E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 10-Aug-2023

Day Change Summary
	Previous	Current
	09-Aug-2023	10-Aug-2023	Change	Change %	Previous Week
Open	15,351.75	15,202.50	-149.25	-1.0%	15,850.00
High	15,432.50	15,442.25	9.75	0.1%	15,917.00
Low	15,146.50	15,136.00	-10.50	-0.1%	15,336.50
Close	15,178.25	15,201.25	23.00	0.2%	15,354.00
Range	286.00	306.25	20.25	7.1%	580.50
ATR	243.43	247.92	4.49	1.8%	0.00
Volume	652,732	807,104	154,372	23.7%	3,259,125

Daily Pivots for day following 10-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,178.50	15,996.25	15,369.75
R3	15,872.25	15,690.00	15,285.50
R2	15,566.00	15,566.00	15,257.50
R1	15,383.75	15,383.75	15,229.25	15,321.75
PP	15,259.75	15,259.75	15,259.75	15,229.00
S1	15,077.50	15,077.50	15,173.25	15,015.50
S2	14,953.50	14,953.50	15,145.00
S3	14,647.25	14,771.25	15,117.00
S4	14,341.00	14,465.00	15,032.75

Weekly Pivots for week ending 04-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,277.25	16,896.25	15,673.25
R3	16,696.75	16,315.75	15,513.75
R2	16,116.25	16,116.25	15,460.50
R1	15,735.25	15,735.25	15,407.25	15,635.50
PP	15,535.75	15,535.75	15,535.75	15,486.00
S1	15,154.75	15,154.75	15,300.75	15,055.00
S2	14,955.25	14,955.25	15,247.50
S3	14,374.75	14,574.25	15,194.25
S4	13,794.25	13,993.75	15,034.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,610.25	15,136.00	474.25	3.1%	261.50	1.7%	14%	False	True	690,035
10	15,917.00	15,136.00	781.00	5.1%	253.25	1.7%	8%	False	True	662,545
20	16,062.75	15,136.00	926.75	6.1%	245.50	1.6%	7%	False	True	662,749
40	16,062.75	14,853.50	1,209.25	8.0%	238.75	1.6%	29%	False	False	629,484
60	16,062.75	13,580.25	2,482.50	16.3%	236.00	1.6%	65%	False	False	446,098
80	16,062.75	12,944.50	3,118.25	20.5%	222.25	1.5%	72%	False	False	334,751
100	16,062.75	12,772.50	3,290.25	21.6%	221.25	1.5%	74%	False	False	267,907
120	16,062.75	11,929.25	4,133.50	27.2%	225.00	1.5%	79%	False	False	223,283

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	53.20
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	16,743.75
2.618	16,244.00
1.618	15,937.75
1.000	15,748.50
0.618	15,631.50
HIGH	15,442.25
0.618	15,325.25
0.500	15,289.00
0.382	15,253.00
LOW	15,136.00
0.618	14,946.75
1.000	14,829.75
1.618	14,640.50
2.618	14,334.25
4.250	13,834.50

Fisher Pivots for day following 10-Aug-2023
Pivot	1 day	3 day
R1	15,289.00	15,317.00
PP	15,259.75	15,278.25
S1	15,230.50	15,239.75

Download as Excel Spreadsheet

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

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