E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	15,279.00	15,110.75	-168.25	-1.1%	15,370.50
High	15,335.00	15,166.00	-169.00	-1.1%	15,497.75
Low	15,074.75	14,921.50	-153.25	-1.0%	15,037.25
Close	15,106.50	14,942.25	-164.25	-1.1%	15,095.75
Range	260.25	244.50	-15.75	-6.1%	460.50
ATR	248.55	248.26	-0.29	-0.1%	0.00
Volume	593,602	641,607	48,005	8.1%	3,290,907

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,743.50	15,587.25	15,076.75
R3	15,499.00	15,342.75	15,009.50
R2	15,254.50	15,254.50	14,987.00
R1	15,098.25	15,098.25	14,964.75	15,054.00
PP	15,010.00	15,010.00	15,010.00	14,987.75
S1	14,853.75	14,853.75	14,919.75	14,809.50
S2	14,765.50	14,765.50	14,897.50
S3	14,521.00	14,609.25	14,875.00
S4	14,276.50	14,364.75	14,807.75

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	15,442.25	14,921.50	520.75	3.5%	260.25	1.7%	4%	False	True	642,180
10	15,610.25	14,921.50	688.75	4.6%	251.50	1.7%	3%	False	True	651,281
20	15,925.75	14,921.50	1,004.25	6.7%	252.00	1.7%	2%	False	True	659,558
40	16,062.75	14,853.50	1,209.25	8.1%	237.25	1.6%	7%	False	False	620,667
60	16,062.75	13,726.25	2,336.50	15.6%	240.25	1.6%	52%	False	False	486,075
80	16,062.75	12,944.50	3,118.25	20.9%	227.00	1.5%	64%	False	False	364,773
100	16,062.75	12,772.50	3,290.25	22.0%	219.75	1.5%	66%	False	False	291,922
120	16,062.75	11,929.25	4,133.50	27.7%	226.25	1.5%	73%	False	False	243,314

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	62.90
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,205.00
2.618	15,806.00
1.618	15,561.50
1.000	15,410.50
0.618	15,317.00
HIGH	15,166.00
0.618	15,072.50
0.500	15,043.75
0.382	15,015.00
LOW	14,921.50
0.618	14,770.50
1.000	14,677.00
1.618	14,526.00
2.618	14,281.50
4.250	13,882.50

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	15,043.75	15,128.25
PP	15,010.00	15,066.25
S1	14,976.00	15,004.25

Download as Excel Spreadsheet

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

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