E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	15,133.25	14,854.50	-278.75	-1.8%	15,382.25
High	15,149.00	15,027.50	-121.50	-0.8%	15,461.00
Low	14,841.00	14,836.25	-4.75	0.0%	14,836.25
Close	14,862.75	14,869.50	6.75	0.0%	14,869.50
Range	308.00	191.25	-116.75	-37.9%	624.75
ATR	241.62	238.03	-3.60	-1.5%	0.00
Volume	702,742	624,056	-78,686	-11.2%	2,993,865

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,484.75	15,368.50	14,974.75
R3	15,293.50	15,177.25	14,922.00
R2	15,102.25	15,102.25	14,904.50
R1	14,986.00	14,986.00	14,887.00	15,044.00
PP	14,911.00	14,911.00	14,911.00	14,940.25
S1	14,794.75	14,794.75	14,852.00	14,853.00
S2	14,719.75	14,719.75	14,834.50
S3	14,528.50	14,603.50	14,817.00
S4	14,337.25	14,412.25	14,764.25

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,929.75	16,524.50	15,213.00
R3	16,305.00	15,899.75	15,041.25
R2	15,680.25	15,680.25	14,984.00
R1	15,275.00	15,275.00	14,926.75	15,165.25
PP	15,055.50	15,055.50	15,055.50	15,000.75
S1	14,650.25	14,650.25	14,812.25	14,540.50
S2	14,430.75	14,430.75	14,755.00
S3	13,806.00	14,025.50	14,697.75
S4	13,181.25	13,400.75	14,526.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,461.00	14,836.25	624.75	4.2%	226.50	1.5%	5%	False	True	598,773
10	15,719.75	14,836.25	883.50	5.9%	229.25	1.5%	4%	False	True	635,374
20	15,855.50	14,836.25	1,019.25	6.9%	221.75	1.5%	3%	False	True	329,320
40	16,117.00	14,792.00	1,325.00	8.9%	247.00	1.7%	6%	False	False	165,803
60	16,264.25	14,792.00	1,472.25	9.9%	237.25	1.6%	5%	False	False	111,066
80	16,264.25	14,596.75	1,667.50	11.2%	237.50	1.6%	16%	False	False	83,478
100	16,264.25	13,303.00	2,961.25	19.9%	224.25	1.5%	53%	False	False	66,792
120	16,264.25	13,083.00	3,181.25	21.4%	206.00	1.4%	56%	False	False	55,661

Crabel Price Patterns
NR	True
NR4	True
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	36.70
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,840.25
2.618	15,528.25
1.618	15,337.00
1.000	15,218.75
0.618	15,145.75
HIGH	15,027.50
0.618	14,954.50
0.500	14,932.00
0.382	14,909.25
LOW	14,836.25
0.618	14,718.00
1.000	14,645.00
1.618	14,526.75
2.618	14,335.50
4.250	14,023.50

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	14,932.00	15,136.25
PP	14,911.00	15,047.25
S1	14,890.25	14,958.50

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

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