E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 12,390.00 12,416.25 26.25 0.2% 12,620.00
High 12,390.00 12,454.75 64.75 0.5% 12,683.25
Low 12,207.50 12,357.75 150.25 1.2% 12,207.50
Close 12,269.00 12,357.75 88.75 0.7% 12,269.00
Range 182.50 97.00 -85.50 -46.8% 475.75
ATR 256.13 251.10 -5.03 -2.0% 0.00
Volume 16 8 -8 -50.0% 64
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 12,681.00 12,616.50 12,411.00
R3 12,584.00 12,519.50 12,384.50
R2 12,487.00 12,487.00 12,375.50
R1 12,422.50 12,422.50 12,366.75 12,406.25
PP 12,390.00 12,390.00 12,390.00 12,382.00
S1 12,325.50 12,325.50 12,348.75 12,309.25
S2 12,293.00 12,293.00 12,340.00
S3 12,196.00 12,228.50 12,331.00
S4 12,099.00 12,131.50 12,304.50
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 13,813.75 13,517.25 12,530.75
R3 13,338.00 13,041.50 12,399.75
R2 12,862.25 12,862.25 12,356.25
R1 12,565.75 12,565.75 12,312.50 12,476.00
PP 12,386.50 12,386.50 12,386.50 12,341.75
S1 12,090.00 12,090.00 12,225.50 12,000.50
S2 11,910.75 11,910.75 12,181.75
S3 11,435.00 11,614.25 12,138.25
S4 10,959.25 11,138.50 12,007.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,683.25 12,207.50 475.75 3.8% 188.00 1.5% 32% False False 14
10 13,052.75 12,207.50 845.25 6.8% 208.75 1.7% 18% False False 14
20 13,203.50 12,154.50 1,049.00 8.5% 241.50 2.0% 19% False False 20
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 61.23
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 12,867.00
2.618 12,708.75
1.618 12,611.75
1.000 12,551.75
0.618 12,514.75
HIGH 12,454.75
0.618 12,417.75
0.500 12,406.25
0.382 12,394.75
LOW 12,357.75
0.618 12,297.75
1.000 12,260.75
1.618 12,200.75
2.618 12,103.75
4.250 11,945.50
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 12,406.25 12,365.00
PP 12,390.00 12,362.50
S1 12,374.00 12,360.00

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

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