E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	15,282.25	15,407.50	125.25	0.8%	14,965.00
High	15,416.75	15,468.75	52.00	0.3%	15,160.25
Low	15,253.00	15,216.25	-36.75	-0.2%	14,589.00
Close	15,380.00	15,315.00	-65.00	-0.4%	15,112.00
Range	163.75	252.50	88.75	54.2%	571.25
ATR	261.62	260.97	-0.65	-0.2%	0.00
Volume	614,965	747,494	132,529	21.6%	3,846,180

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,090.75	15,955.50	15,454.00
R3	15,838.25	15,703.00	15,384.50
R2	15,585.75	15,585.75	15,361.25
R1	15,450.50	15,450.50	15,338.25	15,392.00
PP	15,333.25	15,333.25	15,333.25	15,304.00
S1	15,198.00	15,198.00	15,291.75	15,139.50
S2	15,080.75	15,080.75	15,268.75
S3	14,828.25	14,945.50	15,245.50
S4	14,575.75	14,693.00	15,176.00

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	15,468.75	14,660.00	808.75	5.3%	278.25	1.8%	81%	True	False	693,749
10	15,468.75	14,589.00	879.75	5.7%	285.00	1.9%	83%	True	False	721,986
20	15,719.75	14,586.00	1,133.75	7.4%	266.25	1.7%	64%	False	False	680,482
40	15,855.50	14,586.00	1,269.50	8.3%	255.50	1.7%	57%	False	False	412,732
60	16,123.25	14,586.00	1,537.25	10.0%	253.75	1.7%	47%	False	False	275,844
80	16,264.25	14,586.00	1,678.25	11.0%	245.25	1.6%	43%	False	False	207,250
100	16,264.25	13,888.50	2,375.75	15.5%	242.75	1.6%	60%	False	False	165,859
120	16,264.25	13,083.00	3,181.25	20.8%	225.75	1.5%	70%	False	False	138,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	76.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,542.00
2.618	16,129.75
1.618	15,877.25
1.000	15,721.25
0.618	15,624.75
HIGH	15,468.75
0.618	15,372.25
0.500	15,342.50
0.382	15,312.75
LOW	15,216.25
0.618	15,060.25
1.000	14,963.75
1.618	14,807.75
2.618	14,555.25
4.250	14,143.00

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	15,342.50	15,320.25
PP	15,333.25	15,318.50
S1	15,324.25	15,316.75

Download as Excel Spreadsheet

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

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