E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	14,853.75	15,040.25	186.50	1.3%	14,965.00
High	15,160.25	15,212.75	52.50	0.3%	15,160.25
Low	14,660.00	14,949.50	289.50	2.0%	14,589.00
Close	15,112.00	15,187.00	75.00	0.5%	15,112.00
Range	500.25	263.25	-237.00	-47.4%	571.25
ATR	274.36	273.56	-0.79	-0.3%	0.00
Volume	840,602	617,072	-223,530	-26.6%	3,846,180

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,906.25	15,809.75	15,331.75
R3	15,643.00	15,546.50	15,259.50
R2	15,379.75	15,379.75	15,235.25
R1	15,283.25	15,283.25	15,211.25	15,331.50
PP	15,116.50	15,116.50	15,116.50	15,140.50
S1	15,020.00	15,020.00	15,162.75	15,068.25
S2	14,853.25	14,853.25	15,138.75
S3	14,590.00	14,756.75	15,114.50
S4	14,326.75	14,493.50	15,042.25

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	15,212.75	14,589.00	623.75	4.1%	350.50	2.3%	96%	True	False	740,071
10	15,212.75	14,586.00	626.75	4.1%	303.00	2.0%	96%	True	False	732,708
20	15,719.75	14,586.00	1,133.75	7.5%	264.75	1.7%	53%	False	False	682,154
40	15,855.50	14,586.00	1,269.50	8.4%	258.75	1.7%	47%	False	False	362,624
60	16,264.25	14,586.00	1,678.25	11.1%	254.25	1.7%	36%	False	False	242,393
80	16,264.25	14,586.00	1,678.25	11.1%	247.25	1.6%	36%	False	False	182,148
100	16,264.25	13,779.00	2,485.25	16.4%	242.25	1.6%	57%	False	False	145,750
120	16,264.25	13,083.00	3,181.25	20.9%	223.50	1.5%	66%	False	False	121,460

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	86.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,331.50
2.618	15,902.00
1.618	15,638.75
1.000	15,476.00
0.618	15,375.50
HIGH	15,212.75
0.618	15,112.25
0.500	15,081.00
0.382	15,050.00
LOW	14,949.50
0.618	14,786.75
1.000	14,686.25
1.618	14,523.50
2.618	14,260.25
4.250	13,830.75

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	15,151.75	15,103.50
PP	15,116.50	15,020.00
S1	15,081.00	14,936.50

Download as Excel Spreadsheet

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

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