E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 12-Sep-2022

Day Change Summary
	Previous	Current
	09-Sep-2022	12-Sep-2022	Change	Change %	Previous Week
Open	12,530.00	12,800.00	270.00	2.2%	12,255.00
High	12,801.75	12,966.50	164.75	1.3%	12,801.75
Low	12,530.00	12,764.50	234.50	1.9%	12,112.50
Close	12,777.75	12,932.50	154.75	1.2%	12,777.75
Range	271.75	202.00	-69.75	-25.7%	689.25
ATR	285.31	279.36	-5.95	-2.1%	0.00
Volume	271	159	-112	-41.3%	555

Daily Pivots for day following 12-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,493.75	13,415.25	13,043.50
R3	13,291.75	13,213.25	12,988.00
R2	13,089.75	13,089.75	12,969.50
R1	13,011.25	13,011.25	12,951.00	13,050.50
PP	12,887.75	12,887.75	12,887.75	12,907.50
S1	12,809.25	12,809.25	12,914.00	12,848.50
S2	12,685.75	12,685.75	12,895.50
S3	12,483.75	12,607.25	12,877.00
S4	12,281.75	12,405.25	12,821.50

Weekly Pivots for week ending 09-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,631.75	14,394.00	13,156.75
R3	13,942.50	13,704.75	12,967.25
R2	13,253.25	13,253.25	12,904.00
R1	13,015.50	13,015.50	12,841.00	13,134.50
PP	12,564.00	12,564.00	12,564.00	12,623.50
S1	12,326.25	12,326.25	12,714.50	12,445.00
S2	11,874.75	11,874.75	12,651.50
S3	11,185.50	11,637.00	12,588.25
S4	10,496.25	10,947.75	12,398.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,966.50	12,112.50	854.00	6.6%	272.75	2.1%	96%	True	False	142
10	12,966.50	12,112.50	854.00	6.6%	280.50	2.2%	96%	True	False	90
20	13,929.00	12,112.50	1,816.50	14.0%	236.00	1.8%	45%	False	False	52

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	71.60
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	13,825.00
2.618	13,495.25
1.618	13,293.25
1.000	13,168.50
0.618	13,091.25
HIGH	12,966.50
0.618	12,889.25
0.500	12,865.50
0.382	12,841.75
LOW	12,764.50
0.618	12,639.75
1.000	12,562.50
1.618	12,437.75
2.618	12,235.75
4.250	11,906.00

Fisher Pivots for day following 12-Sep-2022
Pivot	1 day	3 day
R1	12,910.25	12,834.00
PP	12,887.75	12,735.75
S1	12,865.50	12,637.50

Download as Excel Spreadsheet

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

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