E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	11,446.50	11,328.75	-117.75	-1.0%	11,671.50
High	11,491.50	11,411.00	-80.50	-0.7%	12,354.75
Low	11,275.50	11,131.75	-143.75	-1.3%	11,275.50
Close	11,344.75	11,193.25	-151.50	-1.3%	11,344.75
Range	216.00	279.25	63.25	29.3%	1,079.25
ATR	313.56	311.11	-2.45	-0.8%	0.00
Volume	665,526	562,529	-102,997	-15.5%	3,094,865

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	12,083.00	11,917.50	11,346.75
R3	11,803.75	11,638.25	11,270.00
R2	11,524.50	11,524.50	11,244.50
R1	11,359.00	11,359.00	11,218.75	11,302.00
PP	11,245.25	11,245.25	11,245.25	11,217.00
S1	11,079.75	11,079.75	11,167.75	11,023.00
S2	10,966.00	10,966.00	11,142.00
S3	10,686.75	10,800.50	11,116.50
S4	10,407.50	10,521.25	11,039.75

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	14,896.00	14,199.75	11,938.25
R3	13,816.75	13,120.50	11,641.50
R2	12,737.50	12,737.50	11,542.50
R1	12,041.25	12,041.25	11,443.75	11,849.75
PP	11,658.25	11,658.25	11,658.25	11,562.50
S1	10,962.00	10,962.00	11,245.75	10,770.50
S2	10,579.00	10,579.00	11,147.00
S3	9,499.75	9,882.75	11,048.00
S4	8,420.50	8,803.50	10,751.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,354.75	11,131.75	1,223.00	10.9%	377.50	3.4%	5%	False	True	654,230
10	12,354.75	11,131.75	1,223.00	10.9%	308.50	2.8%	5%	False	True	402,312
20	12,354.75	11,131.75	1,223.00	10.9%	283.25	2.5%	5%	False	True	202,620
40	12,354.75	10,746.75	1,608.00	14.4%	321.25	2.9%	28%	False	False	101,921
60	12,354.75	10,595.25	1,759.50	15.7%	339.75	3.0%	34%	False	False	68,237
80	13,369.50	10,595.25	2,774.25	24.8%	337.50	3.0%	22%	False	False	51,246
100	13,929.00	10,595.25	3,333.75	29.8%	307.75	2.7%	18%	False	False	40,999

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	54.10
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	12,597.75
2.618	12,142.00
1.618	11,862.75
1.000	11,690.25
0.618	11,583.50
HIGH	11,411.00
0.618	11,304.25
0.500	11,271.50
0.382	11,238.50
LOW	11,131.75
0.618	10,959.25
1.000	10,852.50
1.618	10,680.00
2.618	10,400.75
4.250	9,945.00

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	11,271.50	11,515.00
PP	11,245.25	11,407.75
S1	11,219.25	11,300.50

Download as Excel Spreadsheet

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

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