E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 22-Feb-2023

Day Change Summary
	Previous	Current
	21-Feb-2023	22-Feb-2023	Change	Change %	Previous Week
Open	12,380.00	12,108.00	-272.00	-2.2%	12,357.50
High	12,417.75	12,190.50	-227.25	-1.8%	12,792.75
Low	12,090.25	12,034.00	-56.25	-0.5%	12,265.25
Close	12,096.75	12,097.50	0.75	0.0%	12,390.00
Range	327.50	156.50	-171.00	-52.2%	527.50
ATR	294.93	285.04	-9.89	-3.4%	0.00
Volume	609,494	640,711	31,217	5.1%	3,067,303

Daily Pivots for day following 22-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,576.75	12,493.75	12,183.50
R3	12,420.25	12,337.25	12,140.50
R2	12,263.75	12,263.75	12,126.25
R1	12,180.75	12,180.75	12,111.75	12,144.00
PP	12,107.25	12,107.25	12,107.25	12,089.00
S1	12,024.25	12,024.25	12,083.25	11,987.50
S2	11,950.75	11,950.75	12,068.75
S3	11,794.25	11,867.75	12,054.50
S4	11,637.75	11,711.25	12,011.50

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,065.25	13,755.00	12,680.00
R3	13,537.75	13,227.50	12,535.00
R2	13,010.25	13,010.25	12,486.75
R1	12,700.00	12,700.00	12,438.25	12,855.00
PP	12,482.75	12,482.75	12,482.75	12,560.25
S1	12,172.50	12,172.50	12,341.75	12,327.50
S2	11,955.25	11,955.25	12,293.25
S3	11,427.75	11,645.00	12,245.00
S4	10,900.25	11,117.50	12,100.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,792.75	12,034.00	758.75	6.3%	250.75	2.1%	8%	False	True	626,092
10	12,808.50	12,034.00	774.50	6.4%	271.75	2.2%	8%	False	True	612,051
20	12,949.75	11,604.50	1,345.25	11.1%	298.00	2.5%	37%	False	False	638,702
40	12,949.75	10,751.00	2,198.75	18.2%	277.50	2.3%	61%	False	False	615,971
60	12,949.75	10,751.00	2,198.75	18.2%	285.00	2.4%	61%	False	False	511,001
80	12,949.75	10,746.75	2,203.00	18.2%	299.75	2.5%	61%	False	False	383,538
100	12,949.75	10,595.25	2,354.50	19.5%	313.25	2.6%	64%	False	False	307,014
120	13,054.25	10,595.25	2,459.00	20.3%	315.50	2.6%	61%	False	False	255,911

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	73.45
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	12,855.50
2.618	12,600.25
1.618	12,443.75
1.000	12,347.00
0.618	12,287.25
HIGH	12,190.50
0.618	12,130.75
0.500	12,112.25
0.382	12,093.75
LOW	12,034.00
0.618	11,937.25
1.000	11,877.50
1.618	11,780.75
2.618	11,624.25
4.250	11,369.00

Fisher Pivots for day following 22-Feb-2023
Pivot	1 day	3 day
R1	12,112.25	12,250.00
PP	12,107.25	12,199.25
S1	12,102.50	12,148.50

Download as Excel Spreadsheet

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

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