NASDAQ 100 Cash Index

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	12,688.95	12,748.29	59.34	0.5%	11,857.19
High	12,762.84	12,820.47	57.63	0.5%	12,682.58
Low	12,482.32	12,457.91	-24.41	-0.2%	11,576.11
Close	12,642.10	12,548.36	-93.74	-0.7%	12,681.42
Range	280.52	362.56	82.04	29.2%	1,106.47
ATR	405.30	402.25	-3.05	-0.8%	0.00
Volume

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	13,696.59	13,485.04	12,747.77
R3	13,334.03	13,122.48	12,648.06
R2	12,971.47	12,971.47	12,614.83
R1	12,759.92	12,759.92	12,581.59	12,684.42
PP	12,608.91	12,608.91	12,608.91	12,571.16
S1	12,397.36	12,397.36	12,515.13	12,321.86
S2	12,246.35	12,246.35	12,481.89
S3	11,883.79	12,034.80	12,448.66
S4	11,521.23	11,672.24	12,348.95

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	15,632.78	15,263.57	13,289.98
R3	14,526.31	14,157.10	12,985.70
R2	13,419.84	13,419.84	12,884.27
R1	13,050.63	13,050.63	12,782.85	13,235.24
PP	12,313.37	12,313.37	12,313.37	12,405.67
S1	11,944.16	11,944.16	12,579.99	12,128.77
S2	11,206.90	11,206.90	12,478.57
S3	10,100.43	10,837.69	12,377.14
S4	8,993.96	9,731.22	12,072.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	12,820.47	11,714.27	1,106.20	8.8%	334.00	2.7%	75%	True	False
10	12,820.47	11,492.29	1,328.18	10.6%	351.51	2.8%	80%	True	False
20	13,556.67	11,492.29	2,064.38	16.5%	387.34	3.1%	51%	False	False
40	15,118.97	11,492.29	3,626.68	28.9%	367.79	2.9%	29%	False	False
60	15,265.42	11,492.29	3,773.13	30.1%	349.55	2.8%	28%	False	False
80	15,265.42	11,492.29	3,773.13	30.1%	355.29	2.8%	28%	False	False
100	16,017.39	11,492.29	4,525.10	36.1%	366.07	2.9%	23%	False	False
120	16,607.19	11,492.29	5,114.90	40.8%	350.26	2.8%	21%	False	False

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	14,361.35
2.618	13,769.65
1.618	13,407.09
1.000	13,183.03
0.618	13,044.53
HIGH	12,820.47
0.618	12,681.97
0.500	12,639.19
0.382	12,596.41
LOW	12,457.91
0.618	12,233.85
1.000	12,095.35
1.618	11,871.29
2.618	11,508.73
4.250	10,917.03

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	12,639.19	12,612.88
PP	12,608.91	12,591.37
S1	12,578.64	12,569.87

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

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