E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 26-Jun-2023

Day Change Summary
	Previous	Current
	23-Jun-2023	26-Jun-2023	Change	Change %	Previous Week
Open	15,236.00	15,057.75	-178.25	-1.2%	15,303.25
High	15,236.00	15,152.50	-83.50	-0.5%	15,322.50
Low	14,985.25	14,853.50	-131.75	-0.9%	14,964.00
Close	15,058.25	14,856.50	-201.75	-1.3%	15,058.25
Range	250.75	299.00	48.25	19.2%	358.50
ATR	243.15	247.14	3.99	1.6%	0.00
Volume	620,593	649,993	29,400	4.7%	2,525,195

Daily Pivots for day following 26-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,851.25	15,652.75	15,021.00
R3	15,552.25	15,353.75	14,938.75
R2	15,253.25	15,253.25	14,911.25
R1	15,054.75	15,054.75	14,884.00	15,004.50
PP	14,954.25	14,954.25	14,954.25	14,929.00
S1	14,755.75	14,755.75	14,829.00	14,705.50
S2	14,655.25	14,655.25	14,801.75
S3	14,356.25	14,456.75	14,774.25
S4	14,057.25	14,157.75	14,692.00

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,190.50	15,982.75	15,255.50
R3	15,832.00	15,624.25	15,156.75
R2	15,473.50	15,473.50	15,124.00
R1	15,265.75	15,265.75	15,091.00	15,190.50
PP	15,115.00	15,115.00	15,115.00	15,077.25
S1	14,907.25	14,907.25	15,025.50	14,832.00
S2	14,756.50	14,756.50	14,992.50
S3	14,398.00	14,548.75	14,959.75
S4	14,039.50	14,190.25	14,861.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,322.50	14,853.50	469.00	3.2%	258.25	1.7%	1%	False	True	635,037
10	15,475.50	14,732.00	743.50	5.0%	261.75	1.8%	17%	False	False	653,513
20	15,475.50	14,091.00	1,384.50	9.3%	255.00	1.7%	55%	False	False	342,534
40	15,475.50	13,146.50	2,329.00	15.7%	220.25	1.5%	73%	False	False	171,872
60	15,475.50	12,944.50	2,531.00	17.0%	212.75	1.4%	76%	False	False	114,756
80	15,475.50	11,929.25	3,546.25	23.9%	226.25	1.5%	83%	False	False	86,165
100	15,475.50	11,929.25	3,546.25	23.9%	226.75	1.5%	83%	False	False	68,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	65.73
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,423.25
2.618	15,935.25
1.618	15,636.25
1.000	15,451.50
0.618	15,337.25
HIGH	15,152.50
0.618	15,038.25
0.500	15,003.00
0.382	14,967.75
LOW	14,853.50
0.618	14,668.75
1.000	14,554.50
1.618	14,369.75
2.618	14,070.75
4.250	13,582.75

Fisher Pivots for day following 26-Jun-2023
Pivot	1 day	3 day
R1	15,003.00	15,045.75
PP	14,954.25	14,982.75
S1	14,905.25	14,919.50

Download as Excel Spreadsheet

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

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