E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	14,903.00	14,853.75	-49.25	-0.3%	14,965.00
High	14,958.75	15,160.25	201.50	1.3%	15,160.25
Low	14,716.25	14,660.00	-56.25	-0.4%	14,589.00
Close	14,861.75	15,112.00	250.25	1.7%	15,112.00
Range	242.50	500.25	257.75	106.3%	571.25
ATR	256.98	274.36	17.38	6.8%	0.00
Volume	676,461	840,602	164,141	24.3%	3,846,180

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,478.25	16,295.25	15,387.25
R3	15,978.00	15,795.00	15,249.50
R2	15,477.75	15,477.75	15,203.75
R1	15,294.75	15,294.75	15,157.75	15,386.25
PP	14,977.50	14,977.50	14,977.50	15,023.00
S1	14,794.50	14,794.50	15,066.25	14,886.00
S2	14,477.25	14,477.25	15,020.25
S3	13,977.00	14,294.25	14,974.50
S4	13,476.75	13,794.00	14,836.75

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,667.50	16,461.00	15,426.25
R3	16,096.25	15,889.75	15,269.00
R2	15,525.00	15,525.00	15,216.75
R1	15,318.50	15,318.50	15,164.25	15,421.75
PP	14,953.75	14,953.75	14,953.75	15,005.50
S1	14,747.25	14,747.25	15,059.75	14,850.50
S2	14,382.50	14,382.50	15,007.25
S3	13,811.25	14,176.00	14,955.00
S4	13,240.00	13,604.75	14,797.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,160.25	14,589.00	571.25	3.8%	341.75	2.3%	92%	True	False	769,236
10	15,160.25	14,586.00	574.25	3.8%	294.00	1.9%	92%	True	False	727,886
20	15,719.75	14,586.00	1,133.75	7.5%	261.75	1.7%	46%	False	False	681,630
40	15,855.50	14,586.00	1,269.50	8.4%	257.75	1.7%	41%	False	False	347,233
60	16,264.25	14,586.00	1,678.25	11.1%	253.00	1.7%	31%	False	False	232,130
80	16,264.25	14,586.00	1,678.25	11.1%	247.25	1.6%	31%	False	False	174,438
100	16,264.25	13,730.50	2,533.75	16.8%	240.50	1.6%	55%	False	False	139,579
120	16,264.25	13,083.00	3,181.25	21.1%	222.50	1.5%	64%	False	False	116,318

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	84.85
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	17,286.25
2.618	16,470.00
1.618	15,969.75
1.000	15,660.50
0.618	15,469.50
HIGH	15,160.25
0.618	14,969.25
0.500	14,910.00
0.382	14,851.00
LOW	14,660.00
0.618	14,350.75
1.000	14,159.75
1.618	13,850.50
2.618	13,350.25
4.250	12,534.00

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	15,044.75	15,033.00
PP	14,977.50	14,953.75
S1	14,910.00	14,874.50

Download as Excel Spreadsheet

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

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