E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 07-Jul-2023

Day Change Summary
	Previous	Current
	06-Jul-2023	07-Jul-2023	Change	Change %	Previous Week
Open	15,353.75	15,211.75	-142.00	-0.9%	15,331.00
High	15,366.00	15,359.75	-6.25	0.0%	15,432.00
Low	15,111.50	15,172.25	60.75	0.4%	15,111.50
Close	15,238.00	15,181.75	-56.25	-0.4%	15,181.75
Range	254.50	187.50	-67.00	-26.3%	320.50
ATR	230.02	226.98	-3.04	-1.3%	0.00
Volume	574,681	555,119	-19,562	-3.4%	1,914,721

Daily Pivots for day following 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,800.50	15,678.50	15,285.00
R3	15,613.00	15,491.00	15,233.25
R2	15,425.50	15,425.50	15,216.00
R1	15,303.50	15,303.50	15,199.00	15,270.75
PP	15,238.00	15,238.00	15,238.00	15,221.50
S1	15,116.00	15,116.00	15,164.50	15,083.25
S2	15,050.50	15,050.50	15,147.50
S3	14,863.00	14,928.50	15,130.25
S4	14,675.50	14,741.00	15,078.50

Weekly Pivots for week ending 07-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,203.25	16,013.00	15,358.00
R3	15,882.75	15,692.50	15,270.00
R2	15,562.25	15,562.25	15,240.50
R1	15,372.00	15,372.00	15,211.25	15,307.00
PP	15,241.75	15,241.75	15,241.75	15,209.25
S1	15,051.50	15,051.50	15,152.25	14,986.50
S2	14,921.25	14,921.25	15,123.00
S3	14,600.75	14,731.00	15,093.50
S4	14,280.25	14,410.50	15,005.50

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	15,099.00	333.00	2.2%	196.00	1.3%	25%	False	False	488,835
10	15,432.00	14,853.50	578.50	3.8%	218.00	1.4%	57%	False	False	554,024
20	15,475.50	14,425.00	1,050.50	6.9%	237.75	1.6%	72%	False	False	552,186
40	15,475.50	13,354.25	2,121.25	14.0%	226.25	1.5%	86%	False	False	278,486
60	15,475.50	12,944.50	2,531.00	16.7%	215.50	1.4%	88%	False	False	185,853
80	15,475.50	12,228.00	3,247.50	21.4%	219.00	1.4%	91%	False	False	139,526
100	15,475.50	11,929.25	3,546.25	23.4%	221.00	1.5%	92%	False	False	111,630

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.30
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,156.50
2.618	15,850.50
1.618	15,663.00
1.000	15,547.25
0.618	15,475.50
HIGH	15,359.75
0.618	15,288.00
0.500	15,266.00
0.382	15,244.00
LOW	15,172.25
0.618	15,056.50
1.000	14,984.75
1.618	14,869.00
2.618	14,681.50
4.250	14,375.50

Fisher Pivots for day following 07-Jul-2023
Pivot	1 day	3 day
R1	15,266.00	15,271.75
PP	15,238.00	15,241.75
S1	15,209.75	15,211.75

Download as Excel Spreadsheet

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

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