E-mini NASDAQ-100 Future December 2023

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	16,561.50	16,532.50	-29.00	-0.2%	16,093.00
High	16,674.50	16,612.50	-62.00	-0.4%	16,674.50
Low	16,418.75	16,521.50	102.75	0.6%	16,045.50
Close	16,541.50	16,530.23	-11.27	-0.1%	16,530.23
Range	255.75	91.00	-164.75	-64.4%	629.00
ATR	224.80	215.24	-9.56	-4.3%	0.00
Volume	131,883	12,648	-119,235	-90.4%	947,522

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,827.75	16,770.00	16,580.25
R3	16,736.75	16,679.00	16,555.25
R2	16,645.75	16,645.75	16,547.00
R1	16,588.00	16,588.00	16,538.50	16,571.25
PP	16,554.75	16,554.75	16,554.75	16,546.50
S1	16,497.00	16,497.00	16,522.00	16,480.25
S2	16,463.75	16,463.75	16,513.50
S3	16,372.75	16,406.00	16,505.25
S4	16,281.75	16,315.00	16,480.25

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,303.75	18,046.00	16,876.25
R3	17,674.75	17,417.00	16,703.25
R2	17,045.75	17,045.75	16,645.50
R1	16,788.00	16,788.00	16,588.00	16,916.75
PP	16,416.75	16,416.75	16,416.75	16,481.25
S1	16,159.00	16,159.00	16,472.50	16,287.75
S2	15,787.75	15,787.75	16,415.00
S3	15,158.75	15,530.00	16,357.25
S4	14,529.75	14,901.00	16,184.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	16,674.50	16,045.50	629.00	3.8%	196.25	1.2%	77%	False	False	189,504
10	16,674.50	15,721.25	953.25	5.8%	222.75	1.3%	85%	False	False	424,886
20	16,674.50	15,721.25	953.25	5.8%	203.50	1.2%	85%	False	False	495,915
40	16,674.50	14,140.25	2,534.25	15.3%	226.00	1.4%	94%	False	False	594,936
60	16,674.50	14,140.25	2,534.25	15.3%	240.50	1.5%	94%	False	False	640,028
80	16,674.50	14,140.25	2,534.25	15.3%	241.00	1.5%	94%	False	False	554,599
100	16,674.50	14,140.25	2,534.25	15.3%	245.25	1.5%	94%	False	False	444,138
120	16,674.50	14,140.25	2,534.25	15.3%	239.00	1.4%	94%	False	False	370,354

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	56.53
Narrowest range in 116 trading days

Fibonacci Retracements and Extensions
4.250	16,999.25
2.618	16,850.75
1.618	16,759.75
1.000	16,703.50
0.618	16,668.75
HIGH	16,612.50
0.618	16,577.75
0.500	16,567.00
0.382	16,556.25
LOW	16,521.50
0.618	16,465.25
1.000	16,430.50
1.618	16,374.25
2.618	16,283.25
4.250	16,134.75

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	16,567.00	16,526.75
PP	16,554.75	16,523.50
S1	16,542.50	16,520.00

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

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