E-mini NASDAQ-100 Future June 2023


Trading Metrics calculated at close of trading on 28-Dec-2022
Day Change Summary
Previous Current
27-Dec-2022 28-Dec-2022 Change Change % Previous Week
Open 11,250.00 11,027.25 -222.75 -2.0% 11,477.00
High 11,298.50 11,109.75 -188.75 -1.7% 11,527.75
Low 11,016.75 10,875.50 -141.25 -1.3% 10,990.00
Close 11,033.00 10,888.50 -144.50 -1.3% 11,193.00
Range 281.75 234.25 -47.50 -16.9% 537.75
ATR 283.75 280.22 -3.54 -1.2% 0.00
Volume 407 1,550 1,143 280.8% 2,501
Daily Pivots for day following 28-Dec-2022
Classic Woodie Camarilla DeMark
R4 11,660.75 11,508.75 11,017.25
R3 11,426.50 11,274.50 10,953.00
R2 11,192.25 11,192.25 10,931.50
R1 11,040.25 11,040.25 10,910.00 10,999.00
PP 10,958.00 10,958.00 10,958.00 10,937.25
S1 10,806.00 10,806.00 10,867.00 10,765.00
S2 10,723.75 10,723.75 10,845.50
S3 10,489.50 10,571.75 10,824.00
S4 10,255.25 10,337.50 10,759.75
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 12,850.25 12,559.25 11,488.75
R3 12,312.50 12,021.50 11,341.00
R2 11,774.75 11,774.75 11,291.50
R1 11,483.75 11,483.75 11,242.25 11,360.50
PP 11,237.00 11,237.00 11,237.00 11,175.25
S1 10,946.00 10,946.00 11,143.75 10,822.50
S2 10,699.25 10,699.25 11,094.50
S3 10,161.50 10,408.25 11,045.00
S4 9,623.75 9,870.50 10,897.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,507.00 10,875.50 631.50 5.8% 290.25 2.7% 2% False True 666
10 12,184.75 10,875.50 1,309.25 12.0% 295.00 2.7% 1% False True 536
20 12,446.25 10,875.50 1,570.75 14.4% 283.50 2.6% 1% False True 283
Crabel Price Patterns
NR True
NR4 False
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 56.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 12,105.25
2.618 11,723.00
1.618 11,488.75
1.000 11,344.00
0.618 11,254.50
HIGH 11,109.75
0.618 11,020.25
0.500 10,992.50
0.382 10,965.00
LOW 10,875.50
0.618 10,730.75
1.000 10,641.25
1.618 10,496.50
2.618 10,262.25
4.250 9,880.00
Fisher Pivots for day following 28-Dec-2022
Pivot 1 day 3 day
R1 10,992.50 11,087.00
PP 10,958.00 11,020.75
S1 10,923.25 10,954.75

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

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