E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 05-Jul-2023

Day Change Summary
	Previous	Current
	03-Jul-2023	05-Jul-2023	Change	Change %	Previous Week
Open	15,331.00	15,357.00	26.00	0.2%	15,057.75
High	15,392.00	15,432.00	40.00	0.3%	15,376.75
Low	15,308.00	15,255.25	-52.75	-0.3%	14,853.50
Close	15,364.75	15,360.75	-4.00	0.0%	15,337.00
Range	84.00	176.75	92.75	110.4%	523.25
ATR	232.09	228.14	-3.95	-1.7%	0.00
Volume	265,064	519,857	254,793	96.1%	3,004,926

Daily Pivots for day following 05-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,879.50	15,797.00	15,458.00
R3	15,702.75	15,620.25	15,409.25
R2	15,526.00	15,526.00	15,393.25
R1	15,443.50	15,443.50	15,377.00	15,484.75
PP	15,349.25	15,349.25	15,349.25	15,370.00
S1	15,266.75	15,266.75	15,344.50	15,308.00
S2	15,172.50	15,172.50	15,328.25
S3	14,995.75	15,090.00	15,312.25
S4	14,819.00	14,913.25	15,263.50

Weekly Pivots for week ending 30-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,758.75	16,571.25	15,624.75
R3	16,235.50	16,048.00	15,481.00
R2	15,712.25	15,712.25	15,433.00
R1	15,524.75	15,524.75	15,385.00	15,618.50
PP	15,189.00	15,189.00	15,189.00	15,236.00
S1	15,001.50	15,001.50	15,289.00	15,095.25
S2	14,665.75	14,665.75	15,241.00
S3	14,142.50	14,478.25	15,193.00
S4	13,619.25	13,955.00	15,049.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,432.00	15,021.25	410.75	2.7%	182.00	1.2%	83%	True	False	514,131
10	15,432.00	14,853.50	578.50	3.8%	228.25	1.5%	88%	True	False	566,215
20	15,475.50	14,425.00	1,050.50	6.8%	240.50	1.6%	89%	False	False	497,643
40	15,475.50	13,354.25	2,121.25	13.8%	220.25	1.4%	95%	False	False	250,263
60	15,475.50	12,944.50	2,531.00	16.5%	214.50	1.4%	95%	False	False	167,037
80	15,475.50	11,929.25	3,546.25	23.1%	222.50	1.4%	97%	False	False	125,409
100	15,475.50	11,929.25	3,546.25	23.1%	221.00	1.4%	97%	False	False	100,334

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	42.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,183.25
2.618	15,894.75
1.618	15,718.00
1.000	15,608.75
0.618	15,541.25
HIGH	15,432.00
0.618	15,364.50
0.500	15,343.50
0.382	15,322.75
LOW	15,255.25
0.618	15,146.00
1.000	15,078.50
1.618	14,969.25
2.618	14,792.50
4.250	14,504.00

Fisher Pivots for day following 05-Jul-2023
Pivot	1 day	3 day
R1	15,355.00	15,329.00
PP	15,349.25	15,297.25
S1	15,343.50	15,265.50

Download as Excel Spreadsheet

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

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