E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 02-Nov-2022

Day Change Summary
	Previous	Current
	01-Nov-2022	02-Nov-2022	Change	Change %	Previous Week
Open	11,455.00	11,320.25	-134.75	-1.2%	11,393.75
High	11,619.00	11,460.00	-159.00	-1.4%	11,734.00
Low	11,288.75	10,909.00	-379.75	-3.4%	10,921.50
Close	11,332.00	10,944.50	-387.50	-3.4%	11,587.00
Range	330.25	551.00	220.75	66.8%	812.50
ATR	375.96	388.46	12.50	3.3%	0.00
Volume	605,362	770,983	165,621	27.4%	3,657,196

Daily Pivots for day following 02-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,757.50	12,402.00	11,247.50
R3	12,206.50	11,851.00	11,096.00
R2	11,655.50	11,655.50	11,045.50
R1	11,300.00	11,300.00	10,995.00	11,202.25
PP	11,104.50	11,104.50	11,104.50	11,055.50
S1	10,749.00	10,749.00	10,894.00	10,651.25
S2	10,553.50	10,553.50	10,843.50
S3	10,002.50	10,198.00	10,793.00
S4	9,451.50	9,647.00	10,641.50

Weekly Pivots for week ending 28-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,851.75	13,531.75	12,034.00
R3	13,039.25	12,719.25	11,810.50
R2	12,226.75	12,226.75	11,736.00
R1	11,906.75	11,906.75	11,661.50	12,066.75
PP	11,414.25	11,414.25	11,414.25	11,494.00
S1	11,094.25	11,094.25	11,512.50	11,254.25
S2	10,601.75	10,601.75	11,438.00
S3	9,789.25	10,281.75	11,363.50
S4	8,976.75	9,469.25	11,140.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,626.00	10,909.00	717.00	6.6%	457.75	4.2%	5%	False	True	696,271
10	11,734.00	10,909.00	825.00	7.5%	397.50	3.6%	4%	False	True	722,184
20	11,734.00	10,484.75	1,249.25	11.4%	386.25	3.5%	37%	False	False	758,811
40	12,992.00	10,484.75	2,507.25	22.9%	371.75	3.4%	18%	False	False	730,161
60	13,822.00	10,484.75	3,337.25	30.5%	347.25	3.2%	14%	False	False	487,496
80	13,822.00	10,484.75	3,337.25	30.5%	340.50	3.1%	14%	False	False	365,796
100	13,822.00	10,484.75	3,337.25	30.5%	343.75	3.1%	14%	False	False	292,766
120	13,822.00	10,484.75	3,337.25	30.5%	350.00	3.2%	14%	False	False	243,981

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	99.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,801.75
2.618	12,902.50
1.618	12,351.50
1.000	12,011.00
0.618	11,800.50
HIGH	11,460.00
0.618	11,249.50
0.500	11,184.50
0.382	11,119.50
LOW	10,909.00
0.618	10,568.50
1.000	10,358.00
1.618	10,017.50
2.618	9,466.50
4.250	8,567.25

Fisher Pivots for day following 02-Nov-2022
Pivot	1 day	3 day
R1	11,184.50	11,264.00
PP	11,104.50	11,157.50
S1	11,024.50	11,051.00

Download as Excel Spreadsheet

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

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