E-mini NASDAQ-100 Future March 2023


Trading Metrics calculated at close of trading on 21-Sep-2022
Day Change Summary
Previous Current
20-Sep-2022 21-Sep-2022 Change Change % Previous Week
Open 12,172.25 12,048.50 -123.75 -1.0% 12,800.00
High 12,208.00 12,255.00 47.00 0.4% 13,054.25
Low 11,946.00 11,761.50 -184.50 -1.5% 11,897.75
Close 12,038.25 11,826.25 -212.00 -1.8% 12,047.50
Range 262.00 493.50 231.50 88.4% 1,156.50
ATR 299.14 313.03 13.88 4.6% 0.00
Volume 394 534 140 35.5% 1,810
Daily Pivots for day following 21-Sep-2022
Classic Woodie Camarilla DeMark
R4 13,428.00 13,120.75 12,097.75
R3 12,934.50 12,627.25 11,962.00
R2 12,441.00 12,441.00 11,916.75
R1 12,133.75 12,133.75 11,871.50 12,040.50
PP 11,947.50 11,947.50 11,947.50 11,901.00
S1 11,640.25 11,640.25 11,781.00 11,547.00
S2 11,454.00 11,454.00 11,735.75
S3 10,960.50 11,146.75 11,690.50
S4 10,467.00 10,653.25 11,554.75
Weekly Pivots for week ending 16-Sep-2022
Classic Woodie Camarilla DeMark
R4 15,802.75 15,081.50 12,683.50
R3 14,646.25 13,925.00 12,365.50
R2 13,489.75 13,489.75 12,259.50
R1 12,768.50 12,768.50 12,153.50 12,551.00
PP 12,333.25 12,333.25 12,333.25 12,224.25
S1 11,612.00 11,612.00 11,941.50 11,394.50
S2 11,176.75 11,176.75 11,835.50
S3 10,020.25 10,455.50 11,729.50
S4 8,863.75 9,299.00 11,411.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,383.50 11,761.50 622.00 5.3% 304.75 2.6% 10% False True 456
10 13,054.25 11,761.50 1,292.75 10.9% 326.25 2.8% 5% False True 371
20 13,369.50 11,761.50 1,608.00 13.6% 311.25 2.6% 4% False True 204
40 13,929.00 11,761.50 2,167.50 18.3% 262.00 2.2% 3% False True 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 65.65
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 14,352.50
2.618 13,547.00
1.618 13,053.50
1.000 12,748.50
0.618 12,560.00
HIGH 12,255.00
0.618 12,066.50
0.500 12,008.25
0.382 11,950.00
LOW 11,761.50
0.618 11,456.50
1.000 11,268.00
1.618 10,963.00
2.618 10,469.50
4.250 9,664.00
Fisher Pivots for day following 21-Sep-2022
Pivot 1 day 3 day
R1 12,008.25 12,008.25
PP 11,947.50 11,947.50
S1 11,887.00 11,887.00

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

View Archives - Comment on this page... - Back to Index of Symbols