E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 04-Dec-2023
Day Change Summary
Previous Current
01-Dec-2023 04-Dec-2023 Change Change % Previous Week
Open 15,955.00 16,022.00 67.00 0.4% 16,008.00
High 16,050.00 16,026.00 -24.00 -0.1% 16,208.50
Low 15,864.00 15,721.25 -142.75 -0.9% 15,856.00
Close 16,023.75 15,869.00 -154.75 -1.0% 16,023.75
Range 186.00 304.75 118.75 63.8% 352.50
ATR 214.27 220.73 6.46 3.0% 0.00
Volume 621,710 721,019 99,309 16.0% 3,050,933
Daily Pivots for day following 04-Dec-2023
Classic Woodie Camarilla DeMark
R4 16,786.25 16,632.50 16,036.50
R3 16,481.50 16,327.75 15,952.75
R2 16,176.75 16,176.75 15,924.75
R1 16,023.00 16,023.00 15,897.00 15,947.50
PP 15,872.00 15,872.00 15,872.00 15,834.50
S1 15,718.25 15,718.25 15,841.00 15,642.75
S2 15,567.25 15,567.25 15,813.25
S3 15,262.50 15,413.50 15,785.25
S4 14,957.75 15,108.75 15,701.50
Weekly Pivots for week ending 01-Dec-2023
Classic Woodie Camarilla DeMark
R4 17,087.00 16,907.75 16,217.50
R3 16,734.50 16,555.25 16,120.75
R2 16,382.00 16,382.00 16,088.50
R1 16,202.75 16,202.75 16,056.00 16,292.50
PP 16,029.50 16,029.50 16,029.50 16,074.25
S1 15,850.25 15,850.25 15,991.50 15,940.00
S2 15,677.00 15,677.00 15,959.00
S3 15,324.50 15,497.75 15,926.75
S4 14,972.00 15,145.25 15,830.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,208.50 15,721.25 487.25 3.1% 211.00 1.3% 30% False True 653,879
10 16,208.50 15,721.25 487.25 3.1% 203.00 1.3% 30% False True 582,805
20 16,208.50 15,138.00 1,070.50 6.7% 204.25 1.3% 68% False False 595,909
40 16,208.50 14,140.25 2,068.25 13.0% 234.50 1.5% 84% False False 674,274
60 16,208.50 14,140.25 2,068.25 13.0% 243.50 1.5% 84% False False 676,726
80 16,208.50 14,140.25 2,068.25 13.0% 246.25 1.6% 84% False False 510,753
100 16,264.25 14,140.25 2,124.00 13.4% 245.50 1.5% 81% False False 408,987
120 16,264.25 14,140.25 2,124.00 13.4% 243.00 1.5% 81% False False 341,050
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.15
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 17,321.25
2.618 16,823.75
1.618 16,519.00
1.000 16,330.75
0.618 16,214.25
HIGH 16,026.00
0.618 15,909.50
0.500 15,873.50
0.382 15,837.75
LOW 15,721.25
0.618 15,533.00
1.000 15,416.50
1.618 15,228.25
2.618 14,923.50
4.250 14,426.00
Fisher Pivots for day following 04-Dec-2023
Pivot 1 day 3 day
R1 15,873.50 15,910.00
PP 15,872.00 15,896.25
S1 15,870.50 15,882.50

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

View Archives - Comment on this page... - Back to Index of Symbols