E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 09-Feb-2023

Day Change Summary
	Previous	Current
	08-Feb-2023	09-Feb-2023	Change	Change %	Previous Week
Open	12,747.00	12,555.00	-192.00	-1.5%	12,212.50
High	12,808.50	12,728.50	-80.00	-0.6%	12,949.75
Low	12,512.75	12,366.50	-146.25	-1.2%	11,871.00
Close	12,545.25	12,425.50	-119.75	-1.0%	12,624.00
Range	295.75	362.00	66.25	22.4%	1,078.75
ATR	303.10	307.31	4.21	1.4%	0.00
Volume	590,355	612,404	22,049	3.7%	3,530,415

Daily Pivots for day following 09-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,592.75	13,371.25	12,624.50
R3	13,230.75	13,009.25	12,525.00
R2	12,868.75	12,868.75	12,491.75
R1	12,647.25	12,647.25	12,458.75	12,577.00
PP	12,506.75	12,506.75	12,506.75	12,471.75
S1	12,285.25	12,285.25	12,392.25	12,215.00
S2	12,144.75	12,144.75	12,359.25
S3	11,782.75	11,923.25	12,326.00
S4	11,420.75	11,561.25	12,226.50

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	12,878.00	12,366.50	511.50	4.1%	299.25	2.4%	12%	False	True	661,422
10	12,949.75	11,871.00	1,078.75	8.7%	328.25	2.6%	51%	False	False	660,138
20	12,949.75	11,291.00	1,658.75	13.3%	294.75	2.4%	68%	False	False	628,325
40	12,949.75	10,751.00	2,198.75	17.7%	296.25	2.4%	76%	False	False	624,079
60	12,949.75	10,751.00	2,198.75	17.7%	282.75	2.3%	76%	False	False	429,187
80	12,949.75	10,746.75	2,203.00	17.7%	308.25	2.5%	76%	False	False	322,149
100	12,949.75	10,595.25	2,354.50	18.9%	320.25	2.6%	78%	False	False	257,891
120	13,498.00	10,595.25	2,902.75	23.4%	313.00	2.5%	63%	False	False	214,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	71.95
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,267.00
2.618	13,676.25
1.618	13,314.25
1.000	13,090.50
0.618	12,952.25
HIGH	12,728.50
0.618	12,590.25
0.500	12,547.50
0.382	12,504.75
LOW	12,366.50
0.618	12,142.75
1.000	12,004.50
1.618	11,780.75
2.618	11,418.75
4.250	10,828.00

Fisher Pivots for day following 09-Feb-2023
Pivot	1 day	3 day
R1	12,547.50	12,592.50
PP	12,506.75	12,536.75
S1	12,466.25	12,481.25

Download as Excel Spreadsheet

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

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