E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	15,702.25	15,726.50	24.25	0.2%	15,185.00
High	15,801.00	15,855.50	54.50	0.3%	15,855.50
Low	15,655.75	15,648.50	-7.25	0.0%	15,163.75
Close	15,733.00	15,710.00	-23.00	-0.1%	15,710.00
Range	145.25	207.00	61.75	42.5%	691.75
ATR	261.61	257.71	-3.90	-1.5%	0.00
Volume	2,833	3,641	808	28.5%	14,278

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,359.00	16,241.50	15,823.75
R3	16,152.00	16,034.50	15,767.00
R2	15,945.00	15,945.00	15,748.00
R1	15,827.50	15,827.50	15,729.00	15,782.75
PP	15,738.00	15,738.00	15,738.00	15,715.50
S1	15,620.50	15,620.50	15,691.00	15,575.75
S2	15,531.00	15,531.00	15,672.00
S3	15,324.00	15,413.50	15,653.00
S4	15,117.00	15,206.50	15,596.25

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,651.75	17,372.50	16,090.50
R3	16,960.00	16,680.75	15,900.25
R2	16,268.25	16,268.25	15,836.75
R1	15,989.00	15,989.00	15,773.50	16,128.50
PP	15,576.50	15,576.50	15,576.50	15,646.25
S1	15,297.25	15,297.25	15,646.50	15,437.00
S2	14,884.75	14,884.75	15,583.25
S3	14,193.00	14,605.50	15,519.75
S4	13,501.25	13,913.75	15,329.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,855.50	15,163.75	691.75	4.4%	209.25	1.3%	79%	True	False	2,855
10	15,855.50	14,905.00	950.50	6.1%	282.00	1.8%	85%	True	False	2,732
20	15,855.50	14,792.00	1,063.50	6.8%	265.25	1.7%	86%	True	False	2,532
40	16,264.25	14,792.00	1,472.25	9.4%	250.25	1.6%	62%	False	False	2,150
60	16,264.25	14,612.75	1,651.50	10.5%	244.50	1.6%	66%	False	False	1,802
80	16,264.25	13,508.00	2,756.25	17.5%	232.25	1.5%	80%	False	False	1,376
100	16,264.25	13,083.00	3,181.25	20.2%	210.50	1.3%	83%	False	False	1,102
120	16,264.25	12,350.00	3,914.25	24.9%	194.50	1.2%	86%	False	False	918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53.10
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,735.25
2.618	16,397.50
1.618	16,190.50
1.000	16,062.50
0.618	15,983.50
HIGH	15,855.50
0.618	15,776.50
0.500	15,752.00
0.382	15,727.50
LOW	15,648.50
0.618	15,520.50
1.000	15,441.50
1.618	15,313.50
2.618	15,106.50
4.250	14,768.75

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	15,752.00	15,708.50
PP	15,738.00	15,706.75
S1	15,724.00	15,705.25

Download as Excel Spreadsheet

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

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