E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	14,753.75	14,771.00	17.25	0.1%	14,574.50
High	14,799.50	14,850.75	51.25	0.3%	14,800.00
Low	14,679.75	14,477.50	-202.25	-1.4%	14,420.00
Close	14,762.25	14,503.25	-259.00	-1.8%	14,749.00
Range	119.75	373.25	253.50	211.7%	380.00
ATR	214.45	225.79	11.34	5.3%	0.00
Volume	12,735	26,197	13,462	105.7%	19,776

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,730.25	15,490.00	14,708.50
R3	15,357.00	15,116.75	14,606.00
R2	14,983.75	14,983.75	14,571.75
R1	14,743.50	14,743.50	14,537.50	14,677.00
PP	14,610.50	14,610.50	14,610.50	14,577.25
S1	14,370.25	14,370.25	14,469.00	14,303.75
S2	14,237.25	14,237.25	14,434.75
S3	13,864.00	13,997.00	14,400.50
S4	13,490.75	13,623.75	14,298.00

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	3.1%	222.75	1.5%	19%	False	False	12,301
10	14,869.50	13,726.25	1,143.25	7.9%	247.50	1.7%	68%	False	False	8,311
20	14,869.50	13,354.25	1,515.25	10.4%	214.75	1.5%	76%	False	False	4,786
40	14,869.50	12,944.50	1,925.00	13.3%	204.50	1.4%	81%	False	False	2,686
60	14,869.50	12,228.00	2,641.50	18.2%	212.75	1.5%	86%	False	False	1,973
80	14,869.50	11,929.25	2,940.25	20.3%	217.00	1.5%	88%	False	False	1,491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	58.40
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	16,437.00
2.618	15,828.00
1.618	15,454.75
1.000	15,224.00
0.618	15,081.50
HIGH	14,850.75
0.618	14,708.25
0.500	14,664.00
0.382	14,620.00
LOW	14,477.50
0.618	14,246.75
1.000	14,104.25
1.618	13,873.50
2.618	13,500.25
4.250	12,891.25

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	14,664.00	14,673.50
PP	14,610.50	14,616.75
S1	14,557.00	14,560.00

Download as Excel Spreadsheet

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

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