E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	12,212.50	11,984.00	-228.50	-1.9%	11,676.75
High	12,252.00	12,156.00	-96.00	-0.8%	12,308.50
Low	11,960.00	11,871.00	-89.00	-0.7%	11,604.50
Close	11,968.00	12,152.00	184.00	1.5%	12,222.25
Range	292.00	285.00	-7.00	-2.4%	704.00
ATR	276.31	276.93	0.62	0.2%	0.00
Volume	634,667	585,202	-49,465	-7.8%	2,948,327

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,914.75	12,818.25	12,308.75
R3	12,629.75	12,533.25	12,230.50
R2	12,344.75	12,344.75	12,204.25
R1	12,248.25	12,248.25	12,178.00	12,296.50
PP	12,059.75	12,059.75	12,059.75	12,083.75
S1	11,963.25	11,963.25	12,126.00	12,011.50
S2	11,774.75	11,774.75	12,099.75
S3	11,489.75	11,678.25	12,073.50
S4	11,204.75	11,393.25	11,995.25

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%	297.50	2.4%	78%	False	False	612,569
10	12,308.50	11,308.50	1,000.00	8.2%	278.50	2.3%	84%	False	False	596,034
20	12,308.50	10,751.00	1,557.50	12.8%	269.00	2.2%	90%	False	False	616,264
40	12,354.75	10,751.00	1,603.75	13.2%	280.75	2.3%	87%	False	False	523,351
60	12,354.75	10,746.75	1,608.00	13.2%	287.25	2.4%	87%	False	False	349,446
80	12,354.75	10,595.25	1,759.50	14.5%	310.75	2.6%	88%	False	False	262,335
100	13,054.25	10,595.25	2,459.00	20.2%	318.50	2.6%	63%	False	False	209,979
120	13,929.00	10,595.25	3,333.75	27.4%	305.75	2.5%	47%	False	False	174,987

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	49.48
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,367.25
2.618	12,902.25
1.618	12,617.25
1.000	12,441.00
0.618	12,332.25
HIGH	12,156.00
0.618	12,047.25
0.500	12,013.50
0.382	11,979.75
LOW	11,871.00
0.618	11,694.75
1.000	11,586.00
1.618	11,409.75
2.618	11,124.75
4.250	10,659.75

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	12,105.75	12,131.25
PP	12,059.75	12,110.50
S1	12,013.50	12,089.75

Download as Excel Spreadsheet

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

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