E-mini NASDAQ-100 Future June 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	14,560.25	14,824.00	263.75	1.8%	14,577.00
High	14,827.00	14,967.75	140.75	0.9%	14,694.75
Low	14,554.25	14,779.50	225.25	1.5%	14,256.75
Close	14,800.50	14,914.25	113.75	0.8%	14,556.25
Range	272.75	188.25	-84.50	-31.0%	438.00
ATR	233.40	230.18	-3.23	-1.4%	0.00
Volume	397,388	347,119	-50,269	-12.6%	3,175,605

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,452.00	15,371.25	15,017.75
R3	15,263.75	15,183.00	14,966.00
R2	15,075.50	15,075.50	14,948.75
R1	14,994.75	14,994.75	14,931.50	15,035.00
PP	14,887.25	14,887.25	14,887.25	14,907.25
S1	14,806.50	14,806.50	14,897.00	14,847.00
S2	14,699.00	14,699.00	14,879.75
S3	14,510.75	14,618.25	14,862.50
S4	14,322.50	14,430.00	14,810.75

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,816.50	15,624.50	14,797.25
R3	15,378.50	15,186.50	14,676.75
R2	14,940.50	14,940.50	14,636.50
R1	14,748.50	14,748.50	14,596.50	14,625.50
PP	14,502.50	14,502.50	14,502.50	14,441.00
S1	14,310.50	14,310.50	14,516.00	14,187.50
S2	14,064.50	14,064.50	14,476.00
S3	13,626.50	13,872.50	14,435.75
S4	13,188.50	13,434.50	14,315.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,967.75	14,256.75	711.00	4.8%	265.50	1.8%	92%	True	False	545,643
10	14,967.75	14,248.25	719.50	4.8%	224.50	1.5%	93%	True	False	584,616
20	14,967.75	13,426.25	1,541.50	10.3%	230.25	1.5%	97%	True	False	638,526
40	14,967.75	12,800.00	2,167.75	14.5%	207.75	1.4%	98%	True	False	632,214
60	14,967.75	12,525.25	2,442.50	16.4%	215.25	1.4%	98%	True	False	624,638
80	14,967.75	11,806.25	3,161.50	21.2%	228.25	1.5%	98%	True	False	522,178
100	14,967.75	11,488.00	3,479.75	23.3%	243.00	1.6%	98%	True	False	417,955
120	14,967.75	10,870.00	4,097.75	27.5%	245.25	1.6%	99%	True	False	348,427

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	45.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,767.75
2.618	15,460.50
1.618	15,272.25
1.000	15,156.00
0.618	15,084.00
HIGH	14,967.75
0.618	14,895.75
0.500	14,873.50
0.382	14,851.50
LOW	14,779.50
0.618	14,663.25
1.000	14,591.25
1.618	14,475.00
2.618	14,286.75
4.250	13,979.50

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	14,900.75	14,847.50
PP	14,887.25	14,780.75
S1	14,873.50	14,714.00

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