E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	14,928.00	15,187.00	259.00	1.7%	14,336.00
High	15,228.50	15,257.50	29.00	0.2%	15,228.50
Low	14,925.50	15,138.00	212.50	1.4%	14,303.00
Close	15,178.75	15,232.50	53.75	0.4%	15,178.75
Range	303.00	119.50	-183.50	-60.6%	925.50
ATR	274.95	263.84	-11.10	-4.0%	0.00
Volume	633,835	496,129	-137,706	-21.7%	3,445,598

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,567.75	15,519.75	15,298.25
R3	15,448.25	15,400.25	15,265.25
R2	15,328.75	15,328.75	15,254.50
R1	15,280.75	15,280.75	15,243.50	15,304.75
PP	15,209.25	15,209.25	15,209.25	15,221.50
S1	15,161.25	15,161.25	15,221.50	15,185.25
S2	15,089.75	15,089.75	15,210.50
S3	14,970.25	15,041.75	15,199.75
S4	14,850.75	14,922.25	15,166.75

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,680.00	17,354.75	15,687.75
R3	16,754.50	16,429.25	15,433.25
R2	15,829.00	15,829.00	15,348.50
R1	15,503.75	15,503.75	15,263.50	15,666.50
PP	14,903.50	14,903.50	14,903.50	14,984.75
S1	14,578.25	14,578.25	15,094.00	14,741.00
S2	13,978.00	13,978.00	15,009.00
S3	13,052.50	13,652.75	14,924.25
S4	12,127.00	12,727.25	14,669.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,257.50	14,311.25	946.25	6.2%	244.75	1.6%	97%	True	False	647,373
10	15,257.50	14,140.25	1,117.25	7.3%	256.75	1.7%	98%	True	False	723,515
20	15,468.75	14,140.25	1,328.50	8.7%	257.50	1.7%	82%	False	False	746,591
40	15,719.75	14,140.25	1,579.50	10.4%	261.25	1.7%	69%	False	False	714,372
60	15,855.50	14,140.25	1,715.25	11.3%	258.25	1.7%	64%	False	False	490,613
80	16,264.25	14,140.25	2,124.00	13.9%	255.00	1.7%	51%	False	False	368,442
100	16,264.25	14,140.25	2,124.00	13.9%	249.25	1.6%	51%	False	False	295,036
120	16,264.25	13,779.00	2,485.25	16.3%	244.75	1.6%	58%	False	False	245,890

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	36.58
Narrowest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	15,765.50
2.618	15,570.25
1.618	15,450.75
1.000	15,377.00
0.618	15,331.25
HIGH	15,257.50
0.618	15,211.75
0.500	15,197.75
0.382	15,183.75
LOW	15,138.00
0.618	15,064.25
1.000	15,018.50
1.618	14,944.75
2.618	14,825.25
4.250	14,630.00

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	15,221.00	15,158.00
PP	15,209.25	15,083.25
S1	15,197.75	15,008.75

Download as Excel Spreadsheet

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

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