E-mini NASDAQ-100 Future December 2022


Trading Metrics calculated at close of trading on 27-Oct-2022
Day Change Summary
Previous Current
26-Oct-2022 27-Oct-2022 Change Change % Previous Week
Open 11,510.00 11,417.75 -92.25 -0.8% 10,720.00
High 11,703.50 11,537.50 -166.00 -1.4% 11,431.75
Low 11,415.00 10,921.50 -493.50 -4.3% 10,713.00
Close 11,446.00 11,235.25 -210.75 -1.8% 11,358.50
Range 288.50 616.00 327.50 113.5% 718.75
ATR 359.53 377.85 18.32 5.1% 0.00
Volume 784,638 769,071 -15,567 -2.0% 3,785,335
Daily Pivots for day following 27-Oct-2022
Classic Woodie Camarilla DeMark
R4 13,079.50 12,773.25 11,574.00
R3 12,463.50 12,157.25 11,404.75
R2 11,847.50 11,847.50 11,348.25
R1 11,541.25 11,541.25 11,291.75 11,386.50
PP 11,231.50 11,231.50 11,231.50 11,154.00
S1 10,925.25 10,925.25 11,178.75 10,770.50
S2 10,615.50 10,615.50 11,122.25
S3 9,999.50 10,309.25 11,065.75
S4 9,383.50 9,693.25 10,896.50
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 11,734.00 10,921.50 812.50 7.2% 396.25 3.5% 39% False True 753,977
10 11,734.00 10,713.00 1,021.00 9.1% 394.50 3.5% 51% False False 755,779
20 11,734.00 10,484.75 1,249.25 11.1% 379.50 3.4% 60% False False 778,673
40 12,992.00 10,484.75 2,507.25 22.3% 364.75 3.2% 30% False False 662,991
60 13,822.00 10,484.75 3,337.25 29.7% 336.25 3.0% 22% False False 442,337
80 13,822.00 10,484.75 3,337.25 29.7% 334.25 3.0% 22% False False 331,920
100 13,822.00 10,484.75 3,337.25 29.7% 341.50 3.0% 22% False False 265,649
120 13,822.00 10,484.75 3,337.25 29.7% 351.25 3.1% 22% False False 221,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 96.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 14,155.50
2.618 13,150.25
1.618 12,534.25
1.000 12,153.50
0.618 11,918.25
HIGH 11,537.50
0.618 11,302.25
0.500 11,229.50
0.382 11,156.75
LOW 10,921.50
0.618 10,540.75
1.000 10,305.50
1.618 9,924.75
2.618 9,308.75
4.250 8,303.50
Fisher Pivots for day following 27-Oct-2022
Pivot 1 day 3 day
R1 11,233.25 11,327.75
PP 11,231.50 11,297.00
S1 11,229.50 11,266.00

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

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