E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	15,382.25	15,424.25	42.00	0.3%	15,501.75
High	15,461.00	15,442.25	-18.75	-0.1%	15,719.75
Low	15,330.50	15,248.50	-82.00	-0.5%	15,356.75
Close	15,414.50	15,375.25	-39.25	-0.3%	15,392.25
Range	130.50	193.75	63.25	48.5%	363.00
ATR	233.52	230.68	-2.84	-1.2%	0.00
Volume	509,746	552,065	42,319	8.3%	3,359,878

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,936.50	15,849.75	15,481.75
R3	15,742.75	15,656.00	15,428.50
R2	15,549.00	15,549.00	15,410.75
R1	15,462.25	15,462.25	15,393.00	15,408.75
PP	15,355.25	15,355.25	15,355.25	15,328.50
S1	15,268.50	15,268.50	15,357.50	15,215.00
S2	15,161.50	15,161.50	15,339.75
S3	14,967.75	15,074.75	15,322.00
S4	14,774.00	14,881.00	15,268.75

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,578.50	16,348.50	15,592.00
R3	16,215.50	15,985.50	15,492.00
R2	15,852.50	15,852.50	15,458.75
R1	15,622.50	15,622.50	15,425.50	15,556.00
PP	15,489.50	15,489.50	15,489.50	15,456.50
S1	15,259.50	15,259.50	15,359.00	15,193.00
S2	15,126.50	15,126.50	15,325.75
S3	14,763.50	14,896.50	15,292.50
S4	14,400.50	14,533.50	15,192.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,719.75	15,248.50	471.25	3.1%	217.00	1.4%	27%	False	True	634,313
10	15,730.00	15,248.50	481.50	3.1%	211.50	1.4%	26%	False	True	462,655
20	15,855.50	14,939.75	915.75	6.0%	240.75	1.6%	48%	False	False	233,114
40	16,117.00	14,792.00	1,325.00	8.6%	246.75	1.6%	44%	False	False	117,673
60	16,264.25	14,792.00	1,472.25	9.6%	236.75	1.5%	40%	False	False	78,922
80	16,264.25	14,144.00	2,120.25	13.8%	238.00	1.5%	58%	False	False	59,331
100	16,264.25	13,303.00	2,961.25	19.3%	220.50	1.4%	70%	False	False	47,472
120	16,264.25	13,083.00	3,181.25	20.7%	201.25	1.3%	72%	False	False	39,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	35.80
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,265.75
2.618	15,949.50
1.618	15,755.75
1.000	15,636.00
0.618	15,562.00
HIGH	15,442.25
0.618	15,368.25
0.500	15,345.50
0.382	15,322.50
LOW	15,248.50
0.618	15,128.75
1.000	15,054.75
1.618	14,935.00
2.618	14,741.25
4.250	14,425.00

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	15,365.25	15,484.00
PP	15,355.25	15,447.75
S1	15,345.50	15,411.50

Download as Excel Spreadsheet

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

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