E-mini NASDAQ-100 Future June 2022


Trading Metrics calculated at close of trading on 12-Jan-2022
Day Change Summary
Previous Current
11-Jan-2022 12-Jan-2022 Change Change % Previous Week
Open 15,601.50 15,827.00 225.50 1.4% 16,381.00
High 15,833.75 16,007.50 173.75 1.1% 16,558.75
Low 15,475.25 15,761.75 286.50 1.9% 15,509.75
Close 15,828.00 15,884.00 56.00 0.4% 15,577.50
Range 358.50 245.75 -112.75 -31.5% 1,049.00
ATR 328.41 322.51 -5.90 -1.8% 0.00
Volume 1,846 812 -1,034 -56.0% 7,632
Daily Pivots for day following 12-Jan-2022
Classic Woodie Camarilla DeMark
R4 16,621.75 16,498.50 16,019.25
R3 16,376.00 16,252.75 15,951.50
R2 16,130.25 16,130.25 15,929.00
R1 16,007.00 16,007.00 15,906.50 16,068.50
PP 15,884.50 15,884.50 15,884.50 15,915.25
S1 15,761.25 15,761.25 15,861.50 15,823.00
S2 15,638.75 15,638.75 15,839.00
S3 15,393.00 15,515.50 15,816.50
S4 15,147.25 15,269.75 15,748.75
Weekly Pivots for week ending 07-Jan-2022
Classic Woodie Camarilla DeMark
R4 19,029.00 18,352.25 16,154.50
R3 17,980.00 17,303.25 15,866.00
R2 16,931.00 16,931.00 15,769.75
R1 16,254.25 16,254.25 15,673.75 16,068.00
PP 15,882.00 15,882.00 15,882.00 15,789.00
S1 15,205.25 15,205.25 15,481.25 15,019.00
S2 14,833.00 14,833.00 15,385.25
S3 13,784.00 14,156.25 15,289.00
S4 12,735.00 13,107.25 15,000.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,007.50 15,150.00 857.50 5.4% 349.75 2.2% 86% True False 2,112
10 16,561.00 15,150.00 1,411.00 8.9% 316.00 2.0% 52% False False 1,424
20 16,654.00 15,150.00 1,504.00 9.5% 327.50 2.1% 49% False False 1,031
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 64.40
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 17,052.00
2.618 16,650.75
1.618 16,405.00
1.000 16,253.25
0.618 16,159.25
HIGH 16,007.50
0.618 15,913.50
0.500 15,884.50
0.382 15,855.75
LOW 15,761.75
0.618 15,610.00
1.000 15,516.00
1.618 15,364.25
2.618 15,118.50
4.250 14,717.25
Fisher Pivots for day following 12-Jan-2022
Pivot 1 day 3 day
R1 15,884.50 15,782.25
PP 15,884.50 15,680.50
S1 15,884.25 15,578.75

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

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