E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 20-Mar-2023
Day Change Summary
Previous Current
17-Mar-2023 20-Mar-2023 Change Change % Previous Week
Open 12,835.25 12,826.50 -8.75 -0.1% 12,220.00
High 12,932.50 12,867.50 -65.00 -0.5% 12,932.50
Low 12,694.00 12,653.00 -41.00 -0.3% 11,929.25
Close 12,769.50 12,813.75 44.25 0.3% 12,769.50
Range 238.50 214.50 -24.00 -10.1% 1,003.25
ATR 271.26 267.20 -4.05 -1.5% 0.00
Volume 561 846 285 50.8% 1,950
Daily Pivots for day following 20-Mar-2023
Classic Woodie Camarilla DeMark
R4 13,421.50 13,332.25 12,931.75
R3 13,207.00 13,117.75 12,872.75
R2 12,992.50 12,992.50 12,853.00
R1 12,903.25 12,903.25 12,833.50 12,840.50
PP 12,778.00 12,778.00 12,778.00 12,746.75
S1 12,688.75 12,688.75 12,794.00 12,626.00
S2 12,563.50 12,563.50 12,774.50
S3 12,349.00 12,474.25 12,754.75
S4 12,134.50 12,259.75 12,695.75
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 15,553.50 15,164.75 13,321.25
R3 14,550.25 14,161.50 13,045.50
R2 13,547.00 13,547.00 12,953.50
R1 13,158.25 13,158.25 12,861.50 13,352.50
PP 12,543.75 12,543.75 12,543.75 12,641.00
S1 12,155.00 12,155.00 12,677.50 12,349.50
S2 11,540.50 11,540.50 12,585.50
S3 10,537.25 11,151.75 12,493.50
S4 9,534.00 10,148.50 12,217.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 12,932.50 12,181.25 751.25 5.9% 295.50 2.3% 84% False False 540
10 12,932.50 11,929.25 1,003.25 7.8% 288.75 2.3% 88% False False 304
20 12,932.50 11,929.25 1,003.25 7.8% 244.00 1.9% 88% False False 162
40 13,203.50 11,868.25 1,335.25 10.4% 247.50 1.9% 71% False False 90
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 75.20
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 13,779.00
2.618 13,429.00
1.618 13,214.50
1.000 13,082.00
0.618 13,000.00
HIGH 12,867.50
0.618 12,785.50
0.500 12,760.25
0.382 12,735.00
LOW 12,653.00
0.618 12,520.50
1.000 12,438.50
1.618 12,306.00
2.618 12,091.50
4.250 11,741.50
Fisher Pivots for day following 20-Mar-2023
Pivot 1 day 3 day
R1 12,796.00 12,771.00
PP 12,778.00 12,728.00
S1 12,760.25 12,685.25

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

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