E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 11,145.25 11,243.25 98.00 0.9% 11,250.00
High 11,164.25 11,297.25 133.00 1.2% 11,298.50
Low 10,974.50 10,963.00 -11.50 -0.1% 10,875.50
Close 11,139.00 11,061.25 -77.75 -0.7% 11,139.00
Range 189.75 334.25 144.50 76.2% 423.00
ATR 274.97 279.20 4.23 1.5% 0.00
Volume 388 1,619 1,231 317.3% 2,768
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 12,110.00 11,919.75 11,245.00
R3 11,775.75 11,585.50 11,153.25
R2 11,441.50 11,441.50 11,122.50
R1 11,251.25 11,251.25 11,092.00 11,179.25
PP 11,107.25 11,107.25 11,107.25 11,071.00
S1 10,917.00 10,917.00 11,030.50 10,845.00
S2 10,773.00 10,773.00 11,000.00
S3 10,438.75 10,582.75 10,969.25
S4 10,104.50 10,248.50 10,877.50
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 12,373.25 12,179.25 11,371.75
R3 11,950.25 11,756.25 11,255.25
R2 11,527.25 11,527.25 11,216.50
R1 11,333.25 11,333.25 11,177.75 11,218.75
PP 11,104.25 11,104.25 11,104.25 11,047.00
S1 10,910.25 10,910.25 11,100.25 10,795.75
S2 10,681.25 10,681.25 11,061.50
S3 10,258.25 10,487.25 11,022.75
S4 9,835.25 10,064.25 10,906.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,298.50 10,875.50 423.00 3.8% 266.75 2.4% 44% False False 877
10 11,527.75 10,875.50 652.25 5.9% 274.25 2.5% 28% False False 688
20 12,446.25 10,875.50 1,570.75 14.2% 274.00 2.5% 12% False False 403
40 12,446.25 10,875.50 1,570.75 14.2% 261.50 2.4% 12% False False 205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 50.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 12,717.75
2.618 12,172.25
1.618 11,838.00
1.000 11,631.50
0.618 11,503.75
HIGH 11,297.25
0.618 11,169.50
0.500 11,130.00
0.382 11,090.75
LOW 10,963.00
0.618 10,756.50
1.000 10,628.75
1.618 10,422.25
2.618 10,088.00
4.250 9,542.50
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 11,130.00 11,095.00
PP 11,107.25 11,083.75
S1 11,084.25 11,072.50

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

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