E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 23-Aug-2023

Day Change Summary
	Previous	Current
	22-Aug-2023	23-Aug-2023	Change	Change %	Previous Week
Open	14,974.50	14,959.75	-14.75	-0.1%	15,104.00
High	15,118.25	15,356.75	238.50	1.6%	15,335.00
Low	14,932.00	14,957.25	25.25	0.2%	14,609.25
Close	14,958.50	15,195.50	237.00	1.6%	14,744.00
Range	186.25	399.50	213.25	114.5%	725.75
ATR	245.26	256.27	11.02	4.5%	0.00
Volume	623,728	606,168	-17,560	-2.8%	3,202,477

Daily Pivots for day following 23-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,368.25	16,181.50	15,415.25
R3	15,968.75	15,782.00	15,305.25
R2	15,569.25	15,569.25	15,268.75
R1	15,382.50	15,382.50	15,232.00	15,476.00
PP	15,169.75	15,169.75	15,169.75	15,216.50
S1	14,983.00	14,983.00	15,159.00	15,076.50
S2	14,770.25	14,770.25	15,122.25
S3	14,370.75	14,583.50	15,085.75
S4	13,971.25	14,184.00	14,975.75

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	15,356.75	14,609.25	747.50	4.9%	270.50	1.8%	78%	True	False	656,844
10	15,442.25	14,609.25	833.00	5.5%	265.50	1.7%	70%	False	False	649,512
20	15,917.00	14,609.25	1,307.75	8.6%	263.50	1.7%	45%	False	False	657,995
40	16,062.75	14,609.25	1,453.50	9.6%	236.75	1.6%	40%	False	False	625,485
60	16,062.75	14,420.00	1,642.75	10.8%	240.00	1.6%	47%	False	False	540,581
80	16,062.75	13,146.50	2,916.25	19.2%	230.00	1.5%	70%	False	False	405,785
100	16,062.75	12,944.50	3,118.25	20.5%	222.50	1.5%	72%	False	False	324,731
120	16,062.75	11,929.25	4,133.50	27.2%	229.50	1.5%	79%	False	False	270,681

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.85
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	17,054.50
2.618	16,402.75
1.618	16,003.25
1.000	15,756.25
0.618	15,603.75
HIGH	15,356.75
0.618	15,204.25
0.500	15,157.00
0.382	15,109.75
LOW	14,957.25
0.618	14,710.25
1.000	14,557.75
1.618	14,310.75
2.618	13,911.25
4.250	13,259.50

Fisher Pivots for day following 23-Aug-2023
Pivot	1 day	3 day
R1	15,182.75	15,143.25
PP	15,169.75	15,091.00
S1	15,157.00	15,038.50

Download as Excel Spreadsheet

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

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