E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 30-Mar-2023

Day Change Summary
	Previous	Current
	29-Mar-2023	30-Mar-2023	Change	Change %	Previous Week
Open	12,880.00	13,100.50	220.50	1.7%	12,826.50
High	13,123.25	13,250.00	126.75	1.0%	13,212.25
Low	12,880.00	13,070.50	190.50	1.5%	12,653.00
Close	13,101.00	13,220.25	119.25	0.9%	13,019.00
Range	243.25	179.50	-63.75	-26.2%	559.25
ATR	261.05	255.23	-5.83	-2.2%	0.00
Volume	885	809	-76	-8.6%	3,102

Daily Pivots for day following 30-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,718.75	13,649.00	13,319.00
R3	13,539.25	13,469.50	13,269.50
R2	13,359.75	13,359.75	13,253.25
R1	13,290.00	13,290.00	13,236.75	13,325.00
PP	13,180.25	13,180.25	13,180.25	13,197.75
S1	13,110.50	13,110.50	13,203.75	13,145.50
S2	13,000.75	13,000.75	13,187.25
S3	12,821.25	12,931.00	13,171.00
S4	12,641.75	12,751.50	13,121.50

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	13,250.00	12,772.50	477.50	3.6%	202.25	1.5%	94%	True	False	589
10	13,250.00	12,653.00	597.00	4.5%	241.50	1.8%	95%	True	False	613
20	13,250.00	11,929.25	1,320.75	10.0%	267.25	2.0%	98%	True	False	393
40	13,250.00	11,929.25	1,320.75	10.0%	248.25	1.9%	98%	True	False	207

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	51.40
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	14,013.00
2.618	13,720.00
1.618	13,540.50
1.000	13,429.50
0.618	13,361.00
HIGH	13,250.00
0.618	13,181.50
0.500	13,160.25
0.382	13,139.00
LOW	13,070.50
0.618	12,959.50
1.000	12,891.00
1.618	12,780.00
2.618	12,600.50
4.250	12,307.50

Fisher Pivots for day following 30-Mar-2023
Pivot	1 day	3 day
R1	13,200.25	13,150.50
PP	13,180.25	13,081.00
S1	13,160.25	13,011.25

Download as Excel Spreadsheet

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

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