E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 27-Jul-2023

Day Change Summary
	Previous	Current
	26-Jul-2023	27-Jul-2023	Change	Change %	Previous Week
Open	15,730.25	15,638.75	-91.50	-0.6%	15,690.00
High	15,739.25	15,904.00	164.75	1.0%	16,062.75
Low	15,515.00	15,511.25	-3.75	0.0%	15,522.25
Close	15,610.75	15,571.00	-39.75	-0.3%	15,540.00
Range	224.25	392.75	168.50	75.1%	540.50
ATR	224.04	236.09	12.05	5.4%	0.00
Volume	683,826	846,437	162,611	23.8%	3,352,568

Daily Pivots for day following 27-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,840.25	16,598.50	15,787.00
R3	16,447.50	16,205.75	15,679.00
R2	16,054.75	16,054.75	15,643.00
R1	15,813.00	15,813.00	15,607.00	15,737.50
PP	15,662.00	15,662.00	15,662.00	15,624.50
S1	15,420.25	15,420.25	15,535.00	15,344.75
S2	15,269.25	15,269.25	15,499.00
S3	14,876.50	15,027.50	15,463.00
S4	14,483.75	14,634.75	15,355.00

Weekly Pivots for week ending 21-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,329.75	16,975.50	15,837.25
R3	16,789.25	16,435.00	15,688.75
R2	16,248.75	16,248.75	15,639.00
R1	15,894.50	15,894.50	15,589.50	15,801.50
PP	15,708.25	15,708.25	15,708.25	15,661.75
S1	15,354.00	15,354.00	15,490.50	15,261.00
S2	15,167.75	15,167.75	15,441.00
S3	14,627.25	14,813.50	15,391.25
S4	14,086.75	14,273.00	15,242.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,904.00	15,483.75	420.25	2.7%	227.25	1.5%	21%	True	False	670,286
10	16,062.75	15,483.75	579.00	3.7%	237.75	1.5%	15%	False	False	662,953
20	16,062.75	15,028.50	1,034.25	6.6%	219.75	1.4%	52%	False	False	602,189
40	16,062.75	14,420.00	1,642.75	10.6%	232.25	1.5%	70%	False	False	502,872
60	16,062.75	13,146.50	2,916.25	18.7%	223.50	1.4%	83%	False	False	335,816
80	16,062.75	12,944.50	3,118.25	20.0%	215.75	1.4%	84%	False	False	251,990
100	16,062.75	11,929.25	4,133.50	26.5%	224.75	1.4%	88%	False	False	201,683
120	16,062.75	11,929.25	4,133.50	26.5%	223.25	1.4%	88%	False	False	168,073

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.30
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	17,573.25
2.618	16,932.25
1.618	16,539.50
1.000	16,296.75
0.618	16,146.75
HIGH	15,904.00
0.618	15,754.00
0.500	15,707.50
0.382	15,661.25
LOW	15,511.25
0.618	15,268.50
1.000	15,118.50
1.618	14,875.75
2.618	14,483.00
4.250	13,842.00

Fisher Pivots for day following 27-Jul-2023
Pivot	1 day	3 day
R1	15,707.50	15,707.50
PP	15,662.00	15,662.00
S1	15,616.50	15,616.50

Download as Excel Spreadsheet

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

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