E-mini NASDAQ-100 Future June 2023

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

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	13,258.75	13,410.00	151.25	1.1%	13,317.00
High	13,446.75	13,470.25	23.50	0.2%	13,370.25
Low	13,202.75	13,361.50	158.75	1.2%	13,001.75
Close	13,409.50	13,446.50	37.00	0.3%	13,317.75
Range	244.00	108.75	-135.25	-55.4%	368.50
ATR	211.28	203.96	-7.32	-3.5%	0.00
Volume	839,699	653,399	-186,300	-22.2%	3,031,247

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,752.25	13,708.25	13,506.25
R3	13,643.50	13,599.50	13,476.50
R2	13,534.75	13,534.75	13,466.50
R1	13,490.75	13,490.75	13,456.50	13,512.75
PP	13,426.00	13,426.00	13,426.00	13,437.00
S1	13,382.00	13,382.00	13,436.50	13,404.00
S2	13,317.25	13,317.25	13,426.50
S3	13,208.50	13,273.25	13,416.50
S4	13,099.75	13,164.50	13,386.75

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,335.50	14,195.00	13,520.50
R3	13,967.00	13,826.50	13,419.00
R2	13,598.50	13,598.50	13,385.25
R1	13,458.00	13,458.00	13,351.50	13,528.25
PP	13,230.00	13,230.00	13,230.00	13,265.00
S1	13,089.50	13,089.50	13,284.00	13,159.75
S2	12,861.50	12,861.50	13,250.25
S3	12,493.00	12,721.00	13,216.50
S4	12,124.50	12,352.50	13,115.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,470.25	13,055.75	414.50	3.1%	173.25	1.3%	94%	True	False	624,938
10	13,470.25	13,001.75	468.50	3.5%	177.50	1.3%	95%	True	False	625,370
20	13,470.25	12,800.00	670.25	5.0%	186.25	1.4%	96%	True	False	628,132
40	13,470.25	12,314.00	1,156.25	8.6%	216.50	1.6%	98%	True	False	626,360
60	13,470.25	11,806.25	1,664.00	12.4%	231.50	1.7%	99%	True	False	464,708
80	13,470.25	11,429.75	2,040.50	15.2%	248.00	1.8%	99%	True	False	348,794
100	13,470.25	10,870.00	2,600.25	19.3%	250.00	1.9%	99%	True	False	279,179
120	13,470.25	10,870.00	2,600.25	19.3%	249.25	1.9%	99%	True	False	232,655

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	45.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	13,932.50
2.618	13,755.00
1.618	13,646.25
1.000	13,579.00
0.618	13,537.50
HIGH	13,470.25
0.618	13,428.75
0.500	13,416.00
0.382	13,403.00
LOW	13,361.50
0.618	13,294.25
1.000	13,252.75
1.618	13,185.50
2.618	13,076.75
4.250	12,899.25

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	13,436.25	13,409.75
PP	13,426.00	13,373.25
S1	13,416.00	13,336.50

Download as Excel Spreadsheet

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

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