E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 15-May-2023

Day Change Summary
	Previous	Current
	12-May-2023	15-May-2023	Change	Change %	Previous Week
Open	13,598.00	13,516.00	-82.00	-0.6%	13,456.25
High	13,641.50	13,628.00	-13.50	-0.1%	13,641.50
Low	13,460.50	13,500.00	39.50	0.3%	13,354.25
Close	13,545.25	13,618.25	73.00	0.5%	13,545.25
Range	181.00	128.00	-53.00	-29.3%	287.25
ATR	196.36	191.47	-4.88	-2.5%	0.00
Volume	744	1,147	403	54.2%	4,258

Daily Pivots for day following 15-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	13,966.00	13,920.25	13,688.75
R3	13,838.00	13,792.25	13,653.50
R2	13,710.00	13,710.00	13,641.75
R1	13,664.25	13,664.25	13,630.00	13,687.00
PP	13,582.00	13,582.00	13,582.00	13,593.50
S1	13,536.25	13,536.25	13,606.50	13,559.00
S2	13,454.00	13,454.00	13,594.75
S3	13,326.00	13,408.25	13,583.00
S4	13,198.00	13,280.25	13,547.75

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,375.50	14,247.50	13,703.25
R3	14,088.25	13,960.25	13,624.25
R2	13,801.00	13,801.00	13,598.00
R1	13,673.00	13,673.00	13,571.50	13,737.00
PP	13,513.75	13,513.75	13,513.75	13,545.50
S1	13,385.75	13,385.75	13,519.00	13,449.75
S2	13,226.50	13,226.50	13,492.50
S3	12,939.25	13,098.50	13,466.25
S4	12,652.00	12,811.25	13,387.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	13,641.50	13,354.25	287.25	2.1%	150.25	1.1%	92%	False	False	962
10	13,641.50	13,146.50	495.00	3.6%	178.00	1.3%	95%	False	False	855
20	13,641.50	12,944.50	697.00	5.1%	180.75	1.3%	97%	False	False	710
40	13,641.50	12,772.50	869.00	6.4%	199.00	1.5%	97%	False	False	620
60	13,641.50	11,929.25	1,712.25	12.6%	214.00	1.6%	99%	False	False	468
80	13,641.50	11,868.25	1,773.25	13.0%	223.25	1.6%	99%	False	False	355

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	43.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	14,172.00
2.618	13,963.00
1.618	13,835.00
1.000	13,756.00
0.618	13,707.00
HIGH	13,628.00
0.618	13,579.00
0.500	13,564.00
0.382	13,549.00
LOW	13,500.00
0.618	13,421.00
1.000	13,372.00
1.618	13,293.00
2.618	13,165.00
4.250	12,956.00

Fisher Pivots for day following 15-May-2023
Pivot	1 day	3 day
R1	13,600.25	13,595.75
PP	13,582.00	13,573.50
S1	13,564.00	13,551.00

Download as Excel Spreadsheet

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

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