E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 02-Feb-2023

Day Change Summary
	Previous	Current
	01-Feb-2023	02-Feb-2023	Change	Change %	Previous Week
Open	12,116.00	12,520.00	404.00	3.3%	11,676.75
High	12,524.50	12,949.75	425.25	3.4%	12,308.50
Low	12,055.25	12,501.75	446.50	3.7%	11,604.50
Close	12,414.25	12,846.75	432.50	3.5%	12,222.25
Range	469.25	448.00	-21.25	-4.5%	704.00
ATR	290.66	308.15	17.49	6.0%	0.00
Volume	668,515	817,822	149,307	22.3%	2,948,327

Daily Pivots for day following 02-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,110.00	13,926.50	13,093.25
R3	13,662.00	13,478.50	12,970.00
R2	13,214.00	13,214.00	12,929.00
R1	13,030.50	13,030.50	12,887.75	13,122.25
PP	12,766.00	12,766.00	12,766.00	12,812.00
S1	12,582.50	12,582.50	12,805.75	12,674.25
S2	12,318.00	12,318.00	12,764.50
S3	11,870.00	12,134.50	12,723.50
S4	11,422.00	11,686.50	12,600.25

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	12,949.75	11,871.00	1,078.75	8.4%	357.25	2.8%	90%	True	False	658,855
10	12,949.75	11,365.25	1,584.50	12.3%	323.25	2.5%	93%	True	False	623,230
20	12,949.75	10,751.00	2,198.75	17.1%	287.75	2.2%	95%	True	False	619,796
40	12,949.75	10,751.00	2,198.75	17.1%	288.75	2.2%	95%	True	False	560,200
60	12,949.75	10,751.00	2,198.75	17.1%	292.25	2.3%	95%	True	False	374,183
80	12,949.75	10,595.25	2,354.50	18.3%	313.00	2.4%	96%	True	False	280,871
100	13,054.25	10,595.25	2,459.00	19.1%	322.50	2.5%	92%	False	False	224,838
120	13,929.00	10,595.25	3,333.75	26.0%	308.00	2.4%	68%	False	False	187,372

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	41.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,853.75
2.618	14,122.50
1.618	13,674.50
1.000	13,397.75
0.618	13,226.50
HIGH	12,949.75
0.618	12,778.50
0.500	12,725.75
0.382	12,673.00
LOW	12,501.75
0.618	12,225.00
1.000	12,053.75
1.618	11,777.00
2.618	11,329.00
4.250	10,597.75

Fisher Pivots for day following 02-Feb-2023
Pivot	1 day	3 day
R1	12,806.50	12,701.25
PP	12,766.00	12,555.75
S1	12,725.75	12,410.50

Download as Excel Spreadsheet

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

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