E-mini NASDAQ-100 Future September 2023


Trading Metrics calculated at close of trading on 24-Aug-2023
Day Change Summary
Previous Current
23-Aug-2023 24-Aug-2023 Change Change % Previous Week
Open 14,959.75 15,333.00 373.25 2.5% 15,104.00
High 15,356.75 15,418.00 61.25 0.4% 15,335.00
Low 14,957.25 14,817.00 -140.25 -0.9% 14,609.25
Close 15,195.50 14,862.00 -333.50 -2.2% 14,744.00
Range 399.50 601.00 201.50 50.4% 725.75
ATR 256.27 280.90 24.62 9.6% 0.00
Volume 606,168 847,308 241,140 39.8% 3,202,477
Daily Pivots for day following 24-Aug-2023
Classic Woodie Camarilla DeMark
R4 16,835.25 16,449.75 15,192.50
R3 16,234.25 15,848.75 15,027.25
R2 15,633.25 15,633.25 14,972.25
R1 15,247.75 15,247.75 14,917.00 15,140.00
PP 15,032.25 15,032.25 15,032.25 14,978.50
S1 14,646.75 14,646.75 14,807.00 14,539.00
S2 14,431.25 14,431.25 14,751.75
S3 13,830.25 14,045.75 14,696.75
S4 13,229.25 13,444.75 14,531.50
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 17,073.25 16,634.50 15,143.25
R3 16,347.50 15,908.75 14,943.50
R2 15,621.75 15,621.75 14,877.00
R1 15,183.00 15,183.00 14,810.50 15,039.50
PP 14,896.00 14,896.00 14,896.00 14,824.50
S1 14,457.25 14,457.25 14,677.50 14,313.75
S2 14,170.25 14,170.25 14,611.00
S3 13,444.50 13,731.50 14,544.50
S4 12,718.75 13,005.75 14,344.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,418.00 14,609.25 808.75 5.4% 334.75 2.3% 31% True False 690,026
10 15,418.00 14,609.25 808.75 5.4% 295.00 2.0% 31% True False 653,532
20 15,917.00 14,609.25 1,307.75 8.8% 274.00 1.8% 19% False False 658,039
40 16,062.75 14,609.25 1,453.50 9.8% 247.00 1.7% 17% False False 630,114
60 16,062.75 14,420.00 1,642.75 11.1% 246.25 1.7% 27% False False 554,594
80 16,062.75 13,146.50 2,916.25 19.6% 236.25 1.6% 59% False False 416,372
100 16,062.75 12,944.50 3,118.25 21.0% 227.50 1.5% 61% False False 333,200
120 16,062.75 11,929.25 4,133.50 27.8% 233.00 1.6% 71% False False 277,742
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 54.70
Widest range in 153 trading days
Fibonacci Retracements and Extensions
4.250 17,972.25
2.618 16,991.50
1.618 16,390.50
1.000 16,019.00
0.618 15,789.50
HIGH 15,418.00
0.618 15,188.50
0.500 15,117.50
0.382 15,046.50
LOW 14,817.00
0.618 14,445.50
1.000 14,216.00
1.618 13,844.50
2.618 13,243.50
4.250 12,262.75
Fisher Pivots for day following 24-Aug-2023
Pivot 1 day 3 day
R1 15,117.50 15,117.50
PP 15,032.25 15,032.25
S1 14,947.25 14,947.25

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

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