E-mini NASDAQ-100 Future September 2023

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	15,372.75	15,480.25	107.50	0.7%	15,308.00
High	15,517.75	15,524.00	6.25	0.0%	15,524.00
Low	15,337.25	15,401.25	64.00	0.4%	15,212.75
Close	15,478.00	15,435.20	-42.80	-0.3%	15,435.20
Range	180.50	122.75	-57.75	-32.0%	311.25
ATR	231.65	223.87	-7.78	-3.4%	0.00
Volume	110,435	9,270	-101,165	-91.6%	974,305

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,821.75	15,751.25	15,502.75
R3	15,699.00	15,628.50	15,469.00
R2	15,576.25	15,576.25	15,457.75
R1	15,505.75	15,505.75	15,446.50	15,479.50
PP	15,453.50	15,453.50	15,453.50	15,440.50
S1	15,383.00	15,383.00	15,424.00	15,356.75
S2	15,330.75	15,330.75	15,412.75
S3	15,208.00	15,260.25	15,401.50
S4	15,085.25	15,137.50	15,367.75

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,324.50	16,191.00	15,606.50
R3	16,013.25	15,879.75	15,520.75
R2	15,702.00	15,702.00	15,492.25
R1	15,568.50	15,568.50	15,463.75	15,635.25
PP	15,390.75	15,390.75	15,390.75	15,424.00
S1	15,257.25	15,257.25	15,406.75	15,324.00
S2	15,079.50	15,079.50	15,378.25
S3	14,768.25	14,946.00	15,349.50
S4	14,457.00	14,634.75	15,264.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,524.00	15,212.75	311.25	2.0%	181.25	1.2%	71%	True	False	194,861
10	15,661.25	15,157.50	503.75	3.3%	191.00	1.2%	55%	False	False	399,175
20	15,661.25	14,609.25	1,052.00	6.8%	236.25	1.5%	79%	False	False	532,163
40	15,917.00	14,609.25	1,307.75	8.5%	241.75	1.6%	63%	False	False	592,634
60	16,062.75	14,609.25	1,453.50	9.4%	237.00	1.5%	57%	False	False	591,844
80	16,062.75	13,726.25	2,336.50	15.1%	240.75	1.6%	73%	False	False	506,103
100	16,062.75	12,944.50	3,118.25	20.2%	230.00	1.5%	80%	False	False	405,060
120	16,062.75	12,772.50	3,290.25	21.3%	223.00	1.4%	81%	False	False	337,637

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	True
Bear Hook	False
Bull Hook	False
Stretch	44.48
Narrowest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	16,045.75
2.618	15,845.25
1.618	15,722.50
1.000	15,646.75
0.618	15,599.75
HIGH	15,524.00
0.618	15,477.00
0.500	15,462.50
0.382	15,448.25
LOW	15,401.25
0.618	15,325.50
1.000	15,278.50
1.618	15,202.75
2.618	15,080.00
4.250	14,879.50

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	15,462.50	15,413.00
PP	15,453.50	15,390.75
S1	15,444.25	15,368.50

Download as Excel Spreadsheet

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

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