E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	15,120.00	15,305.75	185.75	1.2%	15,040.25
High	15,336.75	15,309.25	-27.50	-0.2%	15,468.75
Low	15,083.00	15,050.25	-32.75	-0.2%	14,949.50
Close	15,289.50	15,240.75	-48.75	-0.3%	15,120.25
Range	253.75	259.00	5.25	2.1%	519.25
ATR	263.34	263.03	-0.31	-0.1%	0.00
Volume	641,294	781,599	140,305	21.9%	3,405,149

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,977.00	15,868.00	15,383.25
R3	15,718.00	15,609.00	15,312.00
R2	15,459.00	15,459.00	15,288.25
R1	15,350.00	15,350.00	15,264.50	15,275.00
PP	15,200.00	15,200.00	15,200.00	15,162.50
S1	15,091.00	15,091.00	15,217.00	15,016.00
S2	14,941.00	14,941.00	15,193.25
S3	14,682.00	14,832.00	15,169.50
S4	14,423.00	14,573.00	15,098.25

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,737.25	16,448.00	15,405.75
R3	16,218.00	15,928.75	15,263.00
R2	15,698.75	15,698.75	15,215.50
R1	15,409.50	15,409.50	15,167.75	15,554.00
PP	15,179.50	15,179.50	15,179.50	15,251.75
S1	14,890.25	14,890.25	15,072.75	15,035.00
S2	14,660.25	14,660.25	15,025.00
S3	14,141.00	14,371.00	14,977.50
S4	13,621.75	13,851.75	14,834.75

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	15,050.25	418.50	2.7%	246.75	1.6%	46%	False	True	712,471
10	15,468.75	14,589.00	879.75	5.8%	281.75	1.8%	74%	False	False	714,836
20	15,468.75	14,586.00	882.75	5.8%	272.75	1.8%	74%	False	False	701,948
40	15,855.50	14,586.00	1,269.50	8.3%	256.75	1.7%	52%	False	False	467,531
60	16,117.00	14,586.00	1,531.00	10.0%	255.50	1.7%	43%	False	False	312,431
80	16,264.25	14,586.00	1,678.25	11.0%	245.75	1.6%	39%	False	False	234,678
100	16,264.25	14,144.00	2,120.25	13.9%	245.00	1.6%	52%	False	False	187,854
120	16,264.25	13,303.00	2,961.25	19.4%	229.25	1.5%	65%	False	False	156,551

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	66.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,410.00
2.618	15,987.25
1.618	15,728.25
1.000	15,568.25
0.618	15,469.25
HIGH	15,309.25
0.618	15,210.25
0.500	15,179.75
0.382	15,149.25
LOW	15,050.25
0.618	14,890.25
1.000	14,791.25
1.618	14,631.25
2.618	14,372.25
4.250	13,949.50

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	15,220.50	15,230.00
PP	15,200.00	15,219.25
S1	15,179.75	15,208.50

Download as Excel Spreadsheet

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

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