E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	12,695.00	12,871.50	176.50	1.4%	12,690.00
High	13,031.00	12,924.75	-106.25	-0.8%	13,082.00
Low	12,694.25	12,728.00	33.75	0.3%	12,525.25
Close	12,854.00	12,890.25	36.25	0.3%	12,890.25
Range	336.75	196.75	-140.00	-41.6%	556.75
ATR	291.17	284.42	-6.74	-2.3%	0.00
Volume	838,385	676,547	-161,838	-19.3%	3,488,346

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,438.00	13,360.75	12,998.50
R3	13,241.25	13,164.00	12,944.25
R2	13,044.50	13,044.50	12,926.25
R1	12,967.25	12,967.25	12,908.25	13,006.00
PP	12,847.75	12,847.75	12,847.75	12,867.00
S1	12,770.50	12,770.50	12,872.25	12,809.00
S2	12,651.00	12,651.00	12,854.25
S3	12,454.25	12,573.75	12,836.25
S4	12,257.50	12,377.00	12,782.00

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,502.75	14,253.25	13,196.50
R3	13,946.00	13,696.50	13,043.25
R2	13,389.25	13,389.25	12,992.25
R1	13,139.75	13,139.75	12,941.25	13,264.50
PP	12,832.50	12,832.50	12,832.50	12,895.00
S1	12,583.00	12,583.00	12,839.25	12,707.75
S2	12,275.75	12,275.75	12,788.25
S3	11,719.00	12,026.25	12,737.25
S4	11,162.25	11,469.50	12,584.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,082.00	12,525.25	556.75	4.3%	276.75	2.1%	66%	False	False	697,669
10	13,082.00	11,806.25	1,275.75	9.9%	310.00	2.4%	85%	False	False	732,793
20	13,082.00	11,806.25	1,275.75	9.9%	276.75	2.1%	85%	False	False	388,792
40	13,082.00	11,806.25	1,275.75	9.9%	283.25	2.2%	85%	False	False	195,032
60	13,082.00	10,870.00	2,212.00	17.2%	274.75	2.1%	91%	False	False	130,317
80	13,082.00	10,870.00	2,212.00	17.2%	276.50	2.1%	91%	False	False	97,789

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	85.38
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	13,761.00
2.618	13,439.75
1.618	13,243.00
1.000	13,121.50
0.618	13,046.25
HIGH	12,924.75
0.618	12,849.50
0.500	12,826.50
0.382	12,803.25
LOW	12,728.00
0.618	12,606.50
1.000	12,531.25
1.618	12,409.75
2.618	12,213.00
4.250	11,891.75

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	12,869.00	12,886.75
PP	12,847.75	12,883.50
S1	12,826.50	12,880.00

Download as Excel Spreadsheet

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

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