E-mini NASDAQ-100 Future December 2022

Trading Metrics calculated at close of trading on 05-Dec-2022

Day Change Summary
	Previous	Current
	02-Dec-2022	05-Dec-2022	Change	Change %	Previous Week
Open	12,039.75	12,000.50	-39.25	-0.3%	11,731.25
High	12,067.75	12,015.75	-52.00	-0.4%	12,145.00
Low	11,740.50	11,745.25	4.75	0.0%	11,465.00
Close	12,010.25	11,805.75	-204.50	-1.7%	12,010.25
Range	327.25	270.50	-56.75	-17.3%	680.00
ATR	314.97	311.79	-3.18	-1.0%	0.00
Volume	588,295	537,924	-50,371	-8.6%	3,048,783

Daily Pivots for day following 05-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,667.00	12,507.00	11,954.50
R3	12,396.50	12,236.50	11,880.25
R2	12,126.00	12,126.00	11,855.25
R1	11,966.00	11,966.00	11,830.50	11,910.75
PP	11,855.50	11,855.50	11,855.50	11,828.00
S1	11,695.50	11,695.50	11,781.00	11,640.25
S2	11,585.00	11,585.00	11,756.25
S3	11,314.50	11,425.00	11,731.25
S4	11,044.00	11,154.50	11,657.00

Weekly Pivots for week ending 02-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,913.50	13,641.75	12,384.25
R3	13,233.50	12,961.75	12,197.25
R2	12,553.50	12,553.50	12,135.00
R1	12,281.75	12,281.75	12,072.50	12,417.50
PP	11,873.50	11,873.50	11,873.50	11,941.25
S1	11,601.75	11,601.75	11,948.00	11,737.50
S2	11,193.50	11,193.50	11,885.50
S3	10,513.50	10,921.75	11,823.25
S4	9,833.50	10,241.75	11,636.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,145.00	11,465.00	680.00	5.8%	324.00	2.7%	50%	False	False	616,091
10	12,145.00	11,465.00	680.00	5.8%	260.75	2.2%	50%	False	False	532,277
20	12,145.00	10,751.00	1,394.00	11.8%	303.25	2.6%	76%	False	False	599,525
40	12,145.00	10,484.75	1,660.25	14.1%	341.75	2.9%	80%	False	False	680,496
60	12,992.00	10,484.75	2,507.25	21.2%	350.25	3.0%	53%	False	False	707,268
80	13,822.00	10,484.75	3,337.25	28.3%	335.25	2.8%	40%	False	False	535,307
100	13,822.00	10,484.75	3,337.25	28.3%	331.75	2.8%	40%	False	False	428,390
120	13,822.00	10,484.75	3,337.25	28.3%	335.50	2.8%	40%	False	False	357,105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.90
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,165.50
2.618	12,724.00
1.618	12,453.50
1.000	12,286.25
0.618	12,183.00
HIGH	12,015.75
0.618	11,912.50
0.500	11,880.50
0.382	11,848.50
LOW	11,745.25
0.618	11,578.00
1.000	11,474.75
1.618	11,307.50
2.618	11,037.00
4.250	10,595.50

Fisher Pivots for day following 05-Dec-2022
Pivot	1 day	3 day
R1	11,880.50	11,942.75
PP	11,855.50	11,897.00
S1	11,830.75	11,851.50

Download as Excel Spreadsheet

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

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