E-mini NASDAQ-100 Future March 2023

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

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	12,170.00	12,231.00	61.00	0.5%	12,003.00
High	12,254.50	12,353.50	99.00	0.8%	12,329.00
Low	12,108.25	11,977.50	-130.75	-1.1%	11,832.50
Close	12,228.25	12,007.25	-221.00	-1.8%	12,311.25
Range	146.25	376.00	229.75	157.1%	496.50
ATR	253.16	261.94	8.77	3.5%	0.00
Volume	633,419	816,838	183,419	29.0%	3,412,104

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,240.75	13,000.00	12,214.00
R3	12,864.75	12,624.00	12,110.75
R2	12,488.75	12,488.75	12,076.25
R1	12,248.00	12,248.00	12,041.75	12,180.50
PP	12,112.75	12,112.75	12,112.75	12,079.00
S1	11,872.00	11,872.00	11,972.75	11,804.50
S2	11,736.75	11,736.75	11,938.25
S3	11,360.75	11,496.00	11,903.75
S4	10,984.75	11,120.00	11,800.50

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	11,977.50	508.75	4.2%	257.75	2.1%	6%	False	True	684,648
10	12,486.25	11,832.50	653.75	5.4%	240.75	2.0%	27%	False	False	680,349
20	12,792.75	11,832.50	960.25	8.0%	253.00	2.1%	18%	False	False	648,730
40	12,949.75	11,239.75	1,710.00	14.2%	270.75	2.3%	45%	False	False	635,721
60	12,949.75	10,751.00	2,198.75	18.3%	279.00	2.3%	57%	False	False	628,527
80	12,949.75	10,751.00	2,198.75	18.3%	274.50	2.3%	57%	False	False	476,438
100	12,949.75	10,746.75	2,203.00	18.3%	299.00	2.5%	57%	False	False	381,350
120	12,949.75	10,595.25	2,354.50	19.6%	307.50	2.6%	60%	False	False	317,932

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64.73
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	13,951.50
2.618	13,337.75
1.618	12,961.75
1.000	12,729.50
0.618	12,585.75
HIGH	12,353.50
0.618	12,209.75
0.500	12,165.50
0.382	12,121.25
LOW	11,977.50
0.618	11,745.25
1.000	11,601.50
1.618	11,369.25
2.618	10,993.25
4.250	10,379.50

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	12,165.50	12,179.50
PP	12,112.75	12,122.00
S1	12,060.00	12,064.50

Download as Excel Spreadsheet

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

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