E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 30-Mar-2023

Day Change Summary
	Previous	Current
	29-Mar-2023	30-Mar-2023	Change	Change %	Previous Week
Open	12,745.50	12,962.50	217.00	1.7%	12,690.00
High	12,994.00	13,111.75	117.75	0.9%	13,082.00
Low	12,742.00	12,931.50	189.50	1.5%	12,525.25
Close	12,965.00	13,082.00	117.00	0.9%	12,890.25
Range	252.00	180.25	-71.75	-28.5%	556.75
ATR	273.11	266.47	-6.63	-2.4%	0.00
Volume	566,316	583,151	16,835	3.0%	3,488,346

Daily Pivots for day following 30-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,582.50	13,512.50	13,181.25
R3	13,402.25	13,332.25	13,131.50
R2	13,222.00	13,222.00	13,115.00
R1	13,152.00	13,152.00	13,098.50	13,187.00
PP	13,041.75	13,041.75	13,041.75	13,059.25
S1	12,971.75	12,971.75	13,065.50	13,006.75
S2	12,861.50	12,861.50	13,049.00
S3	12,681.25	12,791.50	13,032.50
S4	12,501.00	12,611.25	12,982.75

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,502.75	14,253.25	13,196.50
R3	13,946.00	13,696.50	13,043.25
R2	13,389.25	13,389.25	12,992.25
R1	13,139.75	13,139.75	12,941.25	13,264.50
PP	12,832.50	12,832.50	12,832.50	12,895.00
S1	12,583.00	12,583.00	12,839.25	12,707.75
S2	12,275.75	12,275.75	12,788.25
S3	11,719.00	12,026.25	12,737.25
S4	11,162.25	11,469.50	12,584.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,111.75	12,634.25	477.50	3.7%	209.50	1.6%	94%	True	False	585,322
10	13,111.75	12,525.25	586.50	4.5%	247.50	1.9%	95%	True	False	647,246
20	13,111.75	11,806.25	1,305.50	10.0%	278.00	2.1%	98%	True	False	500,767
40	13,111.75	11,806.25	1,305.50	10.0%	271.25	2.1%	98%	True	False	251,191
60	13,111.75	10,870.00	2,241.75	17.1%	271.25	2.1%	99%	True	False	167,752
80	13,111.75	10,870.00	2,241.75	17.1%	272.00	2.1%	99%	True	False	125,915
100	13,111.75	10,870.00	2,241.75	17.1%	267.25	2.0%	99%	True	False	100,733

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	True
Bear Hook	False
Bull Hook	False
Stretch	56.18
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	13,877.75
2.618	13,583.75
1.618	13,403.50
1.000	13,292.00
0.618	13,223.25
HIGH	13,111.75
0.618	13,043.00
0.500	13,021.50
0.382	13,000.25
LOW	12,931.50
0.618	12,820.00
1.000	12,751.25
1.618	12,639.75
2.618	12,459.50
4.250	12,165.50

Fisher Pivots for day following 30-Mar-2023
Pivot	1 day	3 day
R1	13,062.00	13,012.25
PP	13,041.75	12,942.75
S1	13,021.50	12,873.00

Download as Excel Spreadsheet

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

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