E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 20-Oct-2023

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	15,045.00	14,850.00	-195.00	-1.3%	15,120.00
High	15,138.25	14,887.50	-250.75	-1.7%	15,336.75
Low	14,839.50	14,645.00	-194.50	-1.3%	14,645.00
Close	14,890.00	14,664.00	-226.00	-1.5%	14,664.00
Range	298.75	242.50	-56.25	-18.8%	691.75
ATR	265.48	264.02	-1.46	-0.6%	0.00
Volume	1,019,700	846,675	-173,025	-17.0%	4,142,867

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,459.75	15,304.25	14,797.50
R3	15,217.25	15,061.75	14,730.75
R2	14,974.75	14,974.75	14,708.50
R1	14,819.25	14,819.25	14,686.25	14,775.75
PP	14,732.25	14,732.25	14,732.25	14,710.50
S1	14,576.75	14,576.75	14,641.75	14,533.25
S2	14,489.75	14,489.75	14,619.50
S3	14,247.25	14,334.25	14,597.25
S4	14,004.75	14,091.75	14,530.50

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,957.25	16,502.25	15,044.50
R3	16,265.50	15,810.50	14,854.25
R2	15,573.75	15,573.75	14,790.75
R1	15,118.75	15,118.75	14,727.50	15,000.50
PP	14,882.00	14,882.00	14,882.00	14,822.75
S1	14,427.00	14,427.00	14,600.50	14,308.50
S2	14,190.25	14,190.25	14,537.25
S3	13,498.50	13,735.25	14,473.75
S4	12,806.75	13,043.50	14,283.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,336.75	14,645.00	691.75	4.7%	262.50	1.8%	3%	False	True	828,573
10	15,468.75	14,645.00	823.75	5.6%	251.00	1.7%	2%	False	True	754,801
20	15,468.75	14,586.00	882.75	6.0%	272.50	1.9%	9%	False	False	741,344
40	15,855.50	14,586.00	1,269.50	8.7%	247.00	1.7%	6%	False	False	535,332
60	16,117.00	14,586.00	1,531.00	10.4%	255.50	1.7%	5%	False	False	357,650
80	16,264.25	14,586.00	1,678.25	11.4%	246.00	1.7%	5%	False	False	268,635
100	16,264.25	14,586.00	1,678.25	11.4%	244.50	1.7%	5%	False	False	215,051
120	16,264.25	13,303.00	2,961.25	20.2%	232.25	1.6%	46%	False	False	179,218

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	42.18
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	15,918.00
2.618	15,522.25
1.618	15,279.75
1.000	15,130.00
0.618	15,037.25
HIGH	14,887.50
0.618	14,794.75
0.500	14,766.25
0.382	14,737.75
LOW	14,645.00
0.618	14,495.25
1.000	14,402.50
1.618	14,252.75
2.618	14,010.25
4.250	13,614.50

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	14,766.25	14,941.50
PP	14,732.25	14,849.00
S1	14,698.00	14,756.50

Download as Excel Spreadsheet

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

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