E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 14,465.00 14,665.25 200.25 1.4% 14,574.50
High 14,699.00 14,800.00 101.00 0.7% 14,800.00
Low 14,420.00 14,642.75 222.75 1.5% 14,420.00
Close 14,643.50 14,749.00 105.50 0.7% 14,749.00
Range 279.00 157.25 -121.75 -43.6% 380.00
ATR 229.73 224.56 -5.18 -2.3% 0.00
Volume 4,182 4,940 758 18.1% 19,776
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 15,202.25 15,133.00 14,835.50
R3 15,045.00 14,975.75 14,792.25
R2 14,887.75 14,887.75 14,777.75
R1 14,818.50 14,818.50 14,763.50 14,853.00
PP 14,730.50 14,730.50 14,730.50 14,748.00
S1 14,661.25 14,661.25 14,734.50 14,696.00
S2 14,573.25 14,573.25 14,720.25
S3 14,416.00 14,504.00 14,705.75
S4 14,258.75 14,346.75 14,662.50
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 15,796.25 15,652.75 14,958.00
R3 15,416.25 15,272.75 14,853.50
R2 15,036.25 15,036.25 14,818.75
R1 14,892.75 14,892.75 14,783.75 14,964.50
PP 14,656.25 14,656.25 14,656.25 14,692.25
S1 14,512.75 14,512.75 14,714.25 14,584.50
S2 14,276.25 14,276.25 14,679.25
S3 13,896.25 14,132.75 14,644.50
S4 13,516.25 13,752.75 14,540.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,800.00 14,091.00 709.00 4.8% 259.00 1.8% 93% True False 4,843
10 14,800.00 13,726.25 1,073.75 7.3% 234.75 1.6% 95% True False 3,485
20 14,800.00 13,201.50 1,598.50 10.8% 206.00 1.4% 97% True False 2,267
40 14,800.00 12,944.50 1,855.50 12.6% 198.25 1.3% 97% True False 1,398
60 14,800.00 11,929.25 2,870.75 19.5% 218.50 1.5% 98% True False 1,110
80 14,800.00 11,929.25 2,870.75 19.5% 218.00 1.5% 98% True False 839
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 47.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 15,468.25
2.618 15,211.75
1.618 15,054.50
1.000 14,957.25
0.618 14,897.25
HIGH 14,800.00
0.618 14,740.00
0.500 14,721.50
0.382 14,702.75
LOW 14,642.75
0.618 14,545.50
1.000 14,485.50
1.618 14,388.25
2.618 14,231.00
4.250 13,974.50
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 14,739.75 14,702.75
PP 14,730.50 14,656.25
S1 14,721.50 14,610.00

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

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