E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 12-Jun-2023

Day Change Summary
	Previous	Current
	09-Jun-2023	12-Jun-2023	Change	Change %	Previous Week
Open	14,692.25	14,734.50	42.25	0.3%	14,767.00
High	14,866.75	15,011.50	144.75	1.0%	14,869.50
Low	14,635.50	14,732.00	96.50	0.7%	14,425.00
Close	14,735.75	14,986.75	251.00	1.7%	14,735.75
Range	231.25	279.50	48.25	20.9%	444.50
ATR	229.63	233.19	3.56	1.6%	0.00
Volume	186,618	533,102	346,484	185.7%	291,337

Daily Pivots for day following 12-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,748.50	15,647.25	15,140.50
R3	15,469.00	15,367.75	15,063.50
R2	15,189.50	15,189.50	15,038.00
R1	15,088.25	15,088.25	15,012.25	15,139.00
PP	14,910.00	14,910.00	14,910.00	14,935.50
S1	14,808.75	14,808.75	14,961.25	14,859.50
S2	14,630.50	14,630.50	14,935.50
S3	14,351.00	14,529.25	14,910.00
S4	14,071.50	14,249.75	14,833.00

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,010.25	15,817.50	14,980.25
R3	15,565.75	15,373.00	14,858.00
R2	15,121.25	15,121.25	14,817.25
R1	14,928.50	14,928.50	14,776.50	14,802.50
PP	14,676.75	14,676.75	14,676.75	14,613.75
S1	14,484.00	14,484.00	14,695.00	14,358.00
S2	14,232.25	14,232.25	14,654.25
S3	13,787.75	14,039.50	14,613.50
S4	13,343.25	13,595.00	14,491.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,011.50	14,425.00	586.50	3.9%	256.25	1.7%	96%	True	False	162,197
10	15,011.50	14,420.00	591.50	3.9%	231.25	1.5%	96%	True	False	84,421
20	15,011.50	13,500.00	1,511.50	10.1%	227.50	1.5%	98%	True	False	43,220
40	15,011.50	12,944.50	2,067.00	13.8%	204.25	1.4%	99%	True	False	21,943
60	15,011.50	12,653.00	2,358.50	15.7%	210.00	1.4%	99%	True	False	14,815
80	15,011.50	11,929.25	3,082.25	20.6%	217.25	1.5%	99%	True	False	11,142
100	15,011.50	11,693.00	3,318.50	22.1%	225.00	1.5%	99%	True	False	8,917

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	49.90
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,199.50
2.618	15,743.25
1.618	15,463.75
1.000	15,291.00
0.618	15,184.25
HIGH	15,011.50
0.618	14,904.75
0.500	14,871.75
0.382	14,838.75
LOW	14,732.00
0.618	14,559.25
1.000	14,452.50
1.618	14,279.75
2.618	14,000.25
4.250	13,544.00

Fisher Pivots for day following 12-Jun-2023
Pivot	1 day	3 day
R1	14,948.50	14,897.25
PP	14,910.00	14,807.75
S1	14,871.75	14,718.25

Download as Excel Spreadsheet

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

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