E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 22-Aug-2023

Day Change Summary
	Previous	Current
	21-Aug-2023	22-Aug-2023	Change	Change %	Previous Week
Open	14,762.50	14,974.50	212.00	1.4%	15,104.00
High	15,013.75	15,118.25	104.50	0.7%	15,335.00
Low	14,720.50	14,932.00	211.50	1.4%	14,609.25
Close	14,985.75	14,958.50	-27.25	-0.2%	14,744.00
Range	293.25	186.25	-107.00	-36.5%	725.75
ATR	249.79	245.26	-4.54	-1.8%	0.00
Volume	641,685	623,728	-17,957	-2.8%	3,202,477

Daily Pivots for day following 22-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,561.75	15,446.25	15,061.00
R3	15,375.50	15,260.00	15,009.75
R2	15,189.25	15,189.25	14,992.75
R1	15,073.75	15,073.75	14,975.50	15,038.50
PP	15,003.00	15,003.00	15,003.00	14,985.25
S1	14,887.50	14,887.50	14,941.50	14,852.00
S2	14,816.75	14,816.75	14,924.25
S3	14,630.50	14,701.25	14,907.25
S4	14,444.25	14,515.00	14,856.00

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,073.25	16,634.50	15,143.25
R3	16,347.50	15,908.75	14,943.50
R2	15,621.75	15,621.75	14,877.00
R1	15,183.00	15,183.00	14,810.50	15,039.50
PP	14,896.00	14,896.00	14,896.00	14,824.50
S1	14,457.25	14,457.25	14,677.50	14,313.75
S2	14,170.25	14,170.25	14,611.00
S3	13,444.50	13,731.50	14,544.50
S4	12,718.75	13,005.75	14,344.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,166.00	14,609.25	556.75	3.7%	239.50	1.6%	63%	False	False	663,932
10	15,442.25	14,609.25	833.00	5.6%	254.00	1.7%	42%	False	False	654,168
20	15,917.00	14,609.25	1,307.75	8.7%	254.75	1.7%	27%	False	False	661,878
40	16,062.75	14,609.25	1,453.50	9.7%	233.75	1.6%	24%	False	False	624,561
60	16,062.75	14,091.00	1,971.75	13.2%	240.75	1.6%	44%	False	False	530,552
80	16,062.75	13,146.50	2,916.25	19.5%	227.00	1.5%	62%	False	False	398,217
100	16,062.75	12,944.50	3,118.25	20.8%	221.00	1.5%	65%	False	False	318,678
120	16,062.75	11,929.25	4,133.50	27.6%	228.75	1.5%	73%	False	False	265,630

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	60.68
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	15,909.75
2.618	15,605.75
1.618	15,419.50
1.000	15,304.50
0.618	15,233.25
HIGH	15,118.25
0.618	15,047.00
0.500	15,025.00
0.382	15,003.25
LOW	14,932.00
0.618	14,817.00
1.000	14,745.75
1.618	14,630.75
2.618	14,444.50
4.250	14,140.50

Fisher Pivots for day following 22-Aug-2023
Pivot	1 day	3 day
R1	15,025.00	14,927.00
PP	15,003.00	14,895.25
S1	14,980.75	14,863.75

Download as Excel Spreadsheet

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

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