E-mini NASDAQ-100 Future March 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	12,049.00	12,306.25	257.25	2.1%	12,003.00
High	12,329.00	12,486.25	157.25	1.3%	12,329.00
Low	12,012.00	12,276.25	264.25	2.2%	11,832.50
Close	12,311.25	12,323.50	12.25	0.1%	12,311.25
Range	317.00	210.00	-107.00	-33.8%	496.50
ATR	267.20	263.11	-4.09	-1.5%	0.00
Volume	675,472	612,506	-62,966	-9.3%	3,412,104

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	12,992.00	12,867.75	12,439.00
R3	12,782.00	12,657.75	12,381.25
R2	12,572.00	12,572.00	12,362.00
R1	12,447.75	12,447.75	12,342.75	12,510.00
PP	12,362.00	12,362.00	12,362.00	12,393.00
S1	12,237.75	12,237.75	12,304.25	12,300.00
S2	12,152.00	12,152.00	12,285.00
S3	11,942.00	12,027.75	12,265.75
S4	11,732.00	11,817.75	12,208.00

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,647.00	13,475.75	12,584.25
R3	13,150.50	12,979.25	12,447.75
R2	12,654.00	12,654.00	12,402.25
R1	12,482.75	12,482.75	12,356.75	12,568.50
PP	12,157.50	12,157.50	12,157.50	12,200.50
S1	11,986.25	11,986.25	12,265.75	12,072.00
S2	11,661.00	11,661.00	12,220.25
S3	11,164.50	11,489.75	12,174.75
S4	10,668.00	10,993.25	12,038.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,486.25	11,832.50	653.75	5.3%	231.00	1.9%	75%	True	False	689,131
10	12,486.25	11,832.50	653.75	5.3%	236.25	1.9%	75%	True	False	655,939
20	12,818.50	11,832.50	986.00	8.0%	255.50	2.1%	50%	False	False	635,492
40	12,949.75	10,751.00	2,198.75	17.8%	273.75	2.2%	72%	False	False	630,888
60	12,949.75	10,751.00	2,198.75	17.8%	277.25	2.3%	72%	False	False	598,647
80	12,949.75	10,751.00	2,198.75	17.8%	283.50	2.3%	72%	False	False	449,804
100	12,949.75	10,595.25	2,354.50	19.1%	302.25	2.5%	73%	False	False	360,028
120	13,054.25	10,595.25	2,459.00	20.0%	312.25	2.5%	70%	False	False	300,147

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	59.85
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	13,378.75
2.618	13,036.00
1.618	12,826.00
1.000	12,696.25
0.618	12,616.00
HIGH	12,486.25
0.618	12,406.00
0.500	12,381.25
0.382	12,356.50
LOW	12,276.25
0.618	12,146.50
1.000	12,066.25
1.618	11,936.50
2.618	11,726.50
4.250	11,383.75

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	12,381.25	12,268.75
PP	12,362.00	12,214.00
S1	12,342.75	12,159.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols