E-mini NASDAQ-100 Future September 2022


Trading Metrics calculated at close of trading on 01-Jul-2022
Day Change Summary
Previous Current
30-Jun-2022 01-Jul-2022 Change Change % Previous Week
Open 11,691.50 11,507.50 -184.00 -1.6% 12,137.50
High 11,696.75 11,629.75 -67.00 -0.6% 12,262.00
Low 11,351.00 11,381.75 30.75 0.3% 11,351.00
Close 11,529.50 11,611.25 81.75 0.7% 11,611.25
Range 345.75 248.00 -97.75 -28.3% 911.00
ATR 400.94 390.02 -10.92 -2.7% 0.00
Volume 738,071 601,591 -136,480 -18.5% 3,130,332
Daily Pivots for day following 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 12,285.00 12,196.00 11,747.75
R3 12,037.00 11,948.00 11,679.50
R2 11,789.00 11,789.00 11,656.75
R1 11,700.00 11,700.00 11,634.00 11,744.50
PP 11,541.00 11,541.00 11,541.00 11,563.00
S1 11,452.00 11,452.00 11,588.50 11,496.50
S2 11,293.00 11,293.00 11,565.75
S3 11,045.00 11,204.00 11,543.00
S4 10,797.00 10,956.00 11,474.75
Weekly Pivots for week ending 01-Jul-2022
Classic Woodie Camarilla DeMark
R4 14,474.50 13,953.75 12,112.25
R3 13,563.50 13,042.75 11,861.75
R2 12,652.50 12,652.50 11,778.25
R1 12,131.75 12,131.75 11,694.75 11,936.50
PP 11,741.50 11,741.50 11,741.50 11,643.75
S1 11,220.75 11,220.75 11,527.75 11,025.50
S2 10,830.50 10,830.50 11,444.25
S3 9,919.50 10,309.75 11,360.75
S4 9,008.50 9,398.75 11,110.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,262.00 11,351.00 911.00 7.8% 311.75 2.7% 29% False False 626,066
10 12,262.00 11,119.00 1,143.00 9.8% 343.50 3.0% 43% False False 635,176
20 12,973.75 11,068.50 1,905.25 16.4% 382.00 3.3% 28% False False 491,275
40 13,582.00 11,068.50 2,513.50 21.6% 424.25 3.7% 22% False False 246,633
60 14,892.00 11,068.50 3,823.50 32.9% 426.00 3.7% 14% False False 164,776
80 15,305.00 11,068.50 4,236.50 36.5% 413.50 3.6% 13% False False 123,697
100 15,305.00 11,068.50 4,236.50 36.5% 419.50 3.6% 13% False False 98,966
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 81.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,683.75
2.618 12,279.00
1.618 12,031.00
1.000 11,877.75
0.618 11,783.00
HIGH 11,629.75
0.618 11,535.00
0.500 11,505.75
0.382 11,476.50
LOW 11,381.75
0.618 11,228.50
1.000 11,133.75
1.618 10,980.50
2.618 10,732.50
4.250 10,327.75
Fisher Pivots for day following 01-Jul-2022
Pivot 1 day 3 day
R1 11,576.00 11,590.75
PP 11,541.00 11,570.50
S1 11,505.75 11,550.00

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

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