E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	14,767.00	14,753.75	-13.25	-0.1%	14,574.50
High	14,869.50	14,799.50	-70.00	-0.5%	14,800.00
Low	14,684.50	14,679.75	-4.75	0.0%	14,420.00
Close	14,763.50	14,762.25	-1.25	0.0%	14,749.00
Range	185.00	119.75	-65.25	-35.3%	380.00
ATR	221.73	214.45	-7.28	-3.3%	0.00
Volume	13,451	12,735	-716	-5.3%	19,776

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,106.50	15,054.00	14,828.00
R3	14,986.75	14,934.25	14,795.25
R2	14,867.00	14,867.00	14,784.25
R1	14,814.50	14,814.50	14,773.25	14,840.75
PP	14,747.25	14,747.25	14,747.25	14,760.25
S1	14,694.75	14,694.75	14,751.25	14,721.00
S2	14,627.50	14,627.50	14,740.25
S3	14,507.75	14,575.00	14,729.25
S4	14,388.00	14,455.25	14,696.50

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,796.25	15,652.75	14,958.00
R3	15,416.25	15,272.75	14,853.50
R2	15,036.25	15,036.25	14,818.75
R1	14,892.75	14,892.75	14,783.75	14,964.50
PP	14,656.25	14,656.25	14,656.25	14,692.25
S1	14,512.75	14,512.75	14,714.25	14,584.50
S2	14,276.25	14,276.25	14,679.25
S3	13,896.25	14,132.75	14,644.50
S4	13,516.25	13,752.75	14,540.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	14,869.50	14,420.00	449.50	3.0%	184.00	1.2%	76%	False	False	7,897
10	14,869.50	13,726.25	1,143.25	7.7%	236.50	1.6%	91%	False	False	5,890
20	14,869.50	13,354.25	1,515.25	10.3%	200.50	1.4%	93%	False	False	3,491
40	14,869.50	12,944.50	1,925.00	13.0%	199.00	1.3%	94%	False	False	2,041
60	14,869.50	12,181.25	2,688.25	18.2%	211.75	1.4%	96%	False	False	1,542
80	14,869.50	11,929.25	2,940.25	19.9%	215.50	1.5%	96%	False	False	1,164

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	55.73
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	15,308.50
2.618	15,113.00
1.618	14,993.25
1.000	14,919.25
0.618	14,873.50
HIGH	14,799.50
0.618	14,753.75
0.500	14,739.50
0.382	14,725.50
LOW	14,679.75
0.618	14,605.75
1.000	14,560.00
1.618	14,486.00
2.618	14,366.25
4.250	14,170.75

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	14,754.75	14,760.25
PP	14,747.25	14,758.25
S1	14,739.50	14,756.00

Download as Excel Spreadsheet

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

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