E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	15,236.50	15,045.00	-191.50	-1.3%	15,040.25
High	15,238.25	15,138.25	-100.00	-0.7%	15,468.75
Low	14,979.25	14,839.50	-139.75	-0.9%	14,949.50
Close	15,025.25	14,890.00	-135.25	-0.9%	15,120.25
Range	259.00	298.75	39.75	15.3%	519.25
ATR	262.92	265.48	2.56	1.0%	0.00
Volume	853,599	1,019,700	166,101	19.5%	3,405,149

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,852.25	15,669.75	15,054.25
R3	15,553.50	15,371.00	14,972.25
R2	15,254.75	15,254.75	14,944.75
R1	15,072.25	15,072.25	14,917.50	15,014.00
PP	14,956.00	14,956.00	14,956.00	14,926.75
S1	14,773.50	14,773.50	14,862.50	14,715.50
S2	14,657.25	14,657.25	14,835.25
S3	14,358.50	14,474.75	14,807.75
S4	14,059.75	14,176.00	14,725.75

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	15,366.75	14,839.50	527.25	3.5%	275.00	1.8%	10%	False	True	814,639
10	15,468.75	14,660.00	808.75	5.4%	276.75	1.9%	28%	False	False	754,194
20	15,468.75	14,586.00	882.75	5.9%	270.00	1.8%	34%	False	False	730,213
40	15,855.50	14,586.00	1,269.50	8.5%	256.00	1.7%	24%	False	False	514,261
60	16,117.00	14,586.00	1,531.00	10.3%	258.00	1.7%	20%	False	False	343,607
80	16,264.25	14,586.00	1,678.25	11.3%	245.50	1.6%	18%	False	False	258,063
100	16,264.25	14,586.00	1,678.25	11.3%	244.25	1.6%	18%	False	False	206,586
120	16,264.25	13,303.00	2,961.25	19.9%	230.50	1.5%	54%	False	False	172,162

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	57.80
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	16,408.00
2.618	15,920.50
1.618	15,621.75
1.000	15,437.00
0.618	15,323.00
HIGH	15,138.25
0.618	15,024.25
0.500	14,989.00
0.382	14,953.50
LOW	14,839.50
0.618	14,654.75
1.000	14,540.75
1.618	14,356.00
2.618	14,057.25
4.250	13,569.75

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	14,989.00	15,074.50
PP	14,956.00	15,013.00
S1	14,923.00	14,951.50

Download as Excel Spreadsheet

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

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