E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	14,425.00	14,248.25	-176.75	-1.2%	14,680.00
High	14,459.00	14,407.75	-51.25	-0.4%	14,948.75
Low	14,140.25	14,209.75	69.50	0.5%	14,140.25
Close	14,194.00	14,265.25	71.25	0.5%	14,265.25
Range	318.75	198.00	-120.75	-37.9%	808.50
ATR	282.06	277.18	-4.88	-1.7%	0.00
Volume	987,597	782,097	-205,500	-20.8%	4,059,162

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,888.25	14,774.75	14,374.25
R3	14,690.25	14,576.75	14,319.75
R2	14,492.25	14,492.25	14,301.50
R1	14,378.75	14,378.75	14,283.50	14,435.50
PP	14,294.25	14,294.25	14,294.25	14,322.50
S1	14,180.75	14,180.75	14,247.00	14,237.50
S2	14,096.25	14,096.25	14,229.00
S3	13,898.25	13,982.75	14,210.75
S4	13,700.25	13,784.75	14,156.25

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,877.00	16,379.50	14,710.00
R3	16,068.50	15,571.00	14,487.50
R2	15,260.00	15,260.00	14,413.50
R1	14,762.50	14,762.50	14,339.25	14,607.00
PP	14,451.50	14,451.50	14,451.50	14,373.50
S1	13,954.00	13,954.00	14,191.25	13,798.50
S2	13,643.00	13,643.00	14,117.00
S3	12,834.50	13,145.50	14,043.00
S4	12,026.00	12,337.00	13,820.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,948.75	14,140.25	808.50	5.7%	302.00	2.1%	15%	False	False	811,832
10	15,336.75	14,140.25	1,196.50	8.4%	282.25	2.0%	10%	False	False	820,202
20	15,468.75	14,140.25	1,328.50	9.3%	286.50	2.0%	9%	False	False	772,667
40	15,855.50	14,140.25	1,715.25	12.0%	256.50	1.8%	7%	False	False	636,470
60	15,855.50	14,140.25	1,715.25	12.0%	260.50	1.8%	7%	False	False	425,138
80	16,264.25	14,140.25	2,124.00	14.9%	253.00	1.8%	6%	False	False	319,279
100	16,264.25	14,140.25	2,124.00	14.9%	250.75	1.8%	6%	False	False	255,634
120	16,264.25	13,508.00	2,756.25	19.3%	239.00	1.7%	27%	False	False	213,044

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	47.63
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	15,249.25
2.618	14,926.00
1.618	14,728.00
1.000	14,605.75
0.618	14,530.00
HIGH	14,407.75
0.618	14,332.00
0.500	14,308.75
0.382	14,285.50
LOW	14,209.75
0.618	14,087.50
1.000	14,011.75
1.618	13,889.50
2.618	13,691.50
4.250	13,368.25

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	14,308.75	14,497.50
PP	14,294.25	14,420.25
S1	14,279.75	14,342.75

Download as Excel Spreadsheet

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

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