E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	14,594.50	14,316.00	-278.50	-1.9%	14,437.50
High	14,675.00	14,526.75	-148.25	-1.0%	14,627.75
Low	14,305.50	14,256.75	-48.75	-0.3%	14,248.25
Close	14,331.50	14,503.00	171.50	1.2%	14,575.25
Range	369.50	270.00	-99.50	-26.9%	379.50
ATR	227.59	230.62	3.03	1.3%	0.00
Volume	770,555	631,769	-138,786	-18.0%	2,808,246

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,238.75	15,141.00	14,651.50
R3	14,968.75	14,871.00	14,577.25
R2	14,698.75	14,698.75	14,552.50
R1	14,601.00	14,601.00	14,527.75	14,650.00
PP	14,428.75	14,428.75	14,428.75	14,453.25
S1	14,331.00	14,331.00	14,478.25	14,380.00
S2	14,158.75	14,158.75	14,453.50
S3	13,888.75	14,061.00	14,428.75
S4	13,618.75	13,791.00	14,354.50

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,622.25	15,478.25	14,784.00
R3	15,242.75	15,098.75	14,679.50
R2	14,863.25	14,863.25	14,644.75
R1	14,719.25	14,719.25	14,610.00	14,791.25
PP	14,483.75	14,483.75	14,483.75	14,519.75
S1	14,339.75	14,339.75	14,540.50	14,411.75
S2	14,104.25	14,104.25	14,505.75
S3	13,724.75	13,960.25	14,471.00
S4	13,345.25	13,580.75	14,366.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,694.75	14,256.75	438.00	3.0%	220.00	1.5%	56%	False	True	643,501
10	14,694.75	13,803.00	891.75	6.1%	246.50	1.7%	78%	False	False	695,066
20	14,694.75	13,310.50	1,384.25	9.5%	217.00	1.5%	86%	False	False	661,100
40	14,694.75	12,800.00	1,894.75	13.1%	206.50	1.4%	90%	False	False	642,237
60	14,694.75	12,096.75	2,598.00	17.9%	220.00	1.5%	93%	False	False	640,938
80	14,694.75	11,806.25	2,888.50	19.9%	230.25	1.6%	93%	False	False	505,657
100	14,694.75	11,429.75	3,265.00	22.5%	242.25	1.7%	94%	False	False	404,728
120	14,694.75	10,870.00	3,824.75	26.4%	247.50	1.7%	95%	False	False	337,390

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,674.25
2.618	15,233.50
1.618	14,963.50
1.000	14,796.75
0.618	14,693.50
HIGH	14,526.75
0.618	14,423.50
0.500	14,391.75
0.382	14,360.00
LOW	14,256.75
0.618	14,090.00
1.000	13,986.75
1.618	13,820.00
2.618	13,550.00
4.250	13,109.25

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	14,466.00	14,490.50
PP	14,428.75	14,478.25
S1	14,391.75	14,466.00

Download as Excel Spreadsheet

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

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