E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	11,874.75	12,049.00	174.25	1.5%	11,676.75
High	12,113.00	12,308.50	195.50	1.6%	12,308.50
Low	11,867.25	12,016.00	148.75	1.3%	11,604.50
Close	12,106.75	12,222.25	115.50	1.0%	12,222.25
Range	245.75	292.50	46.75	19.0%	704.00
ATR	273.76	275.10	1.34	0.5%	0.00
Volume	621,434	588,072	-33,362	-5.4%	2,948,327

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,059.75	12,933.50	12,383.00
R3	12,767.25	12,641.00	12,302.75
R2	12,474.75	12,474.75	12,276.00
R1	12,348.50	12,348.50	12,249.00	12,411.50
PP	12,182.25	12,182.25	12,182.25	12,213.75
S1	12,056.00	12,056.00	12,195.50	12,119.00
S2	11,889.75	11,889.75	12,168.50
S3	11,597.25	11,763.50	12,141.75
S4	11,304.75	11,471.00	12,061.50

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,157.00	13,893.75	12,609.50
R3	13,453.00	13,189.75	12,415.75
R2	12,749.00	12,749.00	12,351.25
R1	12,485.75	12,485.75	12,286.75	12,617.50
PP	12,045.00	12,045.00	12,045.00	12,111.00
S1	11,781.75	11,781.75	12,157.75	11,913.50
S2	11,341.00	11,341.00	12,093.25
S3	10,637.00	11,077.75	12,028.75
S4	9,933.00	10,373.75	11,835.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,308.50	11,604.50	704.00	5.8%	283.50	2.3%	88%	True	False	589,665
10	12,308.50	11,308.50	1,000.00	8.2%	261.50	2.1%	91%	True	False	579,862
20	12,308.50	10,751.00	1,557.50	12.7%	264.50	2.2%	94%	True	False	601,895
40	12,354.75	10,751.00	1,603.75	13.1%	285.75	2.3%	92%	False	False	493,125
60	12,354.75	10,746.75	1,608.00	13.2%	292.25	2.4%	92%	False	False	329,147
80	12,354.75	10,595.25	1,759.50	14.4%	312.75	2.6%	92%	False	False	247,104
100	13,054.25	10,595.25	2,459.00	20.1%	319.25	2.6%	66%	False	False	197,782
120	13,929.00	10,595.25	3,333.75	27.3%	303.50	2.5%	49%	False	False	164,822

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	50.48
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,551.50
2.618	13,074.25
1.618	12,781.75
1.000	12,601.00
0.618	12,489.25
HIGH	12,308.50
0.618	12,196.75
0.500	12,162.25
0.382	12,127.75
LOW	12,016.00
0.618	11,835.25
1.000	11,723.50
1.618	11,542.75
2.618	11,250.25
4.250	10,773.00

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	12,202.25	12,133.75
PP	12,182.25	12,045.00
S1	12,162.25	11,956.50

Download as Excel Spreadsheet

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

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