E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 14-Aug-2023

Day Change Summary
	Previous	Current
	11-Aug-2023	14-Aug-2023	Change	Change %	Previous Week
Open	15,219.00	15,104.00	-115.00	-0.8%	15,370.50
High	15,266.75	15,282.00	15.25	0.1%	15,497.75
Low	15,037.25	15,020.75	-16.50	-0.1%	15,037.25
Close	15,095.75	15,270.25	174.50	1.2%	15,095.75
Range	229.50	261.25	31.75	13.8%	460.50
ATR	246.60	247.65	1.05	0.4%	0.00
Volume	613,959	554,628	-59,331	-9.7%	3,290,907

Daily Pivots for day following 14-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,974.75	15,883.75	15,414.00
R3	15,713.50	15,622.50	15,342.00
R2	15,452.25	15,452.25	15,318.25
R1	15,361.25	15,361.25	15,294.25	15,406.75
PP	15,191.00	15,191.00	15,191.00	15,213.75
S1	15,100.00	15,100.00	15,246.25	15,145.50
S2	14,929.75	14,929.75	15,222.25
S3	14,668.50	14,838.75	15,198.50
S4	14,407.25	14,577.50	15,126.50

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,591.75	16,304.25	15,349.00
R3	16,131.25	15,843.75	15,222.50
R2	15,670.75	15,670.75	15,180.25
R1	15,383.25	15,383.25	15,138.00	15,296.75
PP	15,210.25	15,210.25	15,210.25	15,167.00
S1	14,922.75	14,922.75	15,053.50	14,836.25
S2	14,749.75	14,749.75	15,011.25
S3	14,289.25	14,462.25	14,969.00
S4	13,828.75	14,001.75	14,842.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,497.75	15,020.75	477.00	3.1%	272.50	1.8%	52%	False	True	653,447
10	15,889.25	15,020.75	868.50	5.7%	254.75	1.7%	29%	False	True	658,076
20	16,062.75	15,020.75	1,042.00	6.8%	249.25	1.6%	24%	False	True	663,575
40	16,062.75	14,853.50	1,209.25	7.9%	235.00	1.5%	34%	False	False	622,032
60	16,062.75	13,726.25	2,336.50	15.3%	239.00	1.6%	66%	False	False	465,533
80	16,062.75	12,944.50	3,118.25	20.4%	224.50	1.5%	75%	False	False	349,345
100	16,062.75	12,772.50	3,290.25	21.5%	220.00	1.4%	76%	False	False	279,582
120	16,062.75	11,929.25	4,133.50	27.1%	225.25	1.5%	81%	False	False	233,021

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	57.05
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,392.25
2.618	15,966.00
1.618	15,704.75
1.000	15,543.25
0.618	15,443.50
HIGH	15,282.00
0.618	15,182.25
0.500	15,151.50
0.382	15,120.50
LOW	15,020.75
0.618	14,859.25
1.000	14,759.50
1.618	14,598.00
2.618	14,336.75
4.250	13,910.50

Fisher Pivots for day following 14-Aug-2023
Pivot	1 day	3 day
R1	15,230.50	15,257.25
PP	15,191.00	15,244.50
S1	15,151.50	15,231.50

Download as Excel Spreadsheet

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

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