E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	15,385.00	15,286.25	-98.75	-0.6%	15,517.00
High	15,395.75	15,390.75	-5.00	0.0%	15,586.75
Low	15,157.50	15,223.00	65.50	0.4%	15,157.50
Close	15,282.25	15,297.50	15.25	0.1%	15,297.50
Range	238.25	167.75	-70.50	-29.6%	429.25
ATR	249.96	244.08	-5.87	-2.3%	0.00
Volume	644,887	598,477	-46,410	-7.2%	2,444,758

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,807.00	15,720.00	15,389.75
R3	15,639.25	15,552.25	15,343.75
R2	15,471.50	15,471.50	15,328.25
R1	15,384.50	15,384.50	15,313.00	15,428.00
PP	15,303.75	15,303.75	15,303.75	15,325.50
S1	15,216.75	15,216.75	15,282.00	15,260.25
S2	15,136.00	15,136.00	15,266.75
S3	14,968.25	15,049.00	15,251.25
S4	14,800.50	14,881.25	15,205.25

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,635.00	16,395.50	15,533.50
R3	16,205.75	15,966.25	15,415.50
R2	15,776.50	15,776.50	15,376.25
R1	15,537.00	15,537.00	15,336.75	15,442.00
PP	15,347.25	15,347.25	15,347.25	15,299.75
S1	15,107.75	15,107.75	15,258.25	15,013.00
S2	14,918.00	14,918.00	15,218.75
S3	14,488.75	14,678.50	15,179.50
S4	14,059.50	14,249.25	15,061.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,661.25	15,157.50	503.75	3.3%	200.75	1.3%	28%	False	False	603,489
10	15,661.25	14,751.75	909.50	5.9%	214.25	1.4%	60%	False	False	621,883
20	15,661.25	14,609.25	1,052.00	6.9%	254.50	1.7%	65%	False	False	637,708
40	16,062.75	14,609.25	1,453.50	9.5%	250.00	1.6%	47%	False	False	650,228
60	16,062.75	14,609.25	1,453.50	9.5%	244.00	1.6%	47%	False	False	632,225
80	16,062.75	13,580.25	2,482.50	16.2%	240.75	1.6%	69%	False	False	494,000
100	16,062.75	12,944.50	3,118.25	20.4%	228.75	1.5%	75%	False	False	395,342
120	16,062.75	12,772.50	3,290.25	21.5%	226.75	1.5%	77%	False	False	329,540

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	16,103.75
2.618	15,830.00
1.618	15,662.25
1.000	15,558.50
0.618	15,494.50
HIGH	15,390.75
0.618	15,326.75
0.500	15,307.00
0.382	15,287.00
LOW	15,223.00
0.618	15,119.25
1.000	15,055.25
1.618	14,951.50
2.618	14,783.75
4.250	14,510.00

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	15,307.00	15,345.25
PP	15,303.75	15,329.25
S1	15,300.50	15,313.50

Download as Excel Spreadsheet

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

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