E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 15,730.25 15,638.75 -91.50 -0.6% 15,690.00
High 15,739.25 15,904.00 164.75 1.0% 16,062.75
Low 15,515.00 15,511.25 -3.75 0.0% 15,522.25
Close 15,610.75 15,571.00 -39.75 -0.3% 15,540.00
Range 224.25 392.75 168.50 75.1% 540.50
ATR 224.04 236.09 12.05 5.4% 0.00
Volume 683,826 846,437 162,611 23.8% 3,352,568
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 16,840.25 16,598.50 15,787.00
R3 16,447.50 16,205.75 15,679.00
R2 16,054.75 16,054.75 15,643.00
R1 15,813.00 15,813.00 15,607.00 15,737.50
PP 15,662.00 15,662.00 15,662.00 15,624.50
S1 15,420.25 15,420.25 15,535.00 15,344.75
S2 15,269.25 15,269.25 15,499.00
S3 14,876.50 15,027.50 15,463.00
S4 14,483.75 14,634.75 15,355.00
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 17,329.75 16,975.50 15,837.25
R3 16,789.25 16,435.00 15,688.75
R2 16,248.75 16,248.75 15,639.00
R1 15,894.50 15,894.50 15,589.50 15,801.50
PP 15,708.25 15,708.25 15,708.25 15,661.75
S1 15,354.00 15,354.00 15,490.50 15,261.00
S2 15,167.75 15,167.75 15,441.00
S3 14,627.25 14,813.50 15,391.25
S4 14,086.75 14,273.00 15,242.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,904.00 15,483.75 420.25 2.7% 227.25 1.5% 21% True False 670,286
10 16,062.75 15,483.75 579.00 3.7% 237.75 1.5% 15% False False 662,953
20 16,062.75 15,028.50 1,034.25 6.6% 219.75 1.4% 52% False False 602,189
40 16,062.75 14,420.00 1,642.75 10.6% 232.25 1.5% 70% False False 502,872
60 16,062.75 13,146.50 2,916.25 18.7% 223.50 1.4% 83% False False 335,816
80 16,062.75 12,944.50 3,118.25 20.0% 215.75 1.4% 84% False False 251,990
100 16,062.75 11,929.25 4,133.50 26.5% 224.75 1.4% 88% False False 201,683
120 16,062.75 11,929.25 4,133.50 26.5% 223.25 1.4% 88% False False 168,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 49.30
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 17,573.25
2.618 16,932.25
1.618 16,539.50
1.000 16,296.75
0.618 16,146.75
HIGH 15,904.00
0.618 15,754.00
0.500 15,707.50
0.382 15,661.25
LOW 15,511.25
0.618 15,268.50
1.000 15,118.50
1.618 14,875.75
2.618 14,483.00
4.250 13,842.00
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 15,707.50 15,707.50
PP 15,662.00 15,662.00
S1 15,616.50 15,616.50

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

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