E-mini NASDAQ-100 Future March 2023


Trading Metrics calculated at close of trading on 24-Oct-2022
Day Change Summary
Previous Current
21-Oct-2022 24-Oct-2022 Change Change % Previous Week
Open 11,164.00 11,515.75 351.75 3.2% 10,853.50
High 11,499.50 11,641.75 142.25 1.2% 11,543.50
Low 11,054.75 11,325.75 271.00 2.5% 10,835.00
Close 11,473.50 11,596.75 123.25 1.1% 11,473.50
Range 444.75 316.00 -128.75 -28.9% 708.50
ATR 365.38 361.85 -3.53 -1.0% 0.00
Volume 581 765 184 31.7% 3,085
Daily Pivots for day following 24-Oct-2022
Classic Woodie Camarilla DeMark
R4 12,469.50 12,349.00 11,770.50
R3 12,153.50 12,033.00 11,683.75
R2 11,837.50 11,837.50 11,654.75
R1 11,717.00 11,717.00 11,625.75 11,777.25
PP 11,521.50 11,521.50 11,521.50 11,551.50
S1 11,401.00 11,401.00 11,567.75 11,461.25
S2 11,205.50 11,205.50 11,538.75
S3 10,889.50 11,085.00 11,509.75
S4 10,573.50 10,769.00 11,423.00
Weekly Pivots for week ending 21-Oct-2022
Classic Woodie Camarilla DeMark
R4 13,409.50 13,150.00 11,863.25
R3 12,701.00 12,441.50 11,668.25
R2 11,992.50 11,992.50 11,603.50
R1 11,733.00 11,733.00 11,538.50 11,862.75
PP 11,284.00 11,284.00 11,284.00 11,349.00
S1 11,024.50 11,024.50 11,408.50 11,154.25
S2 10,575.50 10,575.50 11,343.50
S3 9,867.00 10,316.00 11,278.75
S4 9,158.50 9,607.50 11,083.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,641.75 11,054.75 587.00 5.1% 349.75 3.0% 92% True False 659
10 11,641.75 10,595.25 1,046.50 9.0% 378.75 3.3% 96% True False 784
20 11,839.00 10,595.25 1,243.75 10.7% 379.25 3.3% 81% False False 870
40 13,054.25 10,595.25 2,459.00 21.2% 346.25 3.0% 41% False False 590
60 13,929.00 10,595.25 3,333.75 28.7% 300.75 2.6% 30% False False 398
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 106.78
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 12,984.75
2.618 12,469.00
1.618 12,153.00
1.000 11,957.75
0.618 11,837.00
HIGH 11,641.75
0.618 11,521.00
0.500 11,483.75
0.382 11,446.50
LOW 11,325.75
0.618 11,130.50
1.000 11,009.75
1.618 10,814.50
2.618 10,498.50
4.250 9,982.75
Fisher Pivots for day following 24-Oct-2022
Pivot 1 day 3 day
R1 11,559.00 11,514.00
PP 11,521.50 11,431.00
S1 11,483.75 11,348.25

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

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