E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	15,356.25	15,254.75	-101.50	-0.7%	15,187.00
High	15,453.75	15,612.75	159.00	1.0%	15,612.75
Low	15,236.75	15,207.25	-29.50	-0.2%	15,138.00
Close	15,256.00	15,596.25	340.25	2.2%	15,596.25
Range	217.00	405.50	188.50	86.9%	474.75
ATR	249.97	261.08	11.11	4.4%	0.00
Volume	710,427	679,633	-30,794	-4.3%	3,019,155

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,688.50	16,548.00	15,819.25
R3	16,283.00	16,142.50	15,707.75
R2	15,877.50	15,877.50	15,670.50
R1	15,737.00	15,737.00	15,633.50	15,807.25
PP	15,472.00	15,472.00	15,472.00	15,507.25
S1	15,331.50	15,331.50	15,559.00	15,401.75
S2	15,066.50	15,066.50	15,522.00
S3	14,661.00	14,926.00	15,484.75
S4	14,255.50	14,520.50	15,373.25

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,873.25	16,709.50	15,857.25
R3	16,398.50	16,234.75	15,726.75
R2	15,923.75	15,923.75	15,683.25
R1	15,760.00	15,760.00	15,639.75	15,842.00
PP	15,449.00	15,449.00	15,449.00	15,490.00
S1	15,285.25	15,285.25	15,552.75	15,367.00
S2	14,974.25	14,974.25	15,509.25
S3	14,499.50	14,810.50	15,465.75
S4	14,024.75	14,335.75	15,335.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,612.75	15,138.00	474.75	3.0%	221.75	1.4%	97%	True	False	603,831
10	15,612.75	14,303.00	1,309.75	8.4%	238.75	1.5%	99%	True	False	646,475
20	15,612.75	14,140.25	1,472.50	9.4%	260.50	1.7%	99%	True	False	733,339
40	15,612.75	14,140.25	1,472.50	9.4%	262.00	1.7%	99%	True	False	708,616
60	15,855.50	14,140.25	1,715.25	11.0%	257.50	1.7%	85%	False	False	532,511
80	16,117.00	14,140.25	1,976.75	12.7%	254.50	1.6%	74%	False	False	399,911
100	16,264.25	14,140.25	2,124.00	13.6%	248.75	1.6%	69%	False	False	320,219
120	16,264.25	13,888.50	2,375.75	15.2%	247.25	1.6%	72%	False	False	266,913

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.68
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	17,336.00
2.618	16,674.25
1.618	16,268.75
1.000	16,018.25
0.618	15,863.25
HIGH	15,612.75
0.618	15,457.75
0.500	15,410.00
0.382	15,362.25
LOW	15,207.25
0.618	14,956.75
1.000	14,801.75
1.618	14,551.25
2.618	14,145.75
4.250	13,484.00

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	15,534.25	15,534.25
PP	15,472.00	15,472.00
S1	15,410.00	15,410.00

Download as Excel Spreadsheet

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

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