E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 29-Jun-2023

Day Change Summary
	Previous	Current
	28-Jun-2023	29-Jun-2023	Change	Change %	Previous Week
Open	15,088.25	15,161.00	72.75	0.5%	15,303.25
High	15,219.00	15,202.75	-16.25	-0.1%	15,322.50
Low	15,021.25	15,028.50	7.25	0.0%	14,964.00
Close	15,130.00	15,100.25	-29.75	-0.2%	15,058.25
Range	197.75	174.25	-23.50	-11.9%	358.50
ATR	245.97	240.85	-5.12	-2.1%	0.00
Volume	662,146	594,134	-68,012	-10.3%	2,525,195

Daily Pivots for day following 29-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,633.25	15,541.00	15,196.00
R3	15,459.00	15,366.75	15,148.25
R2	15,284.75	15,284.75	15,132.25
R1	15,192.50	15,192.50	15,116.25	15,151.50
PP	15,110.50	15,110.50	15,110.50	15,090.00
S1	15,018.25	15,018.25	15,084.25	14,977.25
S2	14,936.25	14,936.25	15,068.25
S3	14,762.00	14,844.00	15,052.25
S4	14,587.75	14,669.75	15,004.50

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	15,236.00	14,853.50	382.50	2.5%	239.75	1.6%	65%	False	False	619,212
10	15,475.50	14,853.50	622.00	4.1%	253.25	1.7%	40%	False	False	637,168
20	15,475.50	14,420.00	1,055.50	7.0%	244.50	1.6%	64%	False	False	433,053
40	15,475.50	13,146.50	2,329.00	15.4%	224.25	1.5%	84%	False	False	217,468
60	15,475.50	12,944.50	2,531.00	16.8%	214.50	1.4%	85%	False	False	145,152
80	15,475.50	11,929.25	3,546.25	23.5%	225.50	1.5%	89%	False	False	108,982
100	15,475.50	11,929.25	3,546.25	23.5%	224.50	1.5%	89%	False	False	87,191

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	59.95
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	15,943.25
2.618	15,659.00
1.618	15,484.75
1.000	15,377.00
0.618	15,310.50
HIGH	15,202.75
0.618	15,136.25
0.500	15,115.50
0.382	15,095.00
LOW	15,028.50
0.618	14,920.75
1.000	14,854.25
1.618	14,746.50
2.618	14,572.25
4.250	14,288.00

Fisher Pivots for day following 29-Jun-2023
Pivot	1 day	3 day
R1	15,115.50	15,080.50
PP	15,110.50	15,060.50
S1	15,105.50	15,040.50

Download as Excel Spreadsheet

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

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