E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 31-Aug-2023

Day Change Summary
	Previous	Current
	30-Aug-2023	31-Aug-2023	Change	Change %	Previous Week
Open	15,427.50	15,513.75	86.25	0.6%	14,762.50
High	15,522.75	15,606.75	84.00	0.5%	15,418.00
Low	15,361.50	15,460.00	98.50	0.6%	14,720.50
Close	15,501.25	15,538.50	37.25	0.2%	14,979.25
Range	161.25	146.75	-14.50	-9.0%	697.50
ATR	272.02	263.07	-8.95	-3.3%	0.00
Volume	590,194	584,743	-5,451	-0.9%	3,542,778

Daily Pivots for day following 31-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,975.25	15,903.75	15,619.25
R3	15,828.50	15,757.00	15,578.75
R2	15,681.75	15,681.75	15,565.50
R1	15,610.25	15,610.25	15,552.00	15,646.00
PP	15,535.00	15,535.00	15,535.00	15,553.00
S1	15,463.50	15,463.50	15,525.00	15,499.25
S2	15,388.25	15,388.25	15,511.50
S3	15,241.50	15,316.75	15,498.25
S4	15,094.75	15,170.00	15,457.75

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	15,606.75	14,751.75	855.00	5.5%	227.75	1.5%	92%	True	False	640,278
10	15,606.75	14,609.25	997.50	6.4%	281.25	1.8%	93%	True	False	665,152
20	15,610.25	14,609.25	1,001.00	6.4%	269.75	1.7%	93%	False	False	659,344
40	16,062.75	14,609.25	1,453.50	9.4%	251.25	1.6%	64%	False	False	648,069
60	16,062.75	14,425.00	1,637.75	10.5%	249.75	1.6%	68%	False	False	607,293
80	16,062.75	13,354.25	2,708.50	17.4%	237.50	1.5%	81%	False	False	456,342
100	16,062.75	12,944.50	3,118.25	20.1%	229.50	1.5%	83%	False	False	365,192
120	16,062.75	12,181.25	3,881.50	25.0%	230.75	1.5%	86%	False	False	304,417

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	49.43
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	16,230.50
2.618	15,991.00
1.618	15,844.25
1.000	15,753.50
0.618	15,697.50
HIGH	15,606.75
0.618	15,550.75
0.500	15,533.50
0.382	15,516.00
LOW	15,460.00
0.618	15,369.25
1.000	15,313.25
1.618	15,222.50
2.618	15,075.75
4.250	14,836.25

Fisher Pivots for day following 31-Aug-2023
Pivot	1 day	3 day
R1	15,536.75	15,468.50
PP	15,535.00	15,398.25
S1	15,533.50	15,328.25

Download as Excel Spreadsheet

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

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