E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 10-Nov-2022

Day Change Summary
	Previous	Current
	09-Nov-2022	10-Nov-2022	Change	Change %	Previous Week
Open	11,089.25	10,841.00	-248.25	-2.2%	11,592.50
High	11,164.25	11,677.00	512.75	4.6%	11,619.00
Low	10,822.25	10,805.00	-17.25	-0.2%	10,636.00
Close	10,830.75	11,632.25	801.50	7.4%	10,890.25
Range	342.00	872.00	530.00	155.0%	983.00
ATR	365.02	401.23	36.21	9.9%	0.00
Volume	669,071	862,147	193,076	28.9%	3,570,204

Daily Pivots for day following 10-Nov-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,987.50	13,681.75	12,111.75
R3	13,115.50	12,809.75	11,872.00
R2	12,243.50	12,243.50	11,792.00
R1	11,937.75	11,937.75	11,712.25	12,090.50
PP	11,371.50	11,371.50	11,371.50	11,447.75
S1	11,065.75	11,065.75	11,552.25	11,218.50
S2	10,499.50	10,499.50	11,472.50
S3	9,627.50	10,193.75	11,392.50
S4	8,755.50	9,321.75	11,152.75

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	11,677.00	10,636.00	1,041.00	8.9%	428.50	3.7%	96%	True	False	739,181
10	11,677.00	10,636.00	1,041.00	8.9%	410.25	3.5%	96%	True	False	711,324
20	11,734.00	10,636.00	1,098.00	9.4%	402.50	3.5%	91%	False	False	733,551
40	12,140.50	10,484.75	1,655.75	14.2%	378.25	3.3%	69%	False	False	765,704
60	13,653.00	10,484.75	3,168.25	27.2%	360.25	3.1%	36%	False	False	560,767
80	13,822.00	10,484.75	3,337.25	28.7%	345.00	3.0%	34%	False	False	420,756
100	13,822.00	10,484.75	3,337.25	28.7%	342.00	2.9%	34%	False	False	336,741
120	13,822.00	10,484.75	3,337.25	28.7%	348.75	3.0%	34%	False	False	280,655

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	73.48
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	15,383.00
2.618	13,960.00
1.618	13,088.00
1.000	12,549.00
0.618	12,216.00
HIGH	11,677.00
0.618	11,344.00
0.500	11,241.00
0.382	11,138.00
LOW	10,805.00
0.618	10,266.00
1.000	9,933.00
1.618	9,394.00
2.618	8,522.00
4.250	7,099.00

Fisher Pivots for day following 10-Nov-2022
Pivot	1 day	3 day
R1	11,501.75	11,501.75
PP	11,371.50	11,371.50
S1	11,241.00	11,241.00

Download as Excel Spreadsheet

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

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