E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	15,897.75	15,895.00	-2.75	0.0%	15,586.25
High	15,940.00	16,116.75	176.75	1.1%	16,049.50
Low	15,825.00	15,837.25	12.25	0.1%	15,465.25
Close	15,895.75	16,086.50	190.75	1.2%	15,895.75
Range	115.00	279.50	164.50	143.0%	584.25
ATR	237.61	240.60	2.99	1.3%	0.00
Volume	562,424	559,493	-2,931	-0.5%	3,070,988

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,852.00	16,748.75	16,240.25
R3	16,572.50	16,469.25	16,163.25
R2	16,293.00	16,293.00	16,137.75
R1	16,189.75	16,189.75	16,112.00	16,241.50
PP	16,013.50	16,013.50	16,013.50	16,039.25
S1	15,910.25	15,910.25	16,061.00	15,962.00
S2	15,734.00	15,734.00	16,035.25
S3	15,454.50	15,630.75	16,009.75
S4	15,175.00	15,351.25	15,932.75

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,556.25	17,310.25	16,217.00
R3	16,972.00	16,726.00	16,056.50
R2	16,387.75	16,387.75	16,002.75
R1	16,141.75	16,141.75	15,949.25	16,264.75
PP	15,803.50	15,803.50	15,803.50	15,865.00
S1	15,557.50	15,557.50	15,842.25	15,680.50
S2	15,219.25	15,219.25	15,788.75
S3	14,635.00	14,973.25	15,735.00
S4	14,050.75	14,389.00	15,574.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,116.75	15,552.00	564.75	3.5%	217.75	1.4%	95%	True	False	619,508
10	16,116.75	15,176.00	940.75	5.8%	221.50	1.4%	97%	True	False	615,350
20	16,116.75	14,140.25	1,976.50	12.3%	239.00	1.5%	98%	True	False	669,433
40	16,116.75	14,140.25	1,976.50	12.3%	260.00	1.6%	98%	True	False	710,310
60	16,116.75	14,140.25	1,976.50	12.3%	245.25	1.5%	98%	True	False	592,744
80	16,117.00	14,140.25	1,976.75	12.3%	251.25	1.6%	98%	False	False	445,133
100	16,264.25	14,140.25	2,124.00	13.2%	246.50	1.5%	92%	False	False	356,444
120	16,264.25	14,140.25	2,124.00	13.2%	245.00	1.5%	92%	False	False	297,161

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	46.23
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,304.50
2.618	16,848.50
1.618	16,569.00
1.000	16,396.25
0.618	16,289.50
HIGH	16,116.75
0.618	16,010.00
0.500	15,977.00
0.382	15,944.00
LOW	15,837.25
0.618	15,664.50
1.000	15,557.75
1.618	15,385.00
2.618	15,105.50
4.250	14,649.50

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	16,050.00	16,043.25
PP	16,013.50	16,000.00
S1	15,977.00	15,956.75

Download as Excel Spreadsheet

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

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