E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 10-Jul-2023

Day Change Summary
	Previous	Current
	07-Jul-2023	10-Jul-2023	Change	Change %	Previous Week
Open	15,211.75	15,198.50	-13.25	-0.1%	15,331.00
High	15,359.75	15,218.25	-141.50	-0.9%	15,432.00
Low	15,172.25	15,063.25	-109.00	-0.7%	15,111.50
Close	15,181.75	15,187.00	5.25	0.0%	15,181.75
Range	187.50	155.00	-32.50	-17.3%	320.50
ATR	226.98	221.84	-5.14	-2.3%	0.00
Volume	555,119	609,953	54,834	9.9%	1,914,721

Daily Pivots for day following 10-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,621.25	15,559.00	15,272.25
R3	15,466.25	15,404.00	15,229.50
R2	15,311.25	15,311.25	15,215.50
R1	15,249.00	15,249.00	15,201.25	15,202.50
PP	15,156.25	15,156.25	15,156.25	15,133.00
S1	15,094.00	15,094.00	15,172.75	15,047.50
S2	15,001.25	15,001.25	15,158.50
S3	14,846.25	14,939.00	15,144.50
S4	14,691.25	14,784.00	15,101.75

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	15,063.25	368.75	2.4%	171.50	1.1%	34%	False	True	504,934
10	15,432.00	14,853.50	578.50	3.8%	208.25	1.4%	58%	False	False	552,960
20	15,475.50	14,635.50	840.00	5.5%	231.75	1.5%	66%	False	False	580,067
40	15,475.50	13,460.50	2,015.00	13.3%	224.00	1.5%	86%	False	False	293,695
60	15,475.50	12,944.50	2,531.00	16.7%	213.25	1.4%	89%	False	False	196,006
80	15,475.50	12,438.00	3,037.50	20.0%	217.25	1.4%	91%	False	False	147,142
100	15,475.50	11,929.25	3,546.25	23.4%	220.00	1.4%	92%	False	False	117,730

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	39.28
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	15,877.00
2.618	15,624.00
1.618	15,469.00
1.000	15,373.25
0.618	15,314.00
HIGH	15,218.25
0.618	15,159.00
0.500	15,140.75
0.382	15,122.50
LOW	15,063.25
0.618	14,967.50
1.000	14,908.25
1.618	14,812.50
2.618	14,657.50
4.250	14,404.50

Fisher Pivots for day following 10-Jul-2023
Pivot	1 day	3 day
R1	15,171.50	15,214.50
PP	15,156.25	15,205.50
S1	15,140.75	15,196.25

Download as Excel Spreadsheet

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

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