E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 15-Jun-2023

Day Change Summary
	Previous	Current
	14-Jun-2023	15-Jun-2023	Change	Change %	Previous Week
Open	15,110.25	15,222.00	111.75	0.7%	14,767.00
High	15,243.50	15,441.00	197.50	1.3%	14,869.50
Low	14,976.00	15,066.00	90.00	0.6%	14,425.00
Close	15,199.25	15,374.00	174.75	1.1%	14,735.75
Range	267.50	375.00	107.50	40.2%	444.50
ATR	232.66	242.83	10.17	4.4%	0.00
Volume	732,553	734,111	1,558	0.2%	291,337

Daily Pivots for day following 15-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,418.75	16,271.25	15,580.25
R3	16,043.75	15,896.25	15,477.00
R2	15,668.75	15,668.75	15,442.75
R1	15,521.25	15,521.25	15,408.50	15,595.00
PP	15,293.75	15,293.75	15,293.75	15,330.50
S1	15,146.25	15,146.25	15,339.50	15,220.00
S2	14,918.75	14,918.75	15,305.25
S3	14,543.75	14,771.25	15,271.00
S4	14,168.75	14,396.25	15,167.75

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	15,441.00	14,635.50	805.50	5.2%	268.25	1.7%	92%	True	False	581,930
10	15,441.00	14,425.00	1,016.00	6.6%	245.50	1.6%	93%	True	False	301,931
20	15,441.00	13,726.25	1,714.75	11.2%	246.75	1.6%	96%	True	False	152,536
40	15,441.00	12,944.50	2,496.50	16.2%	214.00	1.4%	97%	True	False	76,659
60	15,441.00	12,772.50	2,668.50	17.4%	209.75	1.4%	97%	True	False	51,283
80	15,441.00	11,929.25	3,511.75	22.8%	220.50	1.4%	98%	True	False	38,515
100	15,441.00	11,868.25	3,572.75	23.2%	226.75	1.5%	98%	True	False	30,816

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	68.73
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	17,034.75
2.618	16,422.75
1.618	16,047.75
1.000	15,816.00
0.618	15,672.75
HIGH	15,441.00
0.618	15,297.75
0.500	15,253.50
0.382	15,209.25
LOW	15,066.00
0.618	14,834.25
1.000	14,691.00
1.618	14,459.25
2.618	14,084.25
4.250	13,472.25

Fisher Pivots for day following 15-Jun-2023
Pivot	1 day	3 day
R1	15,333.75	15,316.75
PP	15,293.75	15,259.25
S1	15,253.50	15,202.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols