E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 26-Sep-2023

Day Change Summary
	Previous	Current
	25-Sep-2023	26-Sep-2023	Change	Change %	Previous Week
Open	14,880.25	14,949.00	68.75	0.5%	15,382.25
High	14,955.75	14,949.00	-6.75	0.0%	15,461.00
Low	14,782.25	14,666.25	-116.00	-0.8%	14,836.25
Close	14,935.25	14,715.00	-220.25	-1.5%	14,869.50
Range	173.50	282.75	109.25	63.0%	624.75
ATR	233.42	236.94	3.52	1.5%	0.00
Volume	568,859	667,617	98,758	17.4%	2,993,865

Daily Pivots for day following 26-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,625.00	15,452.75	14,870.50
R3	15,342.25	15,170.00	14,792.75
R2	15,059.50	15,059.50	14,766.75
R1	14,887.25	14,887.25	14,741.00	14,832.00
PP	14,776.75	14,776.75	14,776.75	14,749.00
S1	14,604.50	14,604.50	14,689.00	14,549.25
S2	14,494.00	14,494.00	14,663.25
S3	14,211.25	14,321.75	14,637.25
S4	13,928.50	14,039.00	14,559.50

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	15,436.25	14,666.25	770.00	5.2%	253.00	1.7%	6%	False	True	633,706
10	15,719.75	14,666.25	1,053.50	7.2%	235.00	1.6%	5%	False	True	634,009
20	15,855.50	14,666.25	1,189.25	8.1%	222.50	1.5%	4%	False	True	390,915
40	16,088.75	14,666.25	1,422.50	9.7%	246.75	1.7%	3%	False	True	196,612
60	16,264.25	14,666.25	1,598.00	10.9%	237.50	1.6%	3%	False	True	131,600
80	16,264.25	14,612.75	1,651.50	11.2%	237.50	1.6%	6%	False	False	98,930
100	16,264.25	13,303.00	2,961.25	20.1%	226.00	1.5%	48%	False	False	79,157
120	16,264.25	13,083.00	3,181.25	21.6%	208.25	1.4%	51%	False	False	65,965

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	41.58
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,150.75
2.618	15,689.25
1.618	15,406.50
1.000	15,231.75
0.618	15,123.75
HIGH	14,949.00
0.618	14,841.00
0.500	14,807.50
0.382	14,774.25
LOW	14,666.25
0.618	14,491.50
1.000	14,383.50
1.618	14,208.75
2.618	13,926.00
4.250	13,464.50

Fisher Pivots for day following 26-Sep-2023
Pivot	1 day	3 day
R1	14,807.50	14,847.00
PP	14,776.75	14,803.00
S1	14,746.00	14,759.00

Download as Excel Spreadsheet

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

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