E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 04-Apr-2023

Day Change Summary
	Previous	Current
	03-Apr-2023	04-Apr-2023	Change	Change %	Previous Week
Open	13,262.00	13,259.00	-3.00	0.0%	12,916.00
High	13,278.75	13,348.75	70.00	0.5%	13,311.50
Low	13,154.00	13,168.25	14.25	0.1%	12,634.25
Close	13,270.00	13,219.00	-51.00	-0.4%	13,301.75
Range	124.75	180.50	55.75	44.7%	677.25
ATR	257.17	251.69	-5.48	-2.1%	0.00
Volume	542,896	577,032	34,136	6.3%	2,875,021

Daily Pivots for day following 04-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,786.75	13,683.50	13,318.25
R3	13,606.25	13,503.00	13,268.75
R2	13,425.75	13,425.75	13,252.00
R1	13,322.50	13,322.50	13,235.50	13,284.00
PP	13,245.25	13,245.25	13,245.25	13,226.00
S1	13,142.00	13,142.00	13,202.50	13,103.50
S2	13,064.75	13,064.75	13,186.00
S3	12,884.25	12,961.50	13,169.25
S4	12,703.75	12,781.00	13,119.75

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	13,348.75	12,742.00	606.75	4.6%	198.25	1.5%	79%	True	False	578,870
10	13,348.75	12,634.25	714.50	5.4%	234.75	1.8%	82%	True	False	622,296
20	13,348.75	11,806.25	1,542.50	11.7%	268.00	2.0%	92%	True	False	586,482
40	13,348.75	11,806.25	1,542.50	11.7%	262.50	2.0%	92%	True	False	294,689
60	13,348.75	11,216.50	2,132.25	16.1%	266.50	2.0%	94%	True	False	196,785
80	13,348.75	10,870.00	2,478.75	18.8%	271.25	2.1%	95%	True	False	147,725
100	13,348.75	10,870.00	2,478.75	18.8%	266.25	2.0%	95%	True	False	118,182

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.85
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,116.00
2.618	13,821.25
1.618	13,640.75
1.000	13,529.25
0.618	13,460.25
HIGH	13,348.75
0.618	13,279.75
0.500	13,258.50
0.382	13,237.25
LOW	13,168.25
0.618	13,056.75
1.000	12,987.75
1.618	12,876.25
2.618	12,695.75
4.250	12,401.00

Fisher Pivots for day following 04-Apr-2023
Pivot	1 day	3 day
R1	13,258.50	13,213.75
PP	13,245.25	13,208.50
S1	13,232.25	13,203.00

Download as Excel Spreadsheet

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

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