E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 06-Jul-2023

Day Change Summary
	Previous	Current
	05-Jul-2023	06-Jul-2023	Change	Change %	Previous Week
Open	15,357.00	15,353.75	-3.25	0.0%	15,057.75
High	15,432.00	15,366.00	-66.00	-0.4%	15,376.75
Low	15,255.25	15,111.50	-143.75	-0.9%	14,853.50
Close	15,360.75	15,238.00	-122.75	-0.8%	15,337.00
Range	176.75	254.50	77.75	44.0%	523.25
ATR	228.14	230.02	1.88	0.8%	0.00
Volume	519,857	574,681	54,824	10.5%	3,004,926

Daily Pivots for day following 06-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,002.00	15,874.50	15,378.00
R3	15,747.50	15,620.00	15,308.00
R2	15,493.00	15,493.00	15,284.75
R1	15,365.50	15,365.50	15,261.25	15,302.00
PP	15,238.50	15,238.50	15,238.50	15,206.75
S1	15,111.00	15,111.00	15,214.75	15,047.50
S2	14,984.00	14,984.00	15,191.25
S3	14,729.50	14,856.50	15,168.00
S4	14,475.00	14,602.00	15,098.00

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	15,028.50	403.50	2.6%	193.50	1.3%	52%	False	False	496,638
10	15,432.00	14,853.50	578.50	3.8%	226.50	1.5%	66%	False	False	559,613
20	15,475.50	14,425.00	1,050.50	6.9%	247.00	1.6%	77%	False	False	525,740
40	15,475.50	13,354.25	2,121.25	13.9%	223.75	1.5%	89%	False	False	264,616
60	15,475.50	12,944.50	2,531.00	16.6%	215.00	1.4%	91%	False	False	176,608
80	15,475.50	12,181.25	3,294.25	21.6%	220.50	1.4%	93%	False	False	132,591
100	15,475.50	11,929.25	3,546.25	23.3%	222.00	1.5%	93%	False	False	106,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	40.83
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,447.50
2.618	16,032.25
1.618	15,777.75
1.000	15,620.50
0.618	15,523.25
HIGH	15,366.00
0.618	15,268.75
0.500	15,238.75
0.382	15,208.75
LOW	15,111.50
0.618	14,954.25
1.000	14,857.00
1.618	14,699.75
2.618	14,445.25
4.250	14,030.00

Fisher Pivots for day following 06-Jul-2023
Pivot	1 day	3 day
R1	15,238.75	15,271.75
PP	15,238.50	15,260.50
S1	15,238.25	15,249.25

Download as Excel Spreadsheet

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

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