E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 02-Nov-2023

Day Change Summary
	Previous	Current
	01-Nov-2023	02-Nov-2023	Change	Change %	Previous Week
Open	14,460.00	14,761.25	301.25	2.1%	14,680.00
High	14,762.00	15,017.25	255.25	1.7%	14,948.75
Low	14,410.75	14,760.00	349.25	2.4%	14,140.25
Close	14,744.50	14,998.00	253.50	1.7%	14,265.25
Range	351.25	257.25	-94.00	-26.8%	808.50
ATR	272.79	272.79	0.00	0.0%	0.00
Volume	741,817	652,481	-89,336	-12.0%	4,059,162

Daily Pivots for day following 02-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,696.75	15,604.75	15,139.50
R3	15,439.50	15,347.50	15,068.75
R2	15,182.25	15,182.25	15,045.25
R1	15,090.25	15,090.25	15,021.50	15,136.25
PP	14,925.00	14,925.00	14,925.00	14,948.00
S1	14,833.00	14,833.00	14,974.50	14,879.00
S2	14,667.75	14,667.75	14,950.75
S3	14,410.50	14,575.75	14,927.25
S4	14,153.25	14,318.50	14,856.50

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	15,017.25	14,209.75	807.50	5.4%	234.50	1.6%	98%	True	False	718,772
10	15,017.25	14,140.25	877.00	5.8%	272.75	1.8%	98%	True	False	771,760
20	15,468.75	14,140.25	1,328.50	8.9%	274.75	1.8%	65%	False	False	762,977
40	15,719.75	14,140.25	1,579.50	10.5%	260.00	1.7%	54%	False	False	705,420
60	15,855.50	14,140.25	1,715.25	11.4%	260.25	1.7%	50%	False	False	471,839
80	16,264.25	14,140.25	2,124.00	14.2%	255.75	1.7%	40%	False	False	354,357
100	16,264.25	14,140.25	2,124.00	14.2%	249.50	1.7%	40%	False	False	283,743
120	16,264.25	13,650.50	2,613.75	17.4%	243.00	1.6%	52%	False	False	236,474

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	51.75
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,110.50
2.618	15,690.75
1.618	15,433.50
1.000	15,274.50
0.618	15,176.25
HIGH	15,017.25
0.618	14,919.00
0.500	14,888.50
0.382	14,858.25
LOW	14,760.00
0.618	14,601.00
1.000	14,502.75
1.618	14,343.75
2.618	14,086.50
4.250	13,666.75

Fisher Pivots for day following 02-Nov-2023
Pivot	1 day	3 day
R1	14,961.50	14,886.75
PP	14,925.00	14,775.50
S1	14,888.50	14,664.25

Download as Excel Spreadsheet

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

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