E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 19-Jul-2023

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	15,832.00	15,949.25	117.25	0.7%	15,198.50
High	16,029.75	16,062.75	33.00	0.2%	15,857.25
Low	15,733.00	15,911.25	178.25	1.1%	15,063.25
Close	15,974.75	15,959.25	-15.50	-0.1%	15,694.25
Range	296.75	151.50	-145.25	-48.9%	794.00
ATR	228.80	223.28	-5.52	-2.4%	0.00
Volume	633,272	682,279	49,007	7.7%	3,005,901

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,432.25	16,347.25	16,042.50
R3	16,280.75	16,195.75	16,001.00
R2	16,129.25	16,129.25	15,987.00
R1	16,044.25	16,044.25	15,973.25	16,086.75
PP	15,977.75	15,977.75	15,977.75	15,999.00
S1	15,892.75	15,892.75	15,945.25	15,935.25
S2	15,826.25	15,826.25	15,931.50
S3	15,674.75	15,741.25	15,917.50
S4	15,523.25	15,589.75	15,876.00

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	16,062.75	15,456.50	606.25	3.8%	229.75	1.4%	83%	True	False	606,311
10	16,062.75	15,063.25	999.50	6.3%	216.75	1.4%	90%	True	False	597,338
20	16,062.75	14,853.50	1,209.25	7.6%	222.50	1.4%	91%	True	False	581,777
40	16,062.75	13,726.25	2,336.50	14.6%	234.25	1.5%	96%	True	False	399,333
60	16,062.75	12,944.50	3,118.25	19.5%	218.50	1.4%	97%	True	False	266,511
80	16,062.75	12,772.50	3,290.25	20.6%	211.75	1.3%	97%	True	False	200,013
100	16,062.75	11,929.25	4,133.50	25.9%	221.25	1.4%	97%	True	False	160,065
120	16,062.75	11,929.25	4,133.50	25.9%	225.75	1.4%	97%	True	False	133,391

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.08
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	16,706.50
2.618	16,459.50
1.618	16,308.00
1.000	16,214.25
0.618	16,156.50
HIGH	16,062.75
0.618	16,005.00
0.500	15,987.00
0.382	15,969.00
LOW	15,911.25
0.618	15,817.50
1.000	15,759.75
1.618	15,666.00
2.618	15,514.50
4.250	15,267.50

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	15,987.00	15,927.00
PP	15,977.75	15,894.50
S1	15,968.50	15,862.00

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

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