E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 27-Feb-2023

Day Change Summary
	Previous	Current
	24-Feb-2023	27-Feb-2023	Change	Change %	Previous Week
Open	12,190.00	12,003.00	-187.00	-1.5%	12,380.00
High	12,214.50	12,189.50	-25.00	-0.2%	12,417.75
Low	11,923.00	11,990.00	67.00	0.6%	11,923.00
Close	11,997.00	12,083.25	86.25	0.7%	11,997.00
Range	291.50	199.50	-92.00	-31.6%	494.75
ATR	282.02	276.12	-5.89	-2.1%	0.00
Volume	643,618	578,952	-64,666	-10.0%	2,534,785

Daily Pivots for day following 27-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,686.00	12,584.25	12,193.00
R3	12,486.50	12,384.75	12,138.00
R2	12,287.00	12,287.00	12,119.75
R1	12,185.25	12,185.25	12,101.50	12,236.00
PP	12,087.50	12,087.50	12,087.50	12,113.00
S1	11,985.75	11,985.75	12,065.00	12,036.50
S2	11,888.00	11,888.00	12,046.75
S3	11,688.50	11,786.25	12,028.50
S4	11,489.00	11,586.75	11,973.50

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,596.75	13,291.75	12,269.00
R3	13,102.00	12,797.00	12,133.00
R2	12,607.25	12,607.25	12,087.75
R1	12,302.25	12,302.25	12,042.25	12,207.50
PP	12,112.50	12,112.50	12,112.50	12,065.25
S1	11,807.50	11,807.50	11,951.75	11,712.50
S2	11,617.75	11,617.75	11,906.25
S3	11,123.00	11,312.75	11,861.00
S4	10,628.25	10,818.00	11,725.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,417.75	11,923.00	494.75	4.1%	241.50	2.0%	32%	False	False	622,747
10	12,792.75	11,923.00	869.75	7.2%	257.50	2.1%	18%	False	False	618,104
20	12,949.75	11,871.00	1,078.75	8.9%	288.75	2.4%	20%	False	False	639,730
40	12,949.75	10,751.00	2,198.75	18.2%	276.75	2.3%	61%	False	False	620,812
60	12,949.75	10,751.00	2,198.75	18.2%	286.75	2.4%	61%	False	False	541,993
80	12,949.75	10,746.75	2,203.00	18.2%	291.25	2.4%	61%	False	False	406,793
100	12,949.75	10,595.25	2,354.50	19.5%	308.00	2.5%	63%	False	False	325,629
120	13,054.25	10,595.25	2,459.00	20.4%	314.00	2.6%	61%	False	False	271,440

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	13,037.50
2.618	12,711.75
1.618	12,512.25
1.000	12,389.00
0.618	12,312.75
HIGH	12,189.50
0.618	12,113.25
0.500	12,089.75
0.382	12,066.25
LOW	11,990.00
0.618	11,866.75
1.000	11,790.50
1.618	11,667.25
2.618	11,467.75
4.250	11,142.00

Fisher Pivots for day following 27-Feb-2023
Pivot	1 day	3 day
R1	12,089.75	12,092.00
PP	12,087.50	12,089.00
S1	12,085.50	12,086.25

Download as Excel Spreadsheet

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

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