E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 21-Aug-2023

Day Change Summary
	Previous	Current
	18-Aug-2023	21-Aug-2023	Change	Change %	Previous Week
Open	14,937.00	14,945.00	8.00	0.1%	15,291.25
High	14,984.00	15,199.00	215.00	1.4%	15,525.75
Low	14,792.00	14,905.00	113.00	0.8%	14,792.00
Close	14,926.50	15,172.50	246.00	1.6%	14,926.50
Range	192.00	294.00	102.00	53.1%	733.75
ATR	244.06	247.62	3.57	1.5%	0.00
Volume	3,430	2,110	-1,320	-38.5%	12,596

Daily Pivots for day following 21-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,974.25	15,867.25	15,334.25
R3	15,680.25	15,573.25	15,253.25
R2	15,386.25	15,386.25	15,226.50
R1	15,279.25	15,279.25	15,199.50	15,332.75
PP	15,092.25	15,092.25	15,092.25	15,119.00
S1	14,985.25	14,985.25	15,145.50	15,038.75
S2	14,798.25	14,798.25	15,118.50
S3	14,504.25	14,691.25	15,091.75
S4	14,210.25	14,397.25	15,010.75

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,282.75	16,838.25	15,330.00
R3	16,549.00	16,104.50	15,128.25
R2	15,815.25	15,815.25	15,061.00
R1	15,370.75	15,370.75	14,993.75	15,226.00
PP	15,081.50	15,081.50	15,081.50	15,009.00
S1	14,637.00	14,637.00	14,859.25	14,492.50
S2	14,347.75	14,347.75	14,792.00
S3	13,614.00	13,903.25	14,724.75
S4	12,880.25	13,169.50	14,523.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,525.75	14,792.00	733.75	4.8%	253.50	1.7%	52%	False	False	2,394
10	15,696.00	14,792.00	904.00	6.0%	262.00	1.7%	42%	False	False	2,366
20	16,117.00	14,792.00	1,325.00	8.7%	253.00	1.7%	29%	False	False	2,233
40	16,264.25	14,792.00	1,472.25	9.7%	234.75	1.5%	26%	False	False	1,825
60	16,264.25	14,144.00	2,120.25	14.0%	237.00	1.6%	49%	False	False	1,403
80	16,264.25	13,303.00	2,961.25	19.5%	215.50	1.4%	63%	False	False	1,062
100	16,264.25	13,083.00	3,181.25	21.0%	193.25	1.3%	66%	False	False	850
120	16,264.25	12,150.00	4,114.25	27.1%	179.50	1.2%	73%	False	False	708

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.33
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	16,448.50
2.618	15,968.75
1.618	15,674.75
1.000	15,493.00
0.618	15,380.75
HIGH	15,199.00
0.618	15,086.75
0.500	15,052.00
0.382	15,017.25
LOW	14,905.00
0.618	14,723.25
1.000	14,611.00
1.618	14,429.25
2.618	14,135.25
4.250	13,655.50

Fisher Pivots for day following 21-Aug-2023
Pivot	1 day	3 day
R1	15,132.25	15,114.50
PP	15,092.25	15,056.75
S1	15,052.00	14,999.00

Download as Excel Spreadsheet

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

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