E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 15,382.25 15,424.25 42.00 0.3% 15,501.75
High 15,461.00 15,442.25 -18.75 -0.1% 15,719.75
Low 15,330.50 15,248.50 -82.00 -0.5% 15,356.75
Close 15,414.50 15,375.25 -39.25 -0.3% 15,392.25
Range 130.50 193.75 63.25 48.5% 363.00
ATR 233.52 230.68 -2.84 -1.2% 0.00
Volume 509,746 552,065 42,319 8.3% 3,359,878
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 15,936.50 15,849.75 15,481.75
R3 15,742.75 15,656.00 15,428.50
R2 15,549.00 15,549.00 15,410.75
R1 15,462.25 15,462.25 15,393.00 15,408.75
PP 15,355.25 15,355.25 15,355.25 15,328.50
S1 15,268.50 15,268.50 15,357.50 15,215.00
S2 15,161.50 15,161.50 15,339.75
S3 14,967.75 15,074.75 15,322.00
S4 14,774.00 14,881.00 15,268.75
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 16,578.50 16,348.50 15,592.00
R3 16,215.50 15,985.50 15,492.00
R2 15,852.50 15,852.50 15,458.75
R1 15,622.50 15,622.50 15,425.50 15,556.00
PP 15,489.50 15,489.50 15,489.50 15,456.50
S1 15,259.50 15,259.50 15,359.00 15,193.00
S2 15,126.50 15,126.50 15,325.75
S3 14,763.50 14,896.50 15,292.50
S4 14,400.50 14,533.50 15,192.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,719.75 15,248.50 471.25 3.1% 217.00 1.4% 27% False True 634,313
10 15,730.00 15,248.50 481.50 3.1% 211.50 1.4% 26% False True 462,655
20 15,855.50 14,939.75 915.75 6.0% 240.75 1.6% 48% False False 233,114
40 16,117.00 14,792.00 1,325.00 8.6% 246.75 1.6% 44% False False 117,673
60 16,264.25 14,792.00 1,472.25 9.6% 236.75 1.5% 40% False False 78,922
80 16,264.25 14,144.00 2,120.25 13.8% 238.00 1.5% 58% False False 59,331
100 16,264.25 13,303.00 2,961.25 19.3% 220.50 1.4% 70% False False 47,472
120 16,264.25 13,083.00 3,181.25 20.7% 201.25 1.3% 72% False False 39,560
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 35.80
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,265.75
2.618 15,949.50
1.618 15,755.75
1.000 15,636.00
0.618 15,562.00
HIGH 15,442.25
0.618 15,368.25
0.500 15,345.50
0.382 15,322.50
LOW 15,248.50
0.618 15,128.75
1.000 15,054.75
1.618 14,935.00
2.618 14,741.25
4.250 14,425.00
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 15,365.25 15,484.00
PP 15,355.25 15,447.75
S1 15,345.50 15,411.50

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

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