E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	13,084.25	13,262.00	177.75	1.4%	12,916.00
High	13,311.50	13,278.75	-32.75	-0.2%	13,311.50
Low	13,057.50	13,154.00	96.50	0.7%	12,634.25
Close	13,301.75	13,270.00	-31.75	-0.2%	13,301.75
Range	254.00	124.75	-129.25	-50.9%	677.25
ATR	265.58	257.17	-8.42	-3.2%	0.00
Volume	624,955	542,896	-82,059	-13.1%	2,875,021

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,608.50	13,564.00	13,338.50
R3	13,483.75	13,439.25	13,304.25
R2	13,359.00	13,359.00	13,292.75
R1	13,314.50	13,314.50	13,281.50	13,336.75
PP	13,234.25	13,234.25	13,234.25	13,245.50
S1	13,189.75	13,189.75	13,258.50	13,212.00
S2	13,109.50	13,109.50	13,247.25
S3	12,984.75	13,065.00	13,235.75
S4	12,860.00	12,940.25	13,201.50

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,114.25	14,885.25	13,674.25
R3	14,437.00	14,208.00	13,488.00
R2	13,759.75	13,759.75	13,426.00
R1	13,530.75	13,530.75	13,363.75	13,645.25
PP	13,082.50	13,082.50	13,082.50	13,139.75
S1	12,853.50	12,853.50	13,239.75	12,968.00
S2	12,405.25	12,405.25	13,177.50
S3	11,728.00	12,176.25	13,115.50
S4	11,050.75	11,499.00	12,929.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,311.50	12,634.25	677.25	5.1%	202.00	1.5%	94%	False	False	571,056
10	13,311.50	12,634.25	677.25	5.1%	238.75	1.8%	94%	False	False	621,179
20	13,311.50	11,806.25	1,505.25	11.3%	270.75	2.0%	97%	False	False	558,582
40	13,311.50	11,806.25	1,505.25	11.3%	261.50	2.0%	97%	False	False	280,281
60	13,311.50	10,870.00	2,441.50	18.4%	270.25	2.0%	98%	False	False	187,185
80	13,311.50	10,870.00	2,441.50	18.4%	270.75	2.0%	98%	False	False	140,512
100	13,311.50	10,870.00	2,441.50	18.4%	266.75	2.0%	98%	False	False	112,411

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44.20
Narrowest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	13,809.00
2.618	13,605.25
1.618	13,480.50
1.000	13,403.50
0.618	13,355.75
HIGH	13,278.75
0.618	13,231.00
0.500	13,216.50
0.382	13,201.75
LOW	13,154.00
0.618	13,077.00
1.000	13,029.25
1.618	12,952.25
2.618	12,827.50
4.250	12,623.75

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	13,252.00	13,220.50
PP	13,234.25	13,171.00
S1	13,216.50	13,121.50

Download as Excel Spreadsheet

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

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