E-mini NASDAQ-100 Future December 2022

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

Day Change Summary
	Previous	Current
	20-Oct-2022	21-Oct-2022	Change	Change %	Previous Week
Open	11,134.00	11,061.25	-72.75	-0.7%	10,720.00
High	11,328.75	11,386.25	57.50	0.5%	11,431.75
Low	11,008.00	10,935.50	-72.50	-0.7%	10,713.00
Close	11,090.75	11,358.50	267.75	2.4%	11,358.50
Range	320.75	450.75	130.00	40.5%	718.75
ATR	366.42	372.44	6.02	1.6%	0.00
Volume	739,672	840,952	101,280	13.7%	3,785,335

Daily Pivots for day following 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,579.00	12,419.50	11,606.50
R3	12,128.25	11,968.75	11,482.50
R2	11,677.50	11,677.50	11,441.25
R1	11,518.00	11,518.00	11,399.75	11,597.75
PP	11,226.75	11,226.75	11,226.75	11,266.50
S1	11,067.25	11,067.25	11,317.25	11,147.00
S2	10,776.00	10,776.00	11,275.75
S3	10,325.25	10,616.50	11,234.50
S4	9,874.50	10,165.75	11,110.50

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,324.00	13,060.00	11,753.75
R3	12,605.25	12,341.25	11,556.25
R2	11,886.50	11,886.50	11,490.25
R1	11,622.50	11,622.50	11,424.50	11,754.50
PP	11,167.75	11,167.75	11,167.75	11,233.75
S1	10,903.75	10,903.75	11,292.50	11,035.75
S2	10,449.00	10,449.00	11,226.75
S3	9,730.25	10,185.00	11,160.75
S4	9,011.50	9,466.25	10,963.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,431.75	10,713.00	718.75	6.3%	377.75	3.3%	90%	False	False	757,067
10	11,431.75	10,484.75	947.00	8.3%	377.75	3.3%	92%	False	False	800,195
20	11,729.75	10,484.75	1,245.00	11.0%	381.25	3.4%	70%	False	False	804,251
40	13,296.25	10,484.75	2,811.50	24.8%	364.00	3.2%	31%	False	False	589,967
60	13,822.00	10,484.75	3,337.25	29.4%	331.25	2.9%	26%	False	False	393,573
80	13,822.00	10,484.75	3,337.25	29.4%	330.50	2.9%	26%	False	False	295,347
100	13,822.00	10,484.75	3,337.25	29.4%	340.75	3.0%	26%	False	False	236,363
120	13,822.00	10,484.75	3,337.25	29.4%	355.25	3.1%	26%	False	False	196,972

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	106.43
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,302.00
2.618	12,566.25
1.618	12,115.50
1.000	11,837.00
0.618	11,664.75
HIGH	11,386.25
0.618	11,214.00
0.500	11,161.00
0.382	11,107.75
LOW	10,935.50
0.618	10,657.00
1.000	10,484.75
1.618	10,206.25
2.618	9,755.50
4.250	9,019.75

Fisher Pivots for day following 21-Oct-2022
Pivot	1 day	3 day
R1	11,292.50	11,292.50
PP	11,226.75	11,226.75
S1	11,161.00	11,161.00

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