E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 13-Jun-2023

Day Change Summary
	Previous	Current
	12-Jun-2023	13-Jun-2023	Change	Change %	Previous Week
Open	14,734.50	15,006.50	272.00	1.8%	14,767.00
High	15,011.50	15,151.25	139.75	0.9%	14,869.50
Low	14,732.00	14,963.00	231.00	1.6%	14,425.00
Close	14,986.75	15,099.00	112.25	0.7%	14,735.75
Range	279.50	188.25	-91.25	-32.6%	444.50
ATR	233.19	229.98	-3.21	-1.4%	0.00
Volume	533,102	723,269	190,167	35.7%	291,337

Daily Pivots for day following 13-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,635.75	15,555.75	15,202.50
R3	15,447.50	15,367.50	15,150.75
R2	15,259.25	15,259.25	15,133.50
R1	15,179.25	15,179.25	15,116.25	15,219.25
PP	15,071.00	15,071.00	15,071.00	15,091.00
S1	14,991.00	14,991.00	15,081.75	15,031.00
S2	14,882.75	14,882.75	15,064.50
S3	14,694.50	14,802.75	15,047.25
S4	14,506.25	14,614.50	14,995.50

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	15,151.25	14,425.00	726.25	4.8%	270.00	1.8%	93%	True	False	304,304
10	15,151.25	14,420.00	731.25	4.8%	227.00	1.5%	93%	True	False	156,100
20	15,151.25	13,580.25	1,571.00	10.4%	230.50	1.5%	97%	True	False	79,326
40	15,151.25	12,944.50	2,206.75	14.6%	205.75	1.4%	98%	True	False	40,018
60	15,151.25	12,772.50	2,378.75	15.8%	209.50	1.4%	98%	True	False	26,856
80	15,151.25	11,929.25	3,222.00	21.3%	218.25	1.4%	98%	True	False	20,182
100	15,151.25	11,868.25	3,283.00	21.7%	224.75	1.5%	98%	True	False	16,149

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	47.80
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	15,951.25
2.618	15,644.00
1.618	15,455.75
1.000	15,339.50
0.618	15,267.50
HIGH	15,151.25
0.618	15,079.25
0.500	15,057.00
0.382	15,035.00
LOW	14,963.00
0.618	14,846.75
1.000	14,774.75
1.618	14,658.50
2.618	14,470.25
4.250	14,163.00

Fisher Pivots for day following 13-Jun-2023
Pivot	1 day	3 day
R1	15,085.00	15,030.50
PP	15,071.00	14,962.00
S1	15,057.00	14,893.50

Download as Excel Spreadsheet

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

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