E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	11,933.00	11,970.50	37.50	0.3%	11,613.50
High	12,010.50	11,976.50	-34.00	-0.3%	11,759.50
Low	11,835.75	11,604.50	-231.25	-2.0%	11,308.50
Close	11,909.50	11,873.25	-36.25	-0.3%	11,677.00
Range	174.75	372.00	197.25	112.9%	451.00
ATR	268.52	275.91	7.39	2.8%	0.00
Volume	511,370	633,473	122,103	23.9%	2,368,293

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,934.00	12,775.75	12,077.75
R3	12,562.00	12,403.75	11,975.50
R2	12,190.00	12,190.00	11,941.50
R1	12,031.75	12,031.75	11,907.25	11,925.00
PP	11,818.00	11,818.00	11,818.00	11,764.75
S1	11,659.75	11,659.75	11,839.25	11,553.00
S2	11,446.00	11,446.00	11,805.00
S3	11,074.00	11,287.75	11,771.00
S4	10,702.00	10,915.75	11,668.75

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,934.75	12,756.75	11,925.00
R3	12,483.75	12,305.75	11,801.00
R2	12,032.75	12,032.75	11,759.75
R1	11,854.75	11,854.75	11,718.25	11,943.75
PP	11,581.75	11,581.75	11,581.75	11,626.00
S1	11,403.75	11,403.75	11,635.75	11,492.75
S2	11,130.75	11,130.75	11,594.25
S3	10,679.75	10,952.75	11,553.00
S4	10,228.75	10,501.75	11,429.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,010.50	11,308.50	702.00	5.9%	275.75	2.3%	80%	False	False	582,271
10	12,010.50	11,239.75	770.75	6.5%	260.50	2.2%	82%	False	False	584,384
20	12,010.50	10,751.00	1,259.50	10.6%	264.00	2.2%	89%	False	False	598,188
40	12,354.75	10,751.00	1,603.75	13.5%	283.50	2.4%	70%	False	False	462,973
60	12,354.75	10,746.75	1,608.00	13.5%	296.25	2.5%	70%	False	False	309,023
80	12,354.75	10,595.25	1,759.50	14.8%	315.75	2.7%	73%	False	False	231,998
100	13,054.25	10,595.25	2,459.00	20.7%	320.50	2.7%	52%	False	False	185,687
120	13,929.00	10,595.25	3,333.75	28.1%	302.00	2.5%	38%	False	False	154,743

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61.23
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	13,557.50
2.618	12,950.50
1.618	12,578.50
1.000	12,348.50
0.618	12,206.50
HIGH	11,976.50
0.618	11,834.50
0.500	11,790.50
0.382	11,746.50
LOW	11,604.50
0.618	11,374.50
1.000	11,232.50
1.618	11,002.50
2.618	10,630.50
4.250	10,023.50

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	11,845.75	11,851.25
PP	11,818.00	11,829.50
S1	11,790.50	11,807.50

Download as Excel Spreadsheet

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

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