E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 20-Jul-2023

Day Change Summary
	Previous	Current
	19-Jul-2023	20-Jul-2023	Change	Change %	Previous Week
Open	15,949.25	15,922.75	-26.50	-0.2%	15,198.50
High	16,062.75	15,925.75	-137.00	-0.9%	15,857.25
Low	15,911.25	15,547.00	-364.25	-2.3%	15,063.25
Close	15,959.25	15,592.25	-367.00	-2.3%	15,694.25
Range	151.50	378.75	227.25	150.0%	794.00
ATR	223.28	236.78	13.50	6.0%	0.00
Volume	682,279	810,475	128,196	18.8%	3,005,901

Daily Pivots for day following 20-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,824.50	16,587.25	15,800.50
R3	16,445.75	16,208.50	15,696.50
R2	16,067.00	16,067.00	15,661.75
R1	15,829.75	15,829.75	15,627.00	15,759.00
PP	15,688.25	15,688.25	15,688.25	15,653.00
S1	15,451.00	15,451.00	15,557.50	15,380.25
S2	15,309.50	15,309.50	15,522.75
S3	14,930.75	15,072.25	15,488.00
S4	14,552.00	14,693.50	15,384.00

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	15,547.00	515.75	3.3%	248.50	1.6%	9%	False	True	655,619
10	16,062.75	15,063.25	999.50	6.4%	229.25	1.5%	53%	False	False	620,917
20	16,062.75	14,853.50	1,209.25	7.8%	228.00	1.5%	61%	False	False	590,265
40	16,062.75	13,726.25	2,336.50	15.0%	240.00	1.5%	80%	False	False	419,572
60	16,062.75	12,944.50	3,118.25	20.0%	222.25	1.4%	85%	False	False	280,011
80	16,062.75	12,772.50	3,290.25	21.1%	213.75	1.4%	86%	False	False	210,138
100	16,062.75	11,929.25	4,133.50	26.5%	224.00	1.4%	89%	False	False	168,170
120	16,062.75	11,929.25	4,133.50	26.5%	227.00	1.5%	89%	False	False	140,145

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	35.15
Widest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	17,535.50
2.618	16,917.25
1.618	16,538.50
1.000	16,304.50
0.618	16,159.75
HIGH	15,925.75
0.618	15,781.00
0.500	15,736.50
0.382	15,691.75
LOW	15,547.00
0.618	15,313.00
1.000	15,168.25
1.618	14,934.25
2.618	14,555.50
4.250	13,937.25

Fisher Pivots for day following 20-Jul-2023
Pivot	1 day	3 day
R1	15,736.50	15,805.00
PP	15,688.25	15,734.00
S1	15,640.25	15,663.00

Download as Excel Spreadsheet

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

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