E-mini NASDAQ-100 Future December 2022


Trading Metrics calculated at close of trading on 30-Sep-2022
Day Change Summary
Previous Current
29-Sep-2022 30-Sep-2022 Change Change % Previous Week
Open 11,544.00 11,220.00 -324.00 -2.8% 11,362.50
High 11,567.25 11,357.25 -210.00 -1.8% 11,613.50
Low 11,091.50 11,024.25 -67.25 -0.6% 11,024.25
Close 11,228.25 11,035.50 -192.75 -1.7% 11,035.50
Range 475.75 333.00 -142.75 -30.0% 589.25
ATR 348.20 347.11 -1.09 -0.3% 0.00
Volume 891,823 865,700 -26,123 -2.9% 4,306,191
Daily Pivots for day following 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 12,138.00 11,919.75 11,218.75
R3 11,805.00 11,586.75 11,127.00
R2 11,472.00 11,472.00 11,096.50
R1 11,253.75 11,253.75 11,066.00 11,196.50
PP 11,139.00 11,139.00 11,139.00 11,110.25
S1 10,920.75 10,920.75 11,005.00 10,863.50
S2 10,806.00 10,806.00 10,974.50
S3 10,473.00 10,587.75 10,944.00
S4 10,140.00 10,254.75 10,852.25
Weekly Pivots for week ending 30-Sep-2022
Classic Woodie Camarilla DeMark
R4 12,992.25 12,603.00 11,359.50
R3 12,403.00 12,013.75 11,197.50
R2 11,813.75 11,813.75 11,143.50
R1 11,424.50 11,424.50 11,089.50 11,324.50
PP 11,224.50 11,224.50 11,224.50 11,174.50
S1 10,835.25 10,835.25 10,981.50 10,735.25
S2 10,635.25 10,635.25 10,927.50
S3 10,046.00 10,246.00 10,873.50
S4 9,456.75 9,656.75 10,711.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,613.50 11,024.25 589.25 5.3% 379.25 3.4% 2% False True 861,238
10 12,140.50 11,024.25 1,116.25 10.1% 358.50 3.2% 1% False True 805,225
20 12,992.00 11,024.25 1,967.75 17.8% 352.50 3.2% 1% False True 590,440
40 13,822.00 11,024.25 2,797.75 25.4% 319.00 2.9% 0% False True 295,802
60 13,822.00 11,024.25 2,797.75 25.4% 319.25 2.9% 0% False True 197,421
80 13,822.00 11,024.25 2,797.75 25.4% 332.25 3.0% 0% False True 148,212
100 13,822.00 11,024.25 2,797.75 25.4% 344.50 3.1% 0% False True 118,577
120 14,440.00 11,024.25 3,415.75 31.0% 357.50 3.2% 0% False True 98,818
Crabel Price Patterns
NR True
NR4 True
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 108.83
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 12,772.50
2.618 12,229.00
1.618 11,896.00
1.000 11,690.25
0.618 11,563.00
HIGH 11,357.25
0.618 11,230.00
0.500 11,190.75
0.382 11,151.50
LOW 11,024.25
0.618 10,818.50
1.000 10,691.25
1.618 10,485.50
2.618 10,152.50
4.250 9,609.00
Fisher Pivots for day following 30-Sep-2022
Pivot 1 day 3 day
R1 11,190.75 11,319.00
PP 11,139.00 11,224.50
S1 11,087.25 11,130.00

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

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