E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 09-Nov-2023

Day Change Summary
	Previous	Current
	08-Nov-2023	09-Nov-2023	Change	Change %	Previous Week
Open	15,373.00	15,356.25	-16.75	-0.1%	14,336.00
High	15,417.50	15,453.75	36.25	0.2%	15,228.50
Low	15,286.75	15,236.75	-50.00	-0.3%	14,303.00
Close	15,386.50	15,256.00	-130.50	-0.8%	15,178.75
Range	130.75	217.00	86.25	66.0%	925.50
ATR	252.51	249.97	-2.54	-1.0%	0.00
Volume	547,842	710,427	162,585	29.7%	3,445,598

Daily Pivots for day following 09-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,966.50	15,828.25	15,375.25
R3	15,749.50	15,611.25	15,315.75
R2	15,532.50	15,532.50	15,295.75
R1	15,394.25	15,394.25	15,276.00	15,355.00
PP	15,315.50	15,315.50	15,315.50	15,295.75
S1	15,177.25	15,177.25	15,236.00	15,138.00
S2	15,098.50	15,098.50	15,216.25
S3	14,881.50	14,960.25	15,196.25
S4	14,664.50	14,743.25	15,136.75

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	15,453.75	14,925.50	528.25	3.5%	201.25	1.3%	63%	True	False	594,671
10	15,453.75	14,209.75	1,244.00	8.2%	218.00	1.4%	84%	True	False	656,721
20	15,453.75	14,140.25	1,313.50	8.6%	255.50	1.7%	85%	True	False	738,207
40	15,719.75	14,140.25	1,579.50	10.4%	261.00	1.7%	71%	False	False	709,344
60	15,855.50	14,140.25	1,715.25	11.2%	255.50	1.7%	65%	False	False	521,224
80	16,123.25	14,140.25	1,983.00	13.0%	254.00	1.7%	56%	False	False	391,435
100	16,264.25	14,140.25	2,124.00	13.9%	247.50	1.6%	53%	False	False	313,442
120	16,264.25	13,888.50	2,375.75	15.6%	245.00	1.6%	58%	False	False	261,250

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	44.78
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,376.00
2.618	16,021.75
1.618	15,804.75
1.000	15,670.75
0.618	15,587.75
HIGH	15,453.75
0.618	15,370.75
0.500	15,345.25
0.382	15,319.75
LOW	15,236.75
0.618	15,102.75
1.000	15,019.75
1.618	14,885.75
2.618	14,668.75
4.250	14,314.50

Fisher Pivots for day following 09-Nov-2023
Pivot	1 day	3 day
R1	15,345.25	15,315.00
PP	15,315.50	15,295.25
S1	15,285.75	15,275.50

Download as Excel Spreadsheet

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

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