E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	16,022.00	15,863.25	-158.75	-1.0%	16,008.00
High	16,026.00	15,961.00	-65.00	-0.4%	16,208.50
Low	15,721.25	15,761.25	40.00	0.3%	15,856.00
Close	15,869.00	15,908.75	39.75	0.3%	16,023.75
Range	304.75	199.75	-105.00	-34.5%	352.50
ATR	220.73	219.23	-1.50	-0.7%	0.00
Volume	721,019	683,586	-37,433	-5.2%	3,050,933

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,476.25	16,392.25	16,018.50
R3	16,276.50	16,192.50	15,963.75
R2	16,076.75	16,076.75	15,945.25
R1	15,992.75	15,992.75	15,927.00	16,034.75
PP	15,877.00	15,877.00	15,877.00	15,898.00
S1	15,793.00	15,793.00	15,890.50	15,835.00
S2	15,677.25	15,677.25	15,872.25
S3	15,477.50	15,593.25	15,853.75
S4	15,277.75	15,393.50	15,799.00

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%	225.50	1.4%	38%	False	False	670,951
10	16,208.50	15,721.25	487.25	3.1%	195.00	1.2%	38%	False	False	595,214
20	16,208.50	15,176.00	1,032.50	6.5%	208.25	1.3%	71%	False	False	605,282
40	16,208.50	14,140.25	2,068.25	13.0%	233.00	1.5%	86%	False	False	675,937
60	16,208.50	14,140.25	2,068.25	13.0%	243.50	1.5%	86%	False	False	678,009
80	16,208.50	14,140.25	2,068.25	13.0%	245.75	1.5%	86%	False	False	519,280
100	16,264.25	14,140.25	2,124.00	13.4%	245.75	1.5%	83%	False	False	415,810
120	16,264.25	14,140.25	2,124.00	13.4%	242.50	1.5%	83%	False	False	346,744

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,810.00
2.618	16,484.00
1.618	16,284.25
1.000	16,160.75
0.618	16,084.50
HIGH	15,961.00
0.618	15,884.75
0.500	15,861.00
0.382	15,837.50
LOW	15,761.25
0.618	15,637.75
1.000	15,561.50
1.618	15,438.00
2.618	15,238.25
4.250	14,912.25

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	15,893.00	15,901.00
PP	15,877.00	15,893.25
S1	15,861.00	15,885.50

Download as Excel Spreadsheet

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

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