E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	12,014.00	12,080.00	66.00	0.5%	12,444.25
High	12,222.75	12,356.50	133.75	1.1%	12,623.00
Low	11,806.25	12,032.25	226.00	1.9%	11,925.75
Close	12,055.00	12,337.00	282.00	2.3%	11,969.00
Range	416.50	324.25	-92.25	-22.1%	697.25
ATR	275.27	278.77	3.50	1.3%	0.00
Volume	788,049	747,697	-40,352	-5.1%	434,238

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,214.75	13,100.00	12,515.25
R3	12,890.50	12,775.75	12,426.25
R2	12,566.25	12,566.25	12,396.50
R1	12,451.50	12,451.50	12,366.75	12,509.00
PP	12,242.00	12,242.00	12,242.00	12,270.50
S1	12,127.25	12,127.25	12,307.25	12,184.50
S2	11,917.75	11,917.75	12,277.50
S3	11,593.50	11,803.00	12,247.75
S4	11,269.25	11,478.75	12,158.75

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,264.25	13,814.00	12,352.50
R3	13,567.00	13,116.75	12,160.75
R2	12,869.75	12,869.75	12,096.75
R1	12,419.50	12,419.50	12,033.00	12,296.00
PP	12,172.50	12,172.50	12,172.50	12,111.00
S1	11,722.25	11,722.25	11,905.00	11,598.75
S2	11,475.25	11,475.25	11,841.25
S3	10,778.00	11,025.00	11,777.25
S4	10,080.75	10,327.75	11,585.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,493.25	11,806.25	687.00	5.6%	318.00	2.6%	77%	False	False	388,502
10	12,623.00	11,806.25	816.75	6.6%	283.50	2.3%	65%	False	False	198,028
20	12,926.25	11,806.25	1,120.00	9.1%	260.75	2.1%	47%	False	False	99,814
40	13,078.00	11,429.75	1,648.25	13.4%	275.75	2.2%	55%	False	False	50,413
60	13,078.00	10,870.00	2,208.00	17.9%	275.25	2.2%	66%	False	False	33,843
80	13,078.00	10,870.00	2,208.00	17.9%	264.75	2.1%	66%	False	False	25,388

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	90.68
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,734.50
2.618	13,205.50
1.618	12,881.25
1.000	12,680.75
0.618	12,557.00
HIGH	12,356.50
0.618	12,232.75
0.500	12,194.50
0.382	12,156.00
LOW	12,032.25
0.618	11,831.75
1.000	11,708.00
1.618	11,507.50
2.618	11,183.25
4.250	10,654.25

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	12,289.50	12,251.75
PP	12,242.00	12,166.50
S1	12,194.50	12,081.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols