E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	15,333.00	14,833.00	-500.00	-3.3%	14,762.50
High	15,418.00	15,048.75	-369.25	-2.4%	15,418.00
Low	14,817.00	14,751.75	-65.25	-0.4%	14,720.50
Close	14,862.00	14,979.25	117.25	0.8%	14,979.25
Range	601.00	297.00	-304.00	-50.6%	697.50
ATR	280.90	282.05	1.15	0.4%	0.00
Volume	847,308	823,889	-23,419	-2.8%	3,542,778

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,817.50	15,695.50	15,142.50
R3	15,520.50	15,398.50	15,061.00
R2	15,223.50	15,223.50	15,033.75
R1	15,101.50	15,101.50	15,006.50	15,162.50
PP	14,926.50	14,926.50	14,926.50	14,957.00
S1	14,804.50	14,804.50	14,952.00	14,865.50
S2	14,629.50	14,629.50	14,924.75
S3	14,332.50	14,507.50	14,897.50
S4	14,035.50	14,210.50	14,816.00

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,131.75	16,753.00	15,363.00
R3	16,434.25	16,055.50	15,171.00
R2	15,736.75	15,736.75	15,107.00
R1	15,358.00	15,358.00	15,043.25	15,547.50
PP	15,039.25	15,039.25	15,039.25	15,134.00
S1	14,660.50	14,660.50	14,915.25	14,850.00
S2	14,341.75	14,341.75	14,851.50
S3	13,644.25	13,963.00	14,787.50
S4	12,946.75	13,265.50	14,595.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,418.00	14,720.50	697.50	4.7%	355.50	2.4%	37%	False	False	708,555
10	15,418.00	14,609.25	808.75	5.4%	301.75	2.0%	46%	False	False	674,525
20	15,917.00	14,609.25	1,307.75	8.7%	271.50	1.8%	28%	False	False	664,764
40	16,062.75	14,609.25	1,453.50	9.7%	250.00	1.7%	25%	False	False	635,858
60	16,062.75	14,420.00	1,642.75	11.0%	248.25	1.7%	34%	False	False	568,256
80	16,062.75	13,146.50	2,916.25	19.5%	237.00	1.6%	63%	False	False	426,663
100	16,062.75	12,944.50	3,118.25	20.8%	228.75	1.5%	65%	False	False	341,435
120	16,062.75	11,929.25	4,133.50	27.6%	233.75	1.6%	74%	False	False	284,608

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	58.05
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	16,311.00
2.618	15,826.25
1.618	15,529.25
1.000	15,345.75
0.618	15,232.25
HIGH	15,048.75
0.618	14,935.25
0.500	14,900.25
0.382	14,865.25
LOW	14,751.75
0.618	14,568.25
1.000	14,454.75
1.618	14,271.25
2.618	13,974.25
4.250	13,489.50

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	14,953.00	15,085.00
PP	14,926.50	15,049.75
S1	14,900.25	15,014.50

Download as Excel Spreadsheet

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

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