E-mini NASDAQ-100 Future December 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 11,996.00 12,345.00 349.00 2.9% 12,050.00
High 12,414.00 12,799.50 385.50 3.1% 12,799.50
Low 11,948.00 12,323.75 375.75 3.1% 11,678.75
Close 12,362.50 12,763.50 401.00 3.2% 12,763.50
Range 466.00 475.75 9.75 2.1% 1,120.75
ATR 429.38 432.70 3.31 0.8% 0.00
Volume 17 17 0 0.0% 72
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 14,056.25 13,885.50 13,025.25
R3 13,580.50 13,409.75 12,894.25
R2 13,104.75 13,104.75 12,850.75
R1 12,934.00 12,934.00 12,807.00 13,019.50
PP 12,629.00 12,629.00 12,629.00 12,671.50
S1 12,458.25 12,458.25 12,720.00 12,543.50
S2 12,153.25 12,153.25 12,676.25
S3 11,677.50 11,982.50 12,632.75
S4 11,201.75 11,506.75 12,501.75
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 15,776.25 15,390.50 13,380.00
R3 14,655.50 14,269.75 13,071.75
R2 13,534.75 13,534.75 12,969.00
R1 13,149.00 13,149.00 12,866.25 13,342.00
PP 12,414.00 12,414.00 12,414.00 12,510.25
S1 12,028.25 12,028.25 12,660.75 12,221.00
S2 11,293.25 11,293.25 12,558.00
S3 10,172.50 10,907.50 12,455.25
S4 9,051.75 9,786.75 12,147.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,799.50 11,678.75 1,120.75 8.8% 354.75 2.8% 97% True False 14
10 12,799.50 11,593.75 1,205.75 9.4% 384.25 3.0% 97% True False 12
20 13,650.00 11,593.75 2,056.25 16.1% 427.00 3.3% 57% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 54.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 14,821.50
2.618 14,045.00
1.618 13,569.25
1.000 13,275.25
0.618 13,093.50
HIGH 12,799.50
0.618 12,617.75
0.500 12,561.50
0.382 12,505.50
LOW 12,323.75
0.618 12,029.75
1.000 11,848.00
1.618 11,554.00
2.618 11,078.25
4.250 10,301.75
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 12,696.25 12,604.75
PP 12,629.00 12,446.00
S1 12,561.50 12,287.00

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

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