E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 09-Nov-2022

Day Change Summary
	Previous	Current
	08-Nov-2022	09-Nov-2022	Change	Change %	Previous Week
Open	11,016.00	11,089.25	73.25	0.7%	11,592.50
High	11,231.25	11,164.25	-67.00	-0.6%	11,619.00
Low	10,928.75	10,822.25	-106.50	-1.0%	10,636.00
Close	11,094.25	10,830.75	-263.50	-2.4%	10,890.25
Range	302.50	342.00	39.50	13.1%	983.00
ATR	366.79	365.02	-1.77	-0.5%	0.00
Volume	728,868	669,071	-59,797	-8.2%	3,570,204

Daily Pivots for day following 09-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	11,965.00	11,740.00	11,018.75
R3	11,623.00	11,398.00	10,924.75
R2	11,281.00	11,281.00	10,893.50
R1	11,056.00	11,056.00	10,862.00	10,997.50
PP	10,939.00	10,939.00	10,939.00	10,910.00
S1	10,714.00	10,714.00	10,799.50	10,655.50
S2	10,597.00	10,597.00	10,768.00
S3	10,255.00	10,372.00	10,736.75
S4	9,913.00	10,030.00	10,642.75

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	11,231.25	10,636.00	595.25	5.5%	311.75	2.9%	33%	False	False	707,762
10	11,626.00	10,636.00	990.00	9.1%	384.75	3.6%	20%	False	False	702,016
20	11,734.00	10,484.75	1,249.25	11.5%	391.75	3.6%	28%	False	False	742,956
40	12,268.75	10,484.75	1,784.00	16.5%	364.75	3.4%	19%	False	False	762,903
60	13,750.25	10,484.75	3,265.50	30.2%	350.00	3.2%	11%	False	False	546,413
80	13,822.00	10,484.75	3,337.25	30.8%	337.50	3.1%	10%	False	False	409,988
100	13,822.00	10,484.75	3,337.25	30.8%	337.25	3.1%	10%	False	False	328,126
120	13,822.00	10,484.75	3,337.25	30.8%	346.25	3.2%	10%	False	False	273,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	81.85
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	12,617.75
2.618	12,059.50
1.618	11,717.50
1.000	11,506.25
0.618	11,375.50
HIGH	11,164.25
0.618	11,033.50
0.500	10,993.25
0.382	10,953.00
LOW	10,822.25
0.618	10,611.00
1.000	10,480.25
1.618	10,269.00
2.618	9,927.00
4.250	9,368.75

Fisher Pivots for day following 09-Nov-2022
Pivot	1 day	3 day
R1	10,993.25	10,991.00
PP	10,939.00	10,937.75
S1	10,885.00	10,884.25

Download as Excel Spreadsheet

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

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