E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 15,258.00 15,457.75 199.75 1.3% 15,331.00
High 15,507.75 15,741.25 233.50 1.5% 15,432.00
Low 15,254.50 15,456.50 202.00 1.3% 15,111.50
Close 15,444.75 15,711.50 266.75 1.7% 15,181.75
Range 253.25 284.75 31.50 12.4% 320.50
ATR 220.60 226.02 5.42 2.5% 0.00
Volume 649,433 563,935 -85,498 -13.2% 1,914,721
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 16,490.75 16,385.75 15,868.00
R3 16,206.00 16,101.00 15,789.75
R2 15,921.25 15,921.25 15,763.75
R1 15,816.25 15,816.25 15,737.50 15,868.75
PP 15,636.50 15,636.50 15,636.50 15,662.50
S1 15,531.50 15,531.50 15,685.50 15,584.00
S2 15,351.75 15,351.75 15,659.25
S3 15,067.00 15,246.75 15,633.25
S4 14,782.25 14,962.00 15,555.00
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 15,741.25 15,063.25 678.00 4.3% 210.00 1.3% 96% True False 586,215
10 15,741.25 15,028.50 712.75 4.5% 201.75 1.3% 96% True False 541,426
20 15,741.25 14,853.50 887.75 5.7% 232.00 1.5% 97% True False 596,218
40 15,741.25 13,580.25 2,161.00 13.8% 231.25 1.5% 99% True False 337,772
60 15,741.25 12,944.50 2,796.75 17.8% 214.50 1.4% 99% True False 225,418
80 15,741.25 12,772.50 2,968.75 18.9% 215.25 1.4% 99% True False 169,196
100 15,741.25 11,929.25 3,812.00 24.3% 221.00 1.4% 99% True False 135,389
120 15,741.25 11,868.25 3,873.00 24.7% 226.00 1.4% 99% True False 112,828
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 30.60
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 16,951.50
2.618 16,486.75
1.618 16,202.00
1.000 16,026.00
0.618 15,917.25
HIGH 15,741.25
0.618 15,632.50
0.500 15,599.00
0.382 15,565.25
LOW 15,456.50
0.618 15,280.50
1.000 15,171.75
1.618 14,995.75
2.618 14,711.00
4.250 14,246.25
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 15,674.00 15,616.00
PP 15,636.50 15,520.75
S1 15,599.00 15,425.50

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

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