E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 28-Jun-2023

Day Change Summary
	Previous	Current
	27-Jun-2023	28-Jun-2023	Change	Change %	Previous Week
Open	14,875.00	15,088.25	213.25	1.4%	15,303.25
High	15,139.25	15,219.00	79.75	0.5%	15,322.50
Low	14,862.25	15,021.25	159.00	1.1%	14,964.00
Close	15,111.50	15,130.00	18.50	0.1%	15,058.25
Range	277.00	197.75	-79.25	-28.6%	358.50
ATR	249.68	245.97	-3.71	-1.5%	0.00
Volume	569,198	662,146	92,948	16.3%	2,525,195

Daily Pivots for day following 28-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,716.75	15,621.00	15,238.75
R3	15,519.00	15,423.25	15,184.50
R2	15,321.25	15,321.25	15,166.25
R1	15,225.50	15,225.50	15,148.25	15,273.50
PP	15,123.50	15,123.50	15,123.50	15,147.25
S1	15,027.75	15,027.75	15,111.75	15,075.50
S2	14,925.75	14,925.75	15,093.75
S3	14,728.00	14,830.00	15,075.50
S4	14,530.25	14,632.25	15,021.25

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	15,238.00	14,853.50	384.50	2.5%	259.75	1.7%	72%	False	False	622,589
10	15,475.50	14,853.50	622.00	4.1%	262.50	1.7%	44%	False	False	651,010
20	15,475.50	14,420.00	1,055.50	7.0%	244.75	1.6%	67%	False	False	403,555
40	15,475.50	13,146.50	2,329.00	15.4%	225.50	1.5%	85%	False	False	202,629
60	15,475.50	12,944.50	2,531.00	16.7%	214.50	1.4%	86%	False	False	135,257
80	15,475.50	11,929.25	3,546.25	23.4%	226.00	1.5%	90%	False	False	101,556
100	15,475.50	11,929.25	3,546.25	23.4%	224.00	1.5%	90%	False	False	81,249

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	69.10
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,059.50
2.618	15,736.75
1.618	15,539.00
1.000	15,416.75
0.618	15,341.25
HIGH	15,219.00
0.618	15,143.50
0.500	15,120.00
0.382	15,096.75
LOW	15,021.25
0.618	14,899.00
1.000	14,823.50
1.618	14,701.25
2.618	14,503.50
4.250	14,180.75

Fisher Pivots for day following 28-Jun-2023
Pivot	1 day	3 day
R1	15,126.75	15,098.75
PP	15,123.50	15,067.50
S1	15,120.00	15,036.25

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