E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 14-Aug-2023
Day Change Summary
Previous Current
11-Aug-2023 14-Aug-2023 Change Change % Previous Week
Open 15,219.00 15,104.00 -115.00 -0.8% 15,370.50
High 15,266.75 15,282.00 15.25 0.1% 15,497.75
Low 15,037.25 15,020.75 -16.50 -0.1% 15,037.25
Close 15,095.75 15,270.25 174.50 1.2% 15,095.75
Range 229.50 261.25 31.75 13.8% 460.50
ATR 246.60 247.65 1.05 0.4% 0.00
Volume 613,959 554,628 -59,331 -9.7% 3,290,907
Daily Pivots for day following 14-Aug-2023
Classic Woodie Camarilla DeMark
R4 15,974.75 15,883.75 15,414.00
R3 15,713.50 15,622.50 15,342.00
R2 15,452.25 15,452.25 15,318.25
R1 15,361.25 15,361.25 15,294.25 15,406.75
PP 15,191.00 15,191.00 15,191.00 15,213.75
S1 15,100.00 15,100.00 15,246.25 15,145.50
S2 14,929.75 14,929.75 15,222.25
S3 14,668.50 14,838.75 15,198.50
S4 14,407.25 14,577.50 15,126.50
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 16,591.75 16,304.25 15,349.00
R3 16,131.25 15,843.75 15,222.50
R2 15,670.75 15,670.75 15,180.25
R1 15,383.25 15,383.25 15,138.00 15,296.75
PP 15,210.25 15,210.25 15,210.25 15,167.00
S1 14,922.75 14,922.75 15,053.50 14,836.25
S2 14,749.75 14,749.75 15,011.25
S3 14,289.25 14,462.25 14,969.00
S4 13,828.75 14,001.75 14,842.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,497.75 15,020.75 477.00 3.1% 272.50 1.8% 52% False True 653,447
10 15,889.25 15,020.75 868.50 5.7% 254.75 1.7% 29% False True 658,076
20 16,062.75 15,020.75 1,042.00 6.8% 249.25 1.6% 24% False True 663,575
40 16,062.75 14,853.50 1,209.25 7.9% 235.00 1.5% 34% False False 622,032
60 16,062.75 13,726.25 2,336.50 15.3% 239.00 1.6% 66% False False 465,533
80 16,062.75 12,944.50 3,118.25 20.4% 224.50 1.5% 75% False False 349,345
100 16,062.75 12,772.50 3,290.25 21.5% 220.00 1.4% 76% False False 279,582
120 16,062.75 11,929.25 4,133.50 27.1% 225.25 1.5% 81% False False 233,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 57.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,392.25
2.618 15,966.00
1.618 15,704.75
1.000 15,543.25
0.618 15,443.50
HIGH 15,282.00
0.618 15,182.25
0.500 15,151.50
0.382 15,120.50
LOW 15,020.75
0.618 14,859.25
1.000 14,759.50
1.618 14,598.00
2.618 14,336.75
4.250 13,910.50
Fisher Pivots for day following 14-Aug-2023
Pivot 1 day 3 day
R1 15,230.50 15,257.25
PP 15,191.00 15,244.50
S1 15,151.50 15,231.50

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

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