E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	13,317.00	13,290.00	-27.00	-0.2%	13,070.00
High	13,370.25	13,334.75	-35.50	-0.3%	13,336.00
Low	13,258.75	13,110.25	-148.50	-1.1%	12,800.00
Close	13,306.75	13,184.50	-122.25	-0.9%	13,320.25
Range	111.50	224.50	113.00	101.3%	536.00
ATR	220.36	220.66	0.30	0.1%	0.00
Volume	487,908	664,855	176,947	36.3%	3,430,975

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,883.25	13,758.50	13,308.00
R3	13,658.75	13,534.00	13,246.25
R2	13,434.25	13,434.25	13,225.75
R1	13,309.50	13,309.50	13,205.00	13,259.50
PP	13,209.75	13,209.75	13,209.75	13,185.00
S1	13,085.00	13,085.00	13,164.00	13,035.00
S2	12,985.25	12,985.25	13,143.25
S3	12,760.75	12,860.50	13,122.75
S4	12,536.25	12,636.00	13,061.00

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,760.00	14,576.25	13,615.00
R3	14,224.00	14,040.25	13,467.75
R2	13,688.00	13,688.00	13,418.50
R1	13,504.25	13,504.25	13,369.50	13,596.00
PP	13,152.00	13,152.00	13,152.00	13,198.00
S1	12,968.25	12,968.25	13,271.00	13,060.00
S2	12,616.00	12,616.00	13,222.00
S3	12,080.00	12,432.25	13,172.75
S4	11,544.00	11,896.25	13,025.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,370.25	12,863.75	506.50	3.8%	209.75	1.6%	63%	False	False	661,437
10	13,370.25	12,800.00	570.25	4.3%	195.50	1.5%	67%	False	False	638,752
20	13,370.25	12,800.00	570.25	4.3%	205.50	1.6%	67%	False	False	612,384
40	13,370.25	11,806.25	1,564.00	11.9%	238.25	1.8%	88%	False	False	585,483
60	13,370.25	11,806.25	1,564.00	11.9%	243.00	1.8%	88%	False	False	390,982
80	13,370.25	10,870.00	2,500.25	19.0%	254.00	1.9%	93%	False	False	293,485
100	13,370.25	10,870.00	2,500.25	19.0%	257.75	2.0%	93%	False	False	234,887
120	13,370.25	10,870.00	2,500.25	19.0%	256.50	1.9%	93%	False	False	195,740

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	44.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,289.00
2.618	13,922.50
1.618	13,698.00
1.000	13,559.25
0.618	13,473.50
HIGH	13,334.75
0.618	13,249.00
0.500	13,222.50
0.382	13,196.00
LOW	13,110.25
0.618	12,971.50
1.000	12,885.75
1.618	12,747.00
2.618	12,522.50
4.250	12,156.00

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	13,222.50	13,240.25
PP	13,209.75	13,221.75
S1	13,197.25	13,203.00

Download as Excel Spreadsheet

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

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