E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	12,950.25	12,880.00	-70.25	-0.5%	12,826.50
High	12,963.75	13,123.25	159.50	1.2%	13,212.25
Low	12,772.50	12,880.00	107.50	0.8%	12,653.00
Close	12,867.00	13,101.00	234.00	1.8%	13,019.00
Range	191.25	243.25	52.00	27.2%	559.25
ATR	261.42	261.05	-0.37	-0.1%	0.00
Volume	317	885	568	179.2%	3,102

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,764.50	13,676.00	13,234.75
R3	13,521.25	13,432.75	13,168.00
R2	13,278.00	13,278.00	13,145.50
R1	13,189.50	13,189.50	13,123.25	13,233.75
PP	13,034.75	13,034.75	13,034.75	13,057.00
S1	12,946.25	12,946.25	13,078.75	12,990.50
S2	12,791.50	12,791.50	13,056.50
S3	12,548.25	12,703.00	13,034.00
S4	12,305.00	12,459.75	12,967.25

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,639.25	14,388.25	13,326.50
R3	14,080.00	13,829.00	13,172.75
R2	13,520.75	13,520.75	13,121.50
R1	13,269.75	13,269.75	13,070.25	13,395.25
PP	12,961.50	12,961.50	12,961.50	13,024.00
S1	12,710.50	12,710.50	12,967.75	12,836.00
S2	12,402.25	12,402.25	12,916.50
S3	11,843.00	12,151.25	12,865.25
S4	11,283.75	11,592.00	12,711.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,162.50	12,772.50	390.00	3.0%	231.75	1.8%	84%	False	False	576
10	13,212.25	12,438.00	774.25	5.9%	266.50	2.0%	86%	False	False	558
20	13,212.25	11,929.25	1,283.00	9.8%	270.50	2.1%	91%	False	False	353
40	13,212.25	11,929.25	1,283.00	9.8%	254.50	1.9%	91%	False	False	187

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	56.90
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	14,157.00
2.618	13,760.00
1.618	13,516.75
1.000	13,366.50
0.618	13,273.50
HIGH	13,123.25
0.618	13,030.25
0.500	13,001.50
0.382	12,973.00
LOW	12,880.00
0.618	12,729.75
1.000	12,636.75
1.618	12,486.50
2.618	12,243.25
4.250	11,846.25

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	13,068.00	13,050.00
PP	13,034.75	12,999.00
S1	13,001.50	12,948.00

Download as Excel Spreadsheet

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

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