E-mini NASDAQ-100 Future June 2022


Trading Metrics calculated at close of trading on 04-Jan-2022
Day Change Summary
Previous Current
03-Jan-2022 04-Jan-2022 Change Change % Previous Week
Open 16,381.00 16,503.75 122.75 0.7% 16,298.25
High 16,501.25 16,558.75 57.50 0.3% 16,654.00
Low 16,291.00 16,138.75 -152.25 -0.9% 16,298.25
Close 16,482.25 16,271.75 -210.50 -1.3% 16,317.50
Range 210.25 420.00 209.75 99.8% 355.75
ATR 284.98 294.63 9.64 3.4% 0.00
Volume 717 825 108 15.1% 2,790
Daily Pivots for day following 04-Jan-2022
Classic Woodie Camarilla DeMark
R4 17,583.00 17,347.50 16,502.75
R3 17,163.00 16,927.50 16,387.25
R2 16,743.00 16,743.00 16,348.75
R1 16,507.50 16,507.50 16,310.25 16,415.25
PP 16,323.00 16,323.00 16,323.00 16,277.00
S1 16,087.50 16,087.50 16,233.25 15,995.25
S2 15,903.00 15,903.00 16,194.75
S3 15,483.00 15,667.50 16,156.25
S4 15,063.00 15,247.50 16,040.75
Weekly Pivots for week ending 31-Dec-2021
Classic Woodie Camarilla DeMark
R4 17,490.50 17,259.75 16,513.25
R3 17,134.75 16,904.00 16,415.25
R2 16,779.00 16,779.00 16,382.75
R1 16,548.25 16,548.25 16,350.00 16,663.50
PP 16,423.25 16,423.25 16,423.25 16,481.00
S1 16,192.50 16,192.50 16,285.00 16,308.00
S2 16,067.50 16,067.50 16,252.25
S3 15,711.75 15,836.75 16,219.75
S4 15,356.00 15,481.00 16,121.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,561.00 16,138.75 422.25 2.6% 215.00 1.3% 31% False True 498
10 16,654.00 15,607.50 1,046.50 6.4% 243.75 1.5% 63% False False 618
20 16,654.00 15,491.25 1,162.75 7.1% 307.50 1.9% 67% False False 438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 53.78
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 18,343.75
2.618 17,658.25
1.618 17,238.25
1.000 16,978.75
0.618 16,818.25
HIGH 16,558.75
0.618 16,398.25
0.500 16,348.75
0.382 16,299.25
LOW 16,138.75
0.618 15,879.25
1.000 15,718.75
1.618 15,459.25
2.618 15,039.25
4.250 14,353.75
Fisher Pivots for day following 04-Jan-2022
Pivot 1 day 3 day
R1 16,348.75 16,348.75
PP 16,323.00 16,323.00
S1 16,297.50 16,297.50

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

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