E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 11,027.25 10,910.00 -117.25 -1.1% 11,477.00
High 11,109.75 11,187.00 77.25 0.7% 11,527.75
Low 10,875.50 10,892.75 17.25 0.2% 10,990.00
Close 10,888.50 11,149.75 261.25 2.4% 11,193.00
Range 234.25 294.25 60.00 25.6% 537.75
ATR 280.22 281.52 1.31 0.5% 0.00
Volume 1,550 423 -1,127 -72.7% 2,501
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 11,959.25 11,848.75 11,311.50
R3 11,665.00 11,554.50 11,230.75
R2 11,370.75 11,370.75 11,203.75
R1 11,260.25 11,260.25 11,176.75 11,315.50
PP 11,076.50 11,076.50 11,076.50 11,104.00
S1 10,966.00 10,966.00 11,122.75 11,021.25
S2 10,782.25 10,782.25 11,095.75
S3 10,488.00 10,671.75 11,068.75
S4 10,193.75 10,377.50 10,988.00
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 12,850.25 12,559.25 11,488.75
R3 12,312.50 12,021.50 11,341.00
R2 11,774.75 11,774.75 11,291.50
R1 11,483.75 11,483.75 11,242.25 11,360.50
PP 11,237.00 11,237.00 11,237.00 11,175.25
S1 10,946.00 10,946.00 11,143.75 10,822.50
S2 10,699.25 10,699.25 11,094.50
S3 10,161.50 10,408.25 11,045.00
S4 9,623.75 9,870.50 10,897.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,499.50 10,875.50 624.00 5.6% 308.25 2.8% 44% False False 711
10 12,012.50 10,875.50 1,137.00 10.2% 292.00 2.6% 24% False False 569
20 12,446.25 10,875.50 1,570.75 14.1% 270.50 2.4% 17% False False 304
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 49.03
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,437.50
2.618 11,957.25
1.618 11,663.00
1.000 11,481.25
0.618 11,368.75
HIGH 11,187.00
0.618 11,074.50
0.500 11,040.00
0.382 11,005.25
LOW 10,892.75
0.618 10,711.00
1.000 10,598.50
1.618 10,416.75
2.618 10,122.50
4.250 9,642.25
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 11,113.00 11,128.75
PP 11,076.50 11,108.00
S1 11,040.00 11,087.00

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

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