E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	14,080.00	13,892.75	-187.25	-1.3%	13,516.00
High	14,133.00	14,001.00	-132.00	-0.9%	14,113.50
Low	13,871.75	13,726.25	-145.50	-1.0%	13,500.00
Close	13,888.25	13,809.50	-78.75	-0.6%	14,014.50
Range	261.25	274.75	13.50	5.2%	613.50
ATR	192.90	198.75	5.85	3.0%	0.00
Volume	1,990	2,860	870	43.7%	6,324

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	14,669.75	14,514.50	13,960.50
R3	14,395.00	14,239.75	13,885.00
R2	14,120.25	14,120.25	13,859.75
R1	13,965.00	13,965.00	13,834.75	13,905.25
PP	13,845.50	13,845.50	13,845.50	13,815.75
S1	13,690.25	13,690.25	13,784.25	13,630.50
S2	13,570.75	13,570.75	13,759.25
S3	13,296.00	13,415.50	13,734.00
S4	13,021.25	13,140.75	13,658.50

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,716.50	15,479.00	14,352.00
R3	15,103.00	14,865.50	14,183.25
R2	14,489.50	14,489.50	14,127.00
R1	14,252.00	14,252.00	14,070.75	14,370.75
PP	13,876.00	13,876.00	13,876.00	13,935.50
S1	13,638.50	13,638.50	13,958.25	13,757.25
S2	13,262.50	13,262.50	13,902.00
S3	12,649.00	13,025.00	13,845.75
S4	12,035.50	12,411.50	13,677.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,133.00	13,726.25	406.75	2.9%	223.00	1.6%	20%	False	True	1,697
10	14,133.00	13,460.50	672.50	4.9%	185.00	1.3%	52%	False	False	1,389
20	14,133.00	13,078.00	1,055.00	7.6%	193.75	1.4%	69%	False	False	1,066
40	14,133.00	12,944.50	1,188.50	8.6%	190.25	1.4%	73%	False	False	796
60	14,133.00	11,929.25	2,203.75	16.0%	217.00	1.6%	85%	False	False	648
80	14,133.00	11,929.25	2,203.75	16.0%	222.25	1.6%	85%	False	False	492

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	38.80
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,168.75
2.618	14,720.25
1.618	14,445.50
1.000	14,275.75
0.618	14,170.75
HIGH	14,001.00
0.618	13,896.00
0.500	13,863.50
0.382	13,831.25
LOW	13,726.25
0.618	13,556.50
1.000	13,451.50
1.618	13,281.75
2.618	13,007.00
4.250	12,558.50

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	13,863.50	13,929.50
PP	13,845.50	13,889.50
S1	13,827.50	13,849.50

Download as Excel Spreadsheet

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

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