E-mini NASDAQ-100 Future December 2023

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

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	15,375.25	15,133.25	-242.00	-1.6%	15,501.75
High	15,436.25	15,149.00	-287.25	-1.9%	15,719.75
Low	15,127.00	14,841.00	-286.00	-1.9%	15,356.75
Close	15,152.00	14,862.75	-289.25	-1.9%	15,392.25
Range	309.25	308.00	-1.25	-0.4%	363.00
ATR	236.29	241.62	5.34	2.3%	0.00
Volume	605,256	702,742	97,486	16.1%	3,359,878

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,875.00	15,676.75	15,032.25
R3	15,567.00	15,368.75	14,947.50
R2	15,259.00	15,259.00	14,919.25
R1	15,060.75	15,060.75	14,891.00	15,006.00
PP	14,951.00	14,951.00	14,951.00	14,923.50
S1	14,752.75	14,752.75	14,834.50	14,698.00
S2	14,643.00	14,643.00	14,806.25
S3	14,335.00	14,444.75	14,778.00
S4	14,027.00	14,136.75	14,693.25

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	14,841.00	878.75	5.9%	261.00	1.8%	2%	False	True	615,714
10	15,719.75	14,841.00	878.75	5.9%	227.00	1.5%	2%	False	True	589,497
20	15,855.50	14,841.00	1,014.50	6.8%	242.25	1.6%	2%	False	True	298,310
40	16,117.00	14,792.00	1,325.00	8.9%	252.00	1.7%	5%	False	False	150,303
60	16,264.25	14,792.00	1,472.25	9.9%	237.50	1.6%	5%	False	False	100,680
80	16,264.25	14,596.75	1,667.50	11.2%	237.75	1.6%	16%	False	False	75,679
100	16,264.25	13,303.00	2,961.25	19.9%	222.75	1.5%	53%	False	False	60,552
120	16,264.25	13,083.00	3,181.25	21.4%	205.25	1.4%	56%	False	False	50,460

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	41.20
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,458.00
2.618	15,955.25
1.618	15,647.25
1.000	15,457.00
0.618	15,339.25
HIGH	15,149.00
0.618	15,031.25
0.500	14,995.00
0.382	14,958.75
LOW	14,841.00
0.618	14,650.75
1.000	14,533.00
1.618	14,342.75
2.618	14,034.75
4.250	13,532.00

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	14,995.00	15,141.50
PP	14,951.00	15,048.75
S1	14,906.75	14,955.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols