E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 11,635.50 11,734.00 98.50 0.8% 11,261.00
High 11,737.25 11,803.00 65.75 0.6% 11,737.25
Low 11,513.00 11,630.00 117.00 1.0% 11,216.50
Close 11,726.75 11,744.75 18.00 0.2% 11,726.75
Range 224.25 173.00 -51.25 -22.9% 520.75
ATR 267.91 261.13 -6.78 -2.5% 0.00
Volume 883 673 -210 -23.8% 3,422
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 12,245.00 12,167.75 11,840.00
R3 12,072.00 11,994.75 11,792.25
R2 11,899.00 11,899.00 11,776.50
R1 11,821.75 11,821.75 11,760.50 11,860.50
PP 11,726.00 11,726.00 11,726.00 11,745.25
S1 11,648.75 11,648.75 11,729.00 11,687.50
S2 11,553.00 11,553.00 11,713.00
S3 11,380.00 11,475.75 11,697.25
S4 11,207.00 11,302.75 11,649.50
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 13,122.50 12,945.25 12,013.25
R3 12,601.75 12,424.50 11,870.00
R2 12,081.00 12,081.00 11,822.25
R1 11,903.75 11,903.75 11,774.50 11,992.50
PP 11,560.25 11,560.25 11,560.25 11,604.50
S1 11,383.00 11,383.00 11,679.00 11,471.50
S2 11,039.50 11,039.50 11,631.25
S3 10,518.75 10,862.25 11,583.50
S4 9,998.00 10,341.50 11,440.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,803.00 11,216.50 586.50 5.0% 219.00 1.9% 90% True False 692
10 11,803.00 10,870.00 933.00 7.9% 254.00 2.2% 94% True False 862
20 11,803.00 10,870.00 933.00 7.9% 258.00 2.2% 94% True False 722
40 12,446.25 10,870.00 1,576.25 13.4% 252.25 2.1% 55% False False 379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 66.98
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 12,538.25
2.618 12,256.00
1.618 12,083.00
1.000 11,976.00
0.618 11,910.00
HIGH 11,803.00
0.618 11,737.00
0.500 11,716.50
0.382 11,696.00
LOW 11,630.00
0.618 11,523.00
1.000 11,457.00
1.618 11,350.00
2.618 11,177.00
4.250 10,894.75
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 11,735.25 11,701.25
PP 11,726.00 11,657.50
S1 11,716.50 11,614.00

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

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