E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	15,586.25	15,558.00	-28.25	-0.2%	15,187.00
High	15,601.25	15,918.75	317.50	2.0%	15,612.75
Low	15,465.25	15,552.00	86.75	0.6%	15,138.00
Close	15,547.00	15,879.75	332.75	2.1%	15,596.25
Range	136.00	366.75	230.75	169.7%	474.75
ATR	252.15	260.69	8.54	3.4%	0.00
Volume	532,937	656,099	123,162	23.1%	3,019,155

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,883.75	16,748.50	16,081.50
R3	16,517.00	16,381.75	15,980.50
R2	16,150.25	16,150.25	15,947.00
R1	16,015.00	16,015.00	15,913.25	16,082.50
PP	15,783.50	15,783.50	15,783.50	15,817.25
S1	15,648.25	15,648.25	15,846.25	15,716.00
S2	15,416.75	15,416.75	15,812.50
S3	15,050.00	15,281.50	15,779.00
S4	14,683.25	14,914.75	15,678.00

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	15,918.75	15,207.25	711.50	4.5%	251.25	1.6%	95%	True	False	625,387
10	15,918.75	14,410.75	1,508.00	9.5%	252.25	1.6%	97%	True	False	623,632
20	15,918.75	14,140.25	1,778.50	11.2%	260.00	1.6%	98%	True	False	721,646
40	15,918.75	14,140.25	1,778.50	11.2%	266.50	1.7%	98%	True	False	711,797
60	15,918.75	14,140.25	1,778.50	11.2%	257.75	1.6%	98%	True	False	552,236
80	16,117.00	14,140.25	1,976.75	12.4%	256.75	1.6%	88%	False	False	414,735
100	16,264.25	14,140.25	2,124.00	13.4%	248.50	1.6%	82%	False	False	332,072
120	16,264.25	14,140.25	2,124.00	13.4%	247.50	1.6%	82%	False	False	276,819

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	35.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,477.50
2.618	16,879.00
1.618	16,512.25
1.000	16,285.50
0.618	16,145.50
HIGH	15,918.75
0.618	15,778.75
0.500	15,735.50
0.382	15,692.00
LOW	15,552.00
0.618	15,325.25
1.000	15,185.25
1.618	14,958.50
2.618	14,591.75
4.250	13,993.25

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	15,831.50	15,774.25
PP	15,783.50	15,668.50
S1	15,735.50	15,563.00

Download as Excel Spreadsheet

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

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