E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 08-Nov-2023

Day Change Summary
	Previous	Current
	07-Nov-2023	08-Nov-2023	Change	Change %	Previous Week
Open	15,215.00	15,373.00	158.00	1.0%	14,336.00
High	15,412.25	15,417.50	5.25	0.0%	15,228.50
Low	15,176.00	15,286.75	110.75	0.7%	14,303.00
Close	15,374.25	15,386.50	12.25	0.1%	15,178.75
Range	236.25	130.75	-105.50	-44.7%	925.50
ATR	261.87	252.51	-9.37	-3.6%	0.00
Volume	585,124	547,842	-37,282	-6.4%	3,445,598

Daily Pivots for day following 08-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,755.75	15,702.00	15,458.50
R3	15,625.00	15,571.25	15,422.50
R2	15,494.25	15,494.25	15,410.50
R1	15,440.50	15,440.50	15,398.50	15,467.50
PP	15,363.50	15,363.50	15,363.50	15,377.00
S1	15,309.75	15,309.75	15,374.50	15,336.50
S2	15,232.75	15,232.75	15,362.50
S3	15,102.00	15,179.00	15,350.50
S4	14,971.25	15,048.25	15,314.50

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	15,417.50	14,760.00	657.50	4.3%	209.25	1.4%	95%	True	False	583,082
10	15,417.50	14,140.25	1,277.25	8.3%	228.00	1.5%	98%	True	False	684,438
20	15,468.75	14,140.25	1,328.50	8.6%	257.25	1.7%	94%	False	False	740,061
40	15,719.75	14,140.25	1,579.50	10.3%	260.00	1.7%	79%	False	False	707,790
60	15,855.50	14,140.25	1,715.25	11.1%	256.00	1.7%	73%	False	False	509,419
80	16,264.25	14,140.25	2,124.00	13.8%	253.25	1.6%	59%	False	False	382,570
100	16,264.25	14,140.25	2,124.00	13.8%	247.25	1.6%	59%	False	False	306,347
120	16,264.25	13,888.50	2,375.75	15.4%	244.00	1.6%	63%	False	False	255,331

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	38.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,973.25
2.618	15,759.75
1.618	15,629.00
1.000	15,548.25
0.618	15,498.25
HIGH	15,417.50
0.618	15,367.50
0.500	15,352.00
0.382	15,336.75
LOW	15,286.75
0.618	15,206.00
1.000	15,156.00
1.618	15,075.25
2.618	14,944.50
4.250	14,731.00

Fisher Pivots for day following 08-Nov-2023
Pivot	1 day	3 day
R1	15,375.00	15,350.25
PP	15,363.50	15,314.00
S1	15,352.00	15,277.75

Download as Excel Spreadsheet

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

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