E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	12,003.00	12,093.50	90.50	0.8%	12,380.00
High	12,189.50	12,172.75	-16.75	-0.1%	12,417.75
Low	11,990.00	12,025.75	35.75	0.3%	11,923.00
Close	12,083.25	12,072.25	-11.00	-0.1%	11,997.00
Range	199.50	147.00	-52.50	-26.3%	494.75
ATR	276.12	266.90	-9.22	-3.3%	0.00
Volume	578,952	646,026	67,074	11.6%	2,534,785

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,531.25	12,448.75	12,153.00
R3	12,384.25	12,301.75	12,112.75
R2	12,237.25	12,237.25	12,099.25
R1	12,154.75	12,154.75	12,085.75	12,122.50
PP	12,090.25	12,090.25	12,090.25	12,074.00
S1	12,007.75	12,007.75	12,058.75	11,975.50
S2	11,943.25	11,943.25	12,045.25
S3	11,796.25	11,860.75	12,031.75
S4	11,649.25	11,713.75	11,991.50

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	12,261.00	11,923.00	338.00	2.8%	205.50	1.7%	44%	False	False	630,053
10	12,792.75	11,923.00	869.75	7.2%	242.00	2.0%	17%	False	False	635,922
20	12,949.75	11,871.00	1,078.75	8.9%	281.50	2.3%	19%	False	False	640,298
40	12,949.75	10,751.00	2,198.75	18.2%	273.00	2.3%	60%	False	False	625,213
60	12,949.75	10,751.00	2,198.75	18.2%	279.50	2.3%	60%	False	False	552,688
80	12,949.75	10,746.75	2,203.00	18.2%	289.00	2.4%	60%	False	False	414,860
100	12,949.75	10,595.25	2,354.50	19.5%	305.50	2.5%	63%	False	False	332,081
120	13,054.25	10,595.25	2,459.00	20.4%	312.75	2.6%	60%	False	False	276,823

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	59.45
Narrowest range in 127 trading days

Fibonacci Retracements and Extensions
4.250	12,797.50
2.618	12,557.50
1.618	12,410.50
1.000	12,319.75
0.618	12,263.50
HIGH	12,172.75
0.618	12,116.50
0.500	12,099.25
0.382	12,082.00
LOW	12,025.75
0.618	11,935.00
1.000	11,878.75
1.618	11,788.00
2.618	11,641.00
4.250	11,401.00

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	12,099.25	12,071.00
PP	12,090.25	12,070.00
S1	12,081.25	12,068.75

Download as Excel Spreadsheet

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

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