E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 15,767.50 16,042.75 275.25 1.7% 15,762.25
High 16,095.00 16,117.00 22.00 0.1% 16,103.00
Low 15,746.25 15,994.50 248.25 1.6% 15,681.75
Close 16,048.25 16,058.00 9.75 0.1% 16,048.25
Range 348.75 122.50 -226.25 -64.9% 421.25
ATR 241.00 232.54 -8.46 -3.5% 0.00
Volume 2,755 1,359 -1,396 -50.7% 10,626
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 16,424.00 16,363.50 16,125.50
R3 16,301.50 16,241.00 16,091.75
R2 16,179.00 16,179.00 16,080.50
R1 16,118.50 16,118.50 16,069.25 16,148.75
PP 16,056.50 16,056.50 16,056.50 16,071.50
S1 15,996.00 15,996.00 16,046.75 16,026.25
S2 15,934.00 15,934.00 16,035.50
S3 15,811.50 15,873.50 16,024.25
S4 15,689.00 15,751.00 15,990.50
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 17,208.00 17,049.50 16,280.00
R3 16,786.75 16,628.25 16,164.00
R2 16,365.50 16,365.50 16,125.50
R1 16,207.00 16,207.00 16,086.75 16,286.25
PP 15,944.25 15,944.25 15,944.25 15,984.00
S1 15,785.75 15,785.75 16,009.75 15,865.00
S2 15,523.00 15,523.00 15,971.00
S3 15,101.75 15,364.50 15,932.50
S4 14,680.50 14,943.25 15,816.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,117.00 15,711.75 405.25 2.5% 254.25 1.6% 85% True False 2,195
10 16,264.25 15,681.75 582.50 3.6% 242.25 1.5% 65% False False 1,847
20 16,264.25 15,256.50 1,007.75 6.3% 219.25 1.4% 80% False False 1,575
40 16,264.25 14,612.75 1,651.50 10.3% 228.50 1.4% 88% False False 1,249
60 16,264.25 13,303.00 2,961.25 18.4% 212.25 1.3% 93% False False 854
80 16,264.25 13,083.00 3,181.25 19.8% 189.00 1.2% 94% False False 641
100 16,264.25 12,150.00 4,114.25 25.6% 175.25 1.1% 95% False False 513
120 16,264.25 12,150.00 4,114.25 25.6% 158.50 1.0% 95% False False 428
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 51.73
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 16,637.50
2.618 16,437.75
1.618 16,315.25
1.000 16,239.50
0.618 16,192.75
HIGH 16,117.00
0.618 16,070.25
0.500 16,055.75
0.382 16,041.25
LOW 15,994.50
0.618 15,918.75
1.000 15,872.00
1.618 15,796.25
2.618 15,673.75
4.250 15,474.00
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 16,057.25 16,010.00
PP 16,056.50 15,962.25
S1 16,055.75 15,914.50

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

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