E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 11,109.75 10,948.00 -161.75 -1.5% 11,243.25
High 11,160.75 11,280.50 119.75 1.1% 11,297.25
Low 10,924.50 10,870.00 -54.50 -0.5% 10,870.00
Close 10,937.50 11,230.25 292.75 2.7% 11,230.25
Range 236.25 410.50 174.25 73.8% 427.25
ATR 271.08 281.04 9.96 3.7% 0.00
Volume 821 1,086 265 32.3% 4,528
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 12,358.50 12,204.75 11,456.00
R3 11,948.00 11,794.25 11,343.25
R2 11,537.50 11,537.50 11,305.50
R1 11,383.75 11,383.75 11,268.00 11,460.50
PP 11,127.00 11,127.00 11,127.00 11,165.25
S1 10,973.25 10,973.25 11,192.50 11,050.00
S2 10,716.50 10,716.50 11,155.00
S3 10,306.00 10,562.75 11,117.25
S4 9,895.50 10,152.25 11,004.50
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 12,414.25 12,249.50 11,465.25
R3 11,987.00 11,822.25 11,347.75
R2 11,559.75 11,559.75 11,308.50
R1 11,395.00 11,395.00 11,269.50 11,263.75
PP 11,132.50 11,132.50 11,132.50 11,067.00
S1 10,967.75 10,967.75 11,191.00 10,836.50
S2 10,705.25 10,705.25 11,152.00
S3 10,278.00 10,540.50 11,112.75
S4 9,850.75 10,113.25 10,995.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,297.25 10,870.00 427.25 3.8% 274.75 2.4% 84% False True 983
10 11,499.50 10,870.00 629.50 5.6% 291.50 2.6% 57% False True 847
20 12,446.25 10,870.00 1,576.25 14.0% 286.00 2.5% 23% False True 546
40 12,446.25 10,870.00 1,576.25 14.0% 265.75 2.4% 23% False True 277
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 55.08
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 13,025.00
2.618 12,355.25
1.618 11,944.75
1.000 11,691.00
0.618 11,534.25
HIGH 11,280.50
0.618 11,123.75
0.500 11,075.25
0.382 11,026.75
LOW 10,870.00
0.618 10,616.25
1.000 10,459.50
1.618 10,205.75
2.618 9,795.25
4.250 9,125.50
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 11,178.50 11,178.50
PP 11,127.00 11,127.00
S1 11,075.25 11,075.25

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

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