E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 07-Nov-2022

Day Change Summary
	Previous	Current
	04-Nov-2022	07-Nov-2022	Change	Change %	Previous Week
Open	10,712.00	10,786.50	74.50	0.7%	11,592.50
High	10,974.25	11,038.50	64.25	0.6%	11,619.00
Low	10,636.00	10,751.00	115.00	1.1%	10,636.00
Close	10,890.25	11,014.25	124.00	1.1%	10,890.25
Range	338.25	287.50	-50.75	-15.0%	983.00
ATR	378.21	371.73	-6.48	-1.7%	0.00
Volume	881,129	554,692	-326,437	-37.0%	3,570,204

Daily Pivots for day following 07-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	11,797.00	11,693.25	11,172.50
R3	11,509.50	11,405.75	11,093.25
R2	11,222.00	11,222.00	11,067.00
R1	11,118.25	11,118.25	11,040.50	11,170.00
PP	10,934.50	10,934.50	10,934.50	10,960.50
S1	10,830.75	10,830.75	10,988.00	10,882.50
S2	10,647.00	10,647.00	10,961.50
S3	10,359.50	10,543.25	10,935.25
S4	10,072.00	10,255.75	10,856.00

Weekly Pivots for week ending 04-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,997.50	13,426.75	11,431.00
R3	13,014.50	12,443.75	11,160.50
R2	12,031.50	12,031.50	11,070.50
R1	11,460.75	11,460.75	10,980.25	11,254.50
PP	11,048.50	11,048.50	11,048.50	10,945.25
S1	10,477.75	10,477.75	10,800.25	10,271.50
S2	10,065.50	10,065.50	10,710.00
S3	9,082.50	9,494.75	10,620.00
S4	8,099.50	8,511.75	10,349.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	11,619.00	10,636.00	983.00	8.9%	359.00	3.3%	38%	False	False	703,443
10	11,734.00	10,636.00	1,098.00	10.0%	379.50	3.4%	34%	False	False	706,707
20	11,734.00	10,484.75	1,249.25	11.3%	381.75	3.5%	42%	False	False	751,315
40	12,992.00	10,484.75	2,507.25	22.8%	375.75	3.4%	21%	False	False	762,874
60	13,822.00	10,484.75	3,337.25	30.3%	346.25	3.1%	16%	False	False	523,136
80	13,822.00	10,484.75	3,337.25	30.3%	339.00	3.1%	16%	False	False	392,531
100	13,822.00	10,484.75	3,337.25	30.3%	340.50	3.1%	16%	False	False	314,164
120	13,822.00	10,484.75	3,337.25	30.3%	349.75	3.2%	16%	False	False	261,821

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Bull Hook	False
Stretch	77.48
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,260.50
2.618	11,791.25
1.618	11,503.75
1.000	11,326.00
0.618	11,216.25
HIGH	11,038.50
0.618	10,928.75
0.500	10,894.75
0.382	10,860.75
LOW	10,751.00
0.618	10,573.25
1.000	10,463.50
1.618	10,285.75
2.618	9,998.25
4.250	9,529.00

Fisher Pivots for day following 07-Nov-2022
Pivot	1 day	3 day
R1	10,974.50	10,955.25
PP	10,934.50	10,896.25
S1	10,894.75	10,837.25

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