E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	13,163.25	13,073.75	-89.50	-0.7%	13,262.00
High	13,208.75	13,241.75	33.00	0.2%	13,348.75
Low	13,053.50	12,937.75	-115.75	-0.9%	12,953.25
Close	13,074.75	12,952.25	-122.50	-0.9%	13,170.75
Range	155.25	304.00	148.75	95.8%	395.50
ATR	242.29	246.70	4.41	1.8%	0.00
Volume	549,047	684,779	135,732	24.7%	2,312,758

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,956.00	13,758.00	13,119.50
R3	13,652.00	13,454.00	13,035.75
R2	13,348.00	13,348.00	13,008.00
R1	13,150.00	13,150.00	12,980.00	13,097.00
PP	13,044.00	13,044.00	13,044.00	13,017.50
S1	12,846.00	12,846.00	12,924.50	12,793.00
S2	12,740.00	12,740.00	12,896.50
S3	12,436.00	12,542.00	12,868.75
S4	12,132.00	12,238.00	12,785.00

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	13,247.25	12,937.75	309.50	2.4%	234.75	1.8%	5%	False	True	595,931
10	13,348.75	12,742.00	606.75	4.7%	216.50	1.7%	35%	False	False	587,400
20	13,348.75	12,096.75	1,252.00	9.7%	247.00	1.9%	68%	False	False	638,339
40	13,348.75	11,806.25	1,542.50	11.9%	254.00	2.0%	74%	False	False	369,077
60	13,348.75	11,429.75	1,919.00	14.8%	266.25	2.1%	79%	False	False	246,389
80	13,348.75	10,870.00	2,478.75	19.1%	268.25	2.1%	84%	False	False	184,967
100	13,348.75	10,870.00	2,478.75	19.1%	261.25	2.0%	84%	False	False	147,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	50.83
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	14,533.75
2.618	14,037.50
1.618	13,733.50
1.000	13,545.75
0.618	13,429.50
HIGH	13,241.75
0.618	13,125.50
0.500	13,089.75
0.382	13,054.00
LOW	12,937.75
0.618	12,750.00
1.000	12,633.75
1.618	12,446.00
2.618	12,142.00
4.250	11,645.75

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	13,089.75	13,089.75
PP	13,044.00	13,044.00
S1	12,998.00	12,998.00

Download as Excel Spreadsheet

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

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