E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 22-Sep-2022

Day Change Summary
	Previous	Current
	21-Sep-2022	22-Sep-2022	Change	Change %	Previous Week
Open	12,048.50	11,780.00	-268.50	-2.2%	12,800.00
High	12,255.00	11,907.50	-347.50	-2.8%	13,054.25
Low	11,761.50	11,626.75	-134.75	-1.1%	11,897.75
Close	11,826.25	11,681.25	-145.00	-1.2%	12,047.50
Range	493.50	280.75	-212.75	-43.1%	1,156.50
ATR	313.03	310.72	-2.31	-0.7%	0.00
Volume	534	775	241	45.1%	1,810

Daily Pivots for day following 22-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,580.75	12,411.75	11,835.75
R3	12,300.00	12,131.00	11,758.50
R2	12,019.25	12,019.25	11,732.75
R1	11,850.25	11,850.25	11,707.00	11,794.50
PP	11,738.50	11,738.50	11,738.50	11,710.50
S1	11,569.50	11,569.50	11,655.50	11,513.50
S2	11,457.75	11,457.75	11,629.75
S3	11,177.00	11,288.75	11,604.00
S4	10,896.25	11,008.00	11,526.75

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	12,255.00	11,626.75	628.25	5.4%	296.00	2.5%	9%	False	True	564
10	13,054.25	11,626.75	1,427.50	12.2%	329.50	2.8%	4%	False	True	431
20	13,369.50	11,626.75	1,742.75	14.9%	317.50	2.7%	3%	False	True	241
40	13,929.00	11,626.75	2,302.25	19.7%	260.75	2.2%	2%	False	True	127

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	13,100.75
2.618	12,642.50
1.618	12,361.75
1.000	12,188.25
0.618	12,081.00
HIGH	11,907.50
0.618	11,800.25
0.500	11,767.00
0.382	11,734.00
LOW	11,626.75
0.618	11,453.25
1.000	11,346.00
1.618	11,172.50
2.618	10,891.75
4.250	10,433.50

Fisher Pivots for day following 22-Sep-2022
Pivot	1 day	3 day
R1	11,767.00	11,941.00
PP	11,738.50	11,854.25
S1	11,710.00	11,767.75

Download as Excel Spreadsheet

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

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