-107.25	-1.0%	11,253.50
Low	10,726.75	10,713.00	-13.75	-0.1%	10,484.75
Close	10,744.00	11,110.25	366.25	3.4%	10,744.00
Range	526.75	433.25	-93.50	-17.8%	768.75
ATR	369.92	374.44	4.52	1.2%	0.00
Volume	843,525	638,720	-204,805	-24.3%	4,216,621

Daily Pivots for day following 17-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,289.50	12,133.25	11,348.50
R3	11,856.25	11,700.00	11,229.50
R2	11,423.00	11,423.00	11,189.75
R1	11,266.75	11,266.75	11,150.00	11,345.00
PP	10,989.75	10,989.75	10,989.75	11,029.00
S1	10,833.50	10,833.50	11,070.50	10,911.50
S2	10,556.50	10,556.50	11,030.75
S3	10,123.25	10,400.25	10,991.00
S4	9,690.00	9,967.00	10,872.00

Weekly Pivots for week ending 14-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,133.75	12,707.50	11,166.75
R3	12,365.00	11,938.75	10,955.50
R2	11,596.25	11,596.25	10,885.00
R1	11,170.00	11,170.00	10,814.50	10,998.75
PP	10,827.50	10,827.50	10,827.50	10,741.75
S1	10,401.25	10,401.25	10,673.50	10,230.00
S2	10,058.75	10,058.75	10,603.00
S3	9,290.00	9,632.50	10,532.50
S4	8,521.25	8,863.75	10,321.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,253.50	10,484.75	768.75	6.9%	412.25	3.7%	81%	False	False	819,521
10	11,729.75	10,484.75	1,245.00	11.2%	380.50	3.4%	50%	False	False	786,217
20	12,140.50	10,484.75	1,655.75	14.9%	379.25	3.4%	38%	False	False	802,590
40	13,304.00	10,484.75	2,819.25	25.4%	351.50	3.2%	22%	False	False	511,393
60	13,822.00	10,484.75	3,337.25	30.0%	331.50	3.0%	19%	False	False	341,171
80	13,822.00	10,484.75	3,337.25	30.0%	330.00	3.0%	19%	False	False	256,050
100	13,822.00	10,484.75	3,337.25	30.0%	342.50	3.1%	19%	False	False	204,898
120	13,822.00	10,484.75	3,337.25	30.0%	357.25	3.2%	19%	False	False	170,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	95.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	12,987.50
2.618	12,280.50
1.618	11,847.25
1.000	11,579.50
0.618	11,414.00
HIGH	11,146.25
0.618	10,980.75
0.500	10,929.50
0.382	10,878.50
LOW	10,713.00
0.618	10,445.25
1.000	10,279.75
1.618	10,012.00
2.618	9,578.75
4.250	8,871.75

Fisher Pivots for day following 17-Oct-2022
Pivot	1 day	3 day
R1	11,050.00	11,030.00
PP	10,989.75	10,949.50
S1	10,929.50	10,869.00

Download as Excel Spreadsheet

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

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