E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 12,177.00 12,031.00 -146.00 -1.2% 11,943.50
High 12,177.00 12,069.25 -107.75 -0.9% 12,362.25
Low 12,009.75 11,763.50 -246.25 -2.1% 11,725.25
Close 12,049.75 11,809.25 -240.50 -2.0% 12,258.00
Range 167.25 305.75 138.50 82.8% 637.00
ATR 271.10 273.57 2.48 0.9% 0.00
Volume 14 22 8 57.1% 49
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 12,798.00 12,609.25 11,977.50
R3 12,492.25 12,303.50 11,893.25
R2 12,186.50 12,186.50 11,865.25
R1 11,997.75 11,997.75 11,837.25 11,939.25
PP 11,880.75 11,880.75 11,880.75 11,851.50
S1 11,692.00 11,692.00 11,781.25 11,633.50
S2 11,575.00 11,575.00 11,753.25
S3 11,269.25 11,386.25 11,725.25
S4 10,963.50 11,080.50 11,641.00
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 14,026.25 13,779.00 12,608.25
R3 13,389.25 13,142.00 12,433.25
R2 12,752.25 12,752.25 12,374.75
R1 12,505.00 12,505.00 12,316.50 12,628.50
PP 12,115.25 12,115.25 12,115.25 12,177.00
S1 11,868.00 11,868.00 12,199.50 11,991.50
S2 11,478.25 11,478.25 12,141.25
S3 10,841.25 11,231.00 12,082.75
S4 10,204.25 10,594.00 11,907.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,362.25 11,749.75 612.50 5.2% 296.00 2.5% 10% False False 13
10 12,362.25 11,725.25 637.00 5.4% 239.00 2.0% 13% False False 11
20 12,362.25 11,065.00 1,297.25 11.0% 250.75 2.1% 57% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 27.93
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 13,368.75
2.618 12,869.75
1.618 12,564.00
1.000 12,375.00
0.618 12,258.25
HIGH 12,069.25
0.618 11,952.50
0.500 11,916.50
0.382 11,880.25
LOW 11,763.50
0.618 11,574.50
1.000 11,457.75
1.618 11,268.75
2.618 10,963.00
4.250 10,464.00
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 11,916.50 12,037.50
PP 11,880.75 11,961.50
S1 11,845.00 11,885.25

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

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