E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	12,520.00	12,748.25	228.25	1.8%	12,212.50
High	12,949.75	12,878.00	-71.75	-0.6%	12,949.75
Low	12,501.75	12,551.25	49.50	0.4%	11,871.00
Close	12,846.75	12,624.00	-222.75	-1.7%	12,624.00
Range	448.00	326.75	-121.25	-27.1%	1,078.75
ATR	308.15	309.48	1.33	0.4%	0.00
Volume	817,822	824,209	6,387	0.8%	3,530,415

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,664.75	13,471.00	12,803.75
R3	13,338.00	13,144.25	12,713.75
R2	13,011.25	13,011.25	12,684.00
R1	12,817.50	12,817.50	12,654.00	12,751.00
PP	12,684.50	12,684.50	12,684.50	12,651.00
S1	12,490.75	12,490.75	12,594.00	12,424.25
S2	12,357.75	12,357.75	12,564.00
S3	12,031.00	12,164.00	12,534.25
S4	11,704.25	11,837.25	12,444.25

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,717.75	15,249.75	13,217.25
R3	14,639.00	14,171.00	12,920.75
R2	13,560.25	13,560.25	12,821.75
R1	13,092.25	13,092.25	12,723.00	13,326.25
PP	12,481.50	12,481.50	12,481.50	12,598.50
S1	12,013.50	12,013.50	12,525.00	12,247.50
S2	11,402.75	11,402.75	12,426.25
S3	10,324.00	10,934.75	12,327.25
S4	9,245.25	9,856.00	12,030.75

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	8.5%	364.25	2.9%	70%	False	False	706,083
10	12,949.75	11,604.50	1,345.25	10.7%	323.75	2.6%	76%	False	False	647,874
20	12,949.75	10,751.00	2,198.75	17.4%	292.00	2.3%	85%	False	False	626,284
40	12,949.75	10,751.00	2,198.75	17.4%	288.25	2.3%	85%	False	False	580,224
60	12,949.75	10,751.00	2,198.75	17.4%	293.00	2.3%	85%	False	False	387,908
80	12,949.75	10,595.25	2,354.50	18.7%	313.75	2.5%	86%	False	False	291,163
100	13,054.25	10,595.25	2,459.00	19.5%	323.75	2.6%	83%	False	False	233,079
120	13,929.00	10,595.25	3,333.75	26.4%	309.00	2.4%	61%	False	False	194,241

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,266.75
2.618	13,733.50
1.618	13,406.75
1.000	13,204.75
0.618	13,080.00
HIGH	12,878.00
0.618	12,753.25
0.500	12,714.50
0.382	12,676.00
LOW	12,551.25
0.618	12,349.25
1.000	12,224.50
1.618	12,022.50
2.618	11,695.75
4.250	11,162.50

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	12,714.50	12,583.50
PP	12,684.50	12,543.00
S1	12,654.25	12,502.50

Download as Excel Spreadsheet

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

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