E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	12,699.75	12,873.25	173.50	1.4%	12,014.00
High	12,898.25	13,082.00	183.75	1.4%	12,811.25
Low	12,676.50	12,678.00	1.50	0.0%	11,806.25
Close	12,867.25	12,707.00	-160.25	-1.2%	12,644.75
Range	221.75	404.00	182.25	82.2%	1,005.00
ATR	278.71	287.66	8.95	3.2%	0.00
Volume	565,860	713,083	147,223	26.0%	3,839,589

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,034.25	13,774.75	12,929.25
R3	13,630.25	13,370.75	12,818.00
R2	13,226.25	13,226.25	12,781.00
R1	12,966.75	12,966.75	12,744.00	12,894.50
PP	12,822.25	12,822.25	12,822.25	12,786.25
S1	12,562.75	12,562.75	12,670.00	12,490.50
S2	12,418.25	12,418.25	12,633.00
S3	12,014.25	12,158.75	12,596.00
S4	11,610.25	11,754.75	12,484.75

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,435.75	15,045.25	13,197.50
R3	14,430.75	14,040.25	12,921.00
R2	13,425.75	13,425.75	12,829.00
R1	13,035.25	13,035.25	12,737.00	13,230.50
PP	12,420.75	12,420.75	12,420.75	12,518.50
S1	12,030.25	12,030.25	12,552.50	12,225.50
S2	11,415.75	11,415.75	12,460.50
S3	10,410.75	11,025.25	12,368.50
S4	9,405.75	10,020.25	12,092.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,082.00	12,314.00	768.00	6.0%	302.75	2.4%	51%	True	False	688,797
10	13,082.00	11,806.25	1,275.75	10.0%	326.75	2.6%	71%	True	False	620,111
20	13,082.00	11,806.25	1,275.75	10.0%	276.00	2.2%	71%	True	False	313,243
40	13,082.00	11,728.75	1,353.25	10.6%	285.25	2.2%	72%	True	False	157,201
60	13,082.00	10,870.00	2,212.00	17.4%	274.25	2.2%	83%	True	False	105,083
80	13,082.00	10,870.00	2,212.00	17.4%	274.00	2.2%	83%	True	False	78,853

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	102.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,799.00
2.618	14,139.75
1.618	13,735.75
1.000	13,486.00
0.618	13,331.75
HIGH	13,082.00
0.618	12,927.75
0.500	12,880.00
0.382	12,832.25
LOW	12,678.00
0.618	12,428.25
1.000	12,274.00
1.618	12,024.25
2.618	11,620.25
4.250	10,961.00

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	12,880.00	12,803.50
PP	12,822.25	12,771.50
S1	12,764.75	12,739.25

Download as Excel Spreadsheet

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

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