E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 05-Apr-2023

Day Change Summary
	Previous	Current
	04-Apr-2023	05-Apr-2023	Change	Change %	Previous Week
Open	13,259.00	13,230.00	-29.00	-0.2%	12,916.00
High	13,348.75	13,247.25	-101.50	-0.8%	13,311.50
Low	13,168.25	13,006.00	-162.25	-1.2%	12,634.25
Close	13,219.00	13,079.75	-139.25	-1.1%	13,301.75
Range	180.50	241.25	60.75	33.7%	677.25
ATR	251.69	250.94	-0.75	-0.3%	0.00
Volume	577,032	594,608	17,576	3.0%	2,875,021

Daily Pivots for day following 05-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,834.75	13,698.50	13,212.50
R3	13,593.50	13,457.25	13,146.00
R2	13,352.25	13,352.25	13,124.00
R1	13,216.00	13,216.00	13,101.75	13,163.50
PP	13,111.00	13,111.00	13,111.00	13,084.75
S1	12,974.75	12,974.75	13,057.75	12,922.25
S2	12,869.75	12,869.75	13,035.50
S3	12,628.50	12,733.50	13,013.50
S4	12,387.25	12,492.25	12,947.00

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	12,931.50	417.25	3.2%	196.25	1.5%	36%	False	False	584,528
10	13,348.75	12,634.25	714.50	5.5%	218.50	1.7%	62%	False	False	610,448
20	13,348.75	11,806.25	1,542.50	11.8%	272.50	2.1%	83%	False	False	615,280
40	13,348.75	11,806.25	1,542.50	11.8%	259.50	2.0%	83%	False	False	309,524
60	13,348.75	11,216.50	2,132.25	16.3%	266.00	2.0%	87%	False	False	206,684
80	13,348.75	10,870.00	2,478.75	19.0%	271.50	2.1%	89%	False	False	155,157
100	13,348.75	10,870.00	2,478.75	19.0%	265.75	2.0%	89%	False	False	124,128

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	33.05
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,272.50
2.618	13,878.75
1.618	13,637.50
1.000	13,488.50
0.618	13,396.25
HIGH	13,247.25
0.618	13,155.00
0.500	13,126.50
0.382	13,098.25
LOW	13,006.00
0.618	12,857.00
1.000	12,764.75
1.618	12,615.75
2.618	12,374.50
4.250	11,980.75

Fisher Pivots for day following 05-Apr-2023
Pivot	1 day	3 day
R1	13,126.50	13,177.50
PP	13,111.00	13,144.75
S1	13,095.50	13,112.25

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