E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 17-May-2023

Day Change Summary
	Previous	Current
	16-May-2023	17-May-2023	Change	Change %	Previous Week
Open	13,461.00	13,498.50	37.50	0.3%	13,316.00
High	13,554.50	13,669.00	114.50	0.8%	13,494.25
Low	13,426.25	13,474.25	48.00	0.4%	13,202.75
Close	13,483.25	13,643.50	160.25	1.2%	13,396.25
Range	128.25	194.75	66.50	51.9%	291.50
ATR	192.40	192.57	0.17	0.1%	0.00
Volume	561,834	621,137	59,303	10.6%	3,179,435

Daily Pivots for day following 17-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,179.75	14,106.50	13,750.50
R3	13,985.00	13,911.75	13,697.00
R2	13,790.25	13,790.25	13,679.25
R1	13,717.00	13,717.00	13,661.25	13,753.50
PP	13,595.50	13,595.50	13,595.50	13,614.00
S1	13,522.25	13,522.25	13,625.75	13,559.00
S2	13,400.75	13,400.75	13,607.75
S3	13,206.00	13,327.50	13,590.00
S4	13,011.25	13,132.75	13,536.50

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,239.00	14,109.00	13,556.50
R3	13,947.50	13,817.50	13,476.50
R2	13,656.00	13,656.00	13,449.75
R1	13,526.00	13,526.00	13,423.00	13,591.00
PP	13,364.50	13,364.50	13,364.50	13,397.00
S1	13,234.50	13,234.50	13,369.50	13,299.50
S2	13,073.00	13,073.00	13,342.75
S3	12,781.50	12,943.00	13,316.00
S4	12,490.00	12,651.50	13,236.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,669.00	13,310.50	358.50	2.6%	149.00	1.1%	93%	True	False	592,069
10	13,669.00	13,001.75	667.25	4.9%	167.50	1.2%	96%	True	False	608,807
20	13,669.00	12,800.00	869.00	6.4%	185.00	1.4%	97%	True	False	629,742
40	13,669.00	12,634.25	1,034.75	7.6%	204.50	1.5%	98%	True	False	615,761
60	13,669.00	11,806.25	1,862.75	13.7%	224.25	1.6%	99%	True	False	503,068
80	13,669.00	11,728.75	1,940.25	14.2%	242.00	1.8%	99%	True	False	377,574
100	13,669.00	10,870.00	2,799.00	20.5%	247.50	1.8%	99%	True	False	302,230
120	13,669.00	10,870.00	2,799.00	20.5%	248.75	1.8%	99%	True	False	251,880

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.75
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	14,496.75
2.618	14,178.75
1.618	13,984.00
1.000	13,863.75
0.618	13,789.25
HIGH	13,669.00
0.618	13,594.50
0.500	13,571.50
0.382	13,548.75
LOW	13,474.25
0.618	13,354.00
1.000	13,279.50
1.618	13,159.25
2.618	12,964.50
4.250	12,646.50

Fisher Pivots for day following 17-May-2023
Pivot	1 day	3 day
R1	13,619.50	13,598.75
PP	13,595.50	13,554.25
S1	13,571.50	13,509.50

Download as Excel Spreadsheet

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

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