E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 02-Aug-2023

Day Change Summary
	Previous	Current
	01-Aug-2023	02-Aug-2023	Change	Change %	Previous Week
Open	15,869.25	15,757.00	-112.25	-0.7%	15,556.00
High	15,889.25	15,789.75	-99.50	-0.6%	15,904.00
Low	15,728.25	15,414.00	-314.25	-2.0%	15,483.75
Close	15,817.25	15,473.00	-344.25	-2.2%	15,847.50
Range	161.00	375.75	214.75	133.4%	420.25
ATR	230.41	242.75	12.35	5.4%	0.00
Volume	529,660	773,499	243,839	46.0%	3,336,406

Daily Pivots for day following 02-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,686.25	16,455.25	15,679.75
R3	16,310.50	16,079.50	15,576.25
R2	15,934.75	15,934.75	15,542.00
R1	15,703.75	15,703.75	15,507.50	15,631.50
PP	15,559.00	15,559.00	15,559.00	15,522.75
S1	15,328.00	15,328.00	15,438.50	15,255.50
S2	15,183.25	15,183.25	15,404.00
S3	14,807.50	14,952.25	15,369.75
S4	14,431.75	14,576.50	15,266.25

Weekly Pivots for week ending 28-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,005.75	16,847.00	16,078.75
R3	16,585.50	16,426.75	15,963.00
R2	16,165.25	16,165.25	15,924.50
R1	16,006.50	16,006.50	15,886.00	16,086.00
PP	15,745.00	15,745.00	15,745.00	15,784.75
S1	15,586.25	15,586.25	15,809.00	15,665.50
S2	15,324.75	15,324.75	15,770.50
S3	14,904.50	15,166.00	15,732.00
S4	14,484.25	14,745.75	15,616.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,917.00	15,414.00	503.00	3.3%	281.00	1.8%	12%	False	True	672,575
10	15,925.75	15,414.00	511.75	3.3%	252.75	1.6%	12%	False	True	667,834
20	16,062.75	15,063.25	999.50	6.5%	234.75	1.5%	41%	False	False	632,586
40	16,062.75	14,425.00	1,637.75	10.6%	237.50	1.5%	64%	False	False	565,115
60	16,062.75	13,354.25	2,708.50	17.5%	225.00	1.5%	78%	False	False	377,704
80	16,062.75	12,944.50	3,118.25	20.2%	219.50	1.4%	81%	False	False	283,424
100	16,062.75	11,929.25	4,133.50	26.7%	225.00	1.5%	86%	False	False	226,845
120	16,062.75	11,929.25	4,133.50	26.7%	223.25	1.4%	86%	False	False	189,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	43.68
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,386.75
2.618	16,773.50
1.618	16,397.75
1.000	16,165.50
0.618	16,022.00
HIGH	15,789.75
0.618	15,646.25
0.500	15,602.00
0.382	15,557.50
LOW	15,414.00
0.618	15,181.75
1.000	15,038.25
1.618	14,806.00
2.618	14,430.25
4.250	13,817.00

Fisher Pivots for day following 02-Aug-2023
Pivot	1 day	3 day
R1	15,602.00	15,665.50
PP	15,559.00	15,601.25
S1	15,516.00	15,537.25

Download as Excel Spreadsheet

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

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