E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 23-Mar-2023

Day Change Summary
	Previous	Current
	22-Mar-2023	23-Mar-2023	Change	Change %	Previous Week
Open	12,873.25	12,695.00	-178.25	-1.4%	12,014.00
High	13,082.00	13,031.00	-51.00	-0.4%	12,811.25
Low	12,678.00	12,694.25	16.25	0.1%	11,806.25
Close	12,707.00	12,854.00	147.00	1.2%	12,644.75
Range	404.00	336.75	-67.25	-16.6%	1,005.00
ATR	287.66	291.17	3.51	1.2%	0.00
Volume	713,083	838,385	125,302	17.6%	3,839,589

Daily Pivots for day following 23-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,870.00	13,698.75	13,039.25
R3	13,533.25	13,362.00	12,946.50
R2	13,196.50	13,196.50	12,915.75
R1	13,025.25	13,025.25	12,884.75	13,111.00
PP	12,859.75	12,859.75	12,859.75	12,902.50
S1	12,688.50	12,688.50	12,823.25	12,774.00
S2	12,523.00	12,523.00	12,792.25
S3	12,186.25	12,351.75	12,761.50
S4	11,849.50	12,015.00	12,668.75

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	12,525.25	556.75	4.3%	285.75	2.2%	59%	False	False	709,170
10	13,082.00	11,806.25	1,275.75	9.9%	322.50	2.5%	82%	False	False	697,491
20	13,082.00	11,806.25	1,275.75	9.9%	281.25	2.2%	82%	False	False	355,049
40	13,082.00	11,806.25	1,275.75	9.9%	284.50	2.2%	82%	False	False	178,137
60	13,082.00	10,870.00	2,212.00	17.2%	276.00	2.1%	90%	False	False	119,048
80	13,082.00	10,870.00	2,212.00	17.2%	276.50	2.2%	90%	False	False	89,332

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	91.13
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,462.25
2.618	13,912.50
1.618	13,575.75
1.000	13,367.75
0.618	13,239.00
HIGH	13,031.00
0.618	12,902.25
0.500	12,862.50
0.382	12,823.00
LOW	12,694.25
0.618	12,486.25
1.000	12,357.50
1.618	12,149.50
2.618	11,812.75
4.250	11,263.00

Fisher Pivots for day following 23-Mar-2023
Pivot	1 day	3 day
R1	12,862.50	12,879.25
PP	12,859.75	12,870.75
S1	12,857.00	12,862.50

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