E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	11,984.00	12,116.00	132.00	1.1%	11,676.75
High	12,156.00	12,524.50	368.50	3.0%	12,308.50
Low	11,871.00	12,055.25	184.25	1.6%	11,604.50
Close	12,152.00	12,414.25	262.25	2.2%	12,222.25
Range	285.00	469.25	184.25	64.6%	704.00
ATR	276.93	290.66	13.74	5.0%	0.00
Volume	585,202	668,515	83,313	14.2%	2,948,327

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,739.00	13,546.00	12,672.25
R3	13,269.75	13,076.75	12,543.25
R2	12,800.50	12,800.50	12,500.25
R1	12,607.50	12,607.50	12,457.25	12,704.00
PP	12,331.25	12,331.25	12,331.25	12,379.50
S1	12,138.25	12,138.25	12,371.25	12,234.75
S2	11,862.00	11,862.00	12,328.25
S3	11,392.75	11,669.00	12,285.25
S4	10,923.50	11,199.75	12,156.25

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	12,524.50	11,867.25	657.25	5.3%	317.00	2.6%	83%	True	False	619,578
10	12,524.50	11,308.50	1,216.00	9.8%	296.50	2.4%	91%	True	False	600,924
20	12,524.50	10,751.00	1,773.50	14.3%	275.50	2.2%	94%	True	False	616,805
40	12,524.50	10,751.00	1,773.50	14.3%	284.25	2.3%	94%	True	False	539,934
60	12,524.50	10,746.75	1,777.75	14.3%	290.25	2.3%	94%	True	False	360,575
80	12,524.50	10,595.25	1,929.25	15.5%	314.00	2.5%	94%	True	False	270,659
100	13,054.25	10,595.25	2,459.00	19.8%	320.75	2.6%	74%	False	False	216,663
120	13,929.00	10,595.25	3,333.75	26.9%	306.25	2.5%	55%	False	False	180,558

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	41.58
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	14,518.75
2.618	13,753.00
1.618	13,283.75
1.000	12,993.75
0.618	12,814.50
HIGH	12,524.50
0.618	12,345.25
0.500	12,290.00
0.382	12,234.50
LOW	12,055.25
0.618	11,765.25
1.000	11,586.00
1.618	11,296.00
2.618	10,826.75
4.250	10,061.00

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	12,372.75	12,342.00
PP	12,331.25	12,270.00
S1	12,290.00	12,197.75

Download as Excel Spreadsheet

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

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