E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 15,699.00 15,690.00 -9.00 -0.1% 15,198.50
High 15,857.25 15,882.75 25.50 0.2% 15,857.25
Low 15,663.00 15,661.50 -1.50 0.0% 15,063.25
Close 15,694.25 15,840.75 146.50 0.9% 15,694.25
Range 194.25 221.25 27.00 13.9% 794.00
ATR 223.75 223.57 -0.18 -0.1% 0.00
Volume 629,943 522,129 -107,814 -17.1% 3,005,901
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 16,458.75 16,371.00 15,962.50
R3 16,237.50 16,149.75 15,901.50
R2 16,016.25 16,016.25 15,881.25
R1 15,928.50 15,928.50 15,861.00 15,972.50
PP 15,795.00 15,795.00 15,795.00 15,817.00
S1 15,707.25 15,707.25 15,820.50 15,751.00
S2 15,573.75 15,573.75 15,800.25
S3 15,352.50 15,486.00 15,780.00
S4 15,131.25 15,264.75 15,719.00
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 17,920.25 17,601.25 16,131.00
R3 17,126.25 16,807.25 15,912.50
R2 16,332.25 16,332.25 15,839.75
R1 16,013.25 16,013.25 15,767.00 16,172.75
PP 15,538.25 15,538.25 15,538.25 15,618.00
S1 15,219.25 15,219.25 15,621.50 15,378.75
S2 14,744.25 14,744.25 15,548.75
S3 13,950.25 14,425.25 15,476.00
S4 13,156.25 13,631.25 15,257.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,882.75 15,109.50 773.25 4.9% 224.50 1.4% 95% True False 583,615
10 15,882.75 15,063.25 819.50 5.2% 198.00 1.3% 95% True False 544,275
20 15,882.75 14,853.50 1,029.25 6.5% 220.75 1.4% 96% True False 580,488
40 15,882.75 13,726.25 2,156.50 13.6% 233.75 1.5% 98% True False 366,512
60 15,882.75 12,944.50 2,938.25 18.5% 216.25 1.4% 99% True False 244,602
80 15,882.75 12,772.50 3,110.25 19.6% 212.50 1.3% 99% True False 183,584
100 15,882.75 11,929.25 3,953.50 25.0% 220.50 1.4% 99% True False 146,910
120 15,882.75 11,868.25 4,014.50 25.3% 225.75 1.4% 99% True False 122,428
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 32.18
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,823.00
2.618 16,462.00
1.618 16,240.75
1.000 16,104.00
0.618 16,019.50
HIGH 15,882.75
0.618 15,798.25
0.500 15,772.00
0.382 15,746.00
LOW 15,661.50
0.618 15,524.75
1.000 15,440.25
1.618 15,303.50
2.618 15,082.25
4.250 14,721.25
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 15,818.00 15,783.75
PP 15,795.00 15,726.75
S1 15,772.00 15,669.50

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

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