E-mini NASDAQ-100 Future June 2022


Trading Metrics calculated at close of trading on 29-Dec-2021
Day Change Summary
Previous Current
28-Dec-2021 29-Dec-2021 Change Change % Previous Week
Open 16,559.50 16,529.00 -30.50 -0.2% 15,809.75
High 16,654.00 16,558.50 -95.50 -0.6% 16,355.25
Low 16,451.00 16,387.00 -64.00 -0.4% 15,491.25
Close 16,485.00 16,487.50 2.50 0.0% 16,298.00
Range 203.00 171.50 -31.50 -15.5% 864.00
ATR 326.50 315.43 -11.07 -3.4% 0.00
Volume 483 511 28 5.8% 2,723
Daily Pivots for day following 29-Dec-2021
Classic Woodie Camarilla DeMark
R4 16,992.25 16,911.25 16,581.75
R3 16,820.75 16,739.75 16,534.75
R2 16,649.25 16,649.25 16,519.00
R1 16,568.25 16,568.25 16,503.25 16,523.00
PP 16,477.75 16,477.75 16,477.75 16,455.00
S1 16,396.75 16,396.75 16,471.75 16,351.50
S2 16,306.25 16,306.25 16,456.00
S3 16,134.75 16,225.25 16,440.25
S4 15,963.25 16,053.75 16,393.25
Weekly Pivots for week ending 24-Dec-2021
Classic Woodie Camarilla DeMark
R4 18,640.25 18,333.00 16,773.25
R3 17,776.25 17,469.00 16,535.50
R2 16,912.25 16,912.25 16,456.50
R1 16,605.00 16,605.00 16,377.25 16,758.50
PP 16,048.25 16,048.25 16,048.25 16,125.00
S1 15,741.00 15,741.00 16,218.75 15,894.50
S2 15,184.25 15,184.25 16,139.50
S3 14,320.25 14,877.00 16,060.50
S4 13,456.25 14,013.00 15,822.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,654.00 15,885.25 768.75 4.7% 231.50 1.4% 78% False False 695
10 16,654.00 15,491.25 1,162.75 7.1% 339.00 2.1% 86% False False 639
20 16,654.00 15,491.25 1,162.75 7.1% 348.75 2.1% 86% False False 343
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 82.23
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 17,287.50
2.618 17,007.50
1.618 16,836.00
1.000 16,730.00
0.618 16,664.50
HIGH 16,558.50
0.618 16,493.00
0.500 16,472.75
0.382 16,452.50
LOW 16,387.00
0.618 16,281.00
1.000 16,215.50
1.618 16,109.50
2.618 15,938.00
4.250 15,658.00
Fisher Pivots for day following 29-Dec-2021
Pivot 1 day 3 day
R1 16,482.50 16,483.75
PP 16,477.75 16,480.00
S1 16,472.75 16,476.00

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

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