E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 11-Apr-2023

Day Change Summary
	Previous	Current
	10-Apr-2023	11-Apr-2023	Change	Change %	Previous Week
Open	13,179.75	13,163.25	-16.50	-0.1%	13,262.00
High	13,203.25	13,208.75	5.50	0.0%	13,348.75
Low	12,967.50	13,053.50	86.00	0.7%	12,953.25
Close	13,158.00	13,074.75	-83.25	-0.6%	13,170.75
Range	235.75	155.25	-80.50	-34.1%	395.50
ATR	248.98	242.29	-6.70	-2.7%	0.00
Volume	553,003	549,047	-3,956	-0.7%	2,312,758

Daily Pivots for day following 11-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,578.00	13,481.75	13,160.25
R3	13,422.75	13,326.50	13,117.50
R2	13,267.50	13,267.50	13,103.25
R1	13,171.25	13,171.25	13,089.00	13,141.75
PP	13,112.25	13,112.25	13,112.25	13,097.50
S1	13,016.00	13,016.00	13,060.50	12,986.50
S2	12,957.00	12,957.00	13,046.25
S3	12,801.75	12,860.75	13,032.00
S4	12,646.50	12,705.50	12,989.25

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,344.00	14,153.00	13,388.25
R3	13,948.50	13,757.50	13,279.50
R2	13,553.00	13,553.00	13,243.25
R1	13,362.00	13,362.00	13,207.00	13,259.75
PP	13,157.50	13,157.50	13,157.50	13,106.50
S1	12,966.50	12,966.50	13,134.50	12,864.25
S2	12,762.00	12,762.00	13,098.25
S3	12,366.50	12,571.00	13,062.00
S4	11,971.00	12,175.50	12,953.25

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	12,953.25	395.50	3.0%	210.00	1.6%	31%	False	False	574,382
10	13,348.75	12,634.25	714.50	5.5%	206.00	1.6%	62%	False	False	572,719
20	13,348.75	12,032.25	1,316.50	10.1%	248.00	1.9%	79%	False	False	641,485
40	13,348.75	11,806.25	1,542.50	11.8%	253.75	1.9%	82%	False	False	351,972
60	13,348.75	11,429.75	1,919.00	14.7%	265.00	2.0%	86%	False	False	234,990
80	13,348.75	10,870.00	2,478.75	19.0%	268.50	2.1%	89%	False	False	176,408
100	13,348.75	10,870.00	2,478.75	19.0%	260.50	2.0%	89%	False	False	141,130

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	39.53
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	13,868.50
2.618	13,615.25
1.618	13,460.00
1.000	13,364.00
0.618	13,304.75
HIGH	13,208.75
0.618	13,149.50
0.500	13,131.00
0.382	13,112.75
LOW	13,053.50
0.618	12,957.50
1.000	12,898.25
1.618	12,802.25
2.618	12,647.00
4.250	12,393.75

Fisher Pivots for day following 11-Apr-2023
Pivot	1 day	3 day
R1	13,131.00	13,081.00
PP	13,112.25	13,079.00
S1	13,093.50	13,076.75

Download as Excel Spreadsheet

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

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