E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	12,329.75	12,398.75	69.00	0.6%	12,444.25
High	12,407.50	12,735.75	328.25	2.6%	12,623.00
Low	12,096.75	12,314.00	217.25	1.8%	11,925.75
Close	12,377.75	12,715.50	337.75	2.7%	11,969.00
Range	310.75	421.75	111.00	35.7%	697.25
ATR	281.06	291.10	10.05	3.6%	0.00
Volume	833,272	736,519	-96,753	-11.6%	434,238

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,853.75	13,706.25	12,947.50
R3	13,432.00	13,284.50	12,831.50
R2	13,010.25	13,010.25	12,792.75
R1	12,862.75	12,862.75	12,754.25	12,936.50
PP	12,588.50	12,588.50	12,588.50	12,625.25
S1	12,441.00	12,441.00	12,676.75	12,514.75
S2	12,166.75	12,166.75	12,638.25
S3	11,745.00	12,019.25	12,599.50
S4	11,323.25	11,597.50	12,483.50

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	12,735.75	11,806.25	929.50	7.3%	359.25	2.8%	98%	True	False	685,812
10	12,735.75	11,806.25	929.50	7.3%	308.50	2.4%	98%	True	False	354,288
20	12,926.25	11,806.25	1,120.00	8.8%	271.25	2.1%	81%	False	False	178,185
40	13,078.00	11,429.75	1,648.25	13.0%	282.75	2.2%	78%	False	False	89,592
60	13,078.00	10,870.00	2,208.00	17.4%	275.75	2.2%	84%	False	False	59,992
80	13,078.00	10,870.00	2,208.00	17.4%	268.00	2.1%	84%	False	False	45,010

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	84.23
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	14,528.25
2.618	13,840.00
1.618	13,418.25
1.000	13,157.50
0.618	12,996.50
HIGH	12,735.75
0.618	12,574.75
0.500	12,525.00
0.382	12,475.00
LOW	12,314.00
0.618	12,053.25
1.000	11,892.25
1.618	11,631.50
2.618	11,209.75
4.250	10,521.50

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	12,652.00	12,605.00
PP	12,588.50	12,494.50
S1	12,525.00	12,384.00

Download as Excel Spreadsheet

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

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