E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	14,876.50	14,965.00	88.50	0.6%	14,880.25
High	15,060.75	15,046.00	-14.75	-0.1%	15,060.75
Low	14,811.00	14,826.00	15.00	0.1%	14,586.00
Close	14,866.50	14,984.75	118.25	0.8%	14,866.50
Range	249.75	220.00	-29.75	-11.9%	474.75
ATR	241.25	239.73	-1.52	-0.6%	0.00
Volume	745,541	762,896	17,355	2.3%	3,432,689

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,612.25	15,518.50	15,105.75
R3	15,392.25	15,298.50	15,045.25
R2	15,172.25	15,172.25	15,025.00
R1	15,078.50	15,078.50	15,005.00	15,125.50
PP	14,952.25	14,952.25	14,952.25	14,975.75
S1	14,858.50	14,858.50	14,964.50	14,905.50
S2	14,732.25	14,732.25	14,944.50
S3	14,512.25	14,638.50	14,924.25
S4	14,292.25	14,418.50	14,863.75

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,262.00	16,039.00	15,127.50
R3	15,787.25	15,564.25	14,997.00
R2	15,312.50	15,312.50	14,953.50
R1	15,089.50	15,089.50	14,910.00	14,963.50
PP	14,837.75	14,837.75	14,837.75	14,774.75
S1	14,614.75	14,614.75	14,823.00	14,489.00
S2	14,363.00	14,363.00	14,779.50
S3	13,888.25	14,140.00	14,736.00
S4	13,413.50	13,665.25	14,605.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,060.75	14,586.00	474.75	3.2%	255.50	1.7%	84%	False	False	725,345
10	15,442.25	14,586.00	856.25	5.7%	245.25	1.6%	47%	False	False	667,970
20	15,784.25	14,586.00	1,198.25	8.0%	227.25	1.5%	33%	False	False	538,235
40	15,855.50	14,586.00	1,269.50	8.5%	246.25	1.6%	31%	False	False	270,383
60	16,264.25	14,586.00	1,678.25	11.2%	242.50	1.6%	24%	False	False	180,845
80	16,264.25	14,586.00	1,678.25	11.2%	240.25	1.6%	24%	False	False	135,910
100	16,264.25	13,508.00	2,756.25	18.4%	231.25	1.5%	54%	False	False	108,748
120	16,264.25	13,083.00	3,181.25	21.2%	213.25	1.4%	60%	False	False	90,624

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.58
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,981.00
2.618	15,622.00
1.618	15,402.00
1.000	15,266.00
0.618	15,182.00
HIGH	15,046.00
0.618	14,962.00
0.500	14,936.00
0.382	14,910.00
LOW	14,826.00
0.618	14,690.00
1.000	14,606.00
1.618	14,470.00
2.618	14,250.00
4.250	13,891.00

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	14,968.50	14,943.00
PP	14,952.25	14,901.25
S1	14,936.00	14,859.50

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

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