E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 15,196.50 15,282.25 85.75 0.6% 14,965.00
High 15,383.50 15,416.75 33.25 0.2% 15,160.25
Low 15,171.75 15,253.00 81.25 0.5% 14,589.00
Close 15,270.75 15,380.00 109.25 0.7% 15,112.00
Range 211.75 163.75 -48.00 -22.7% 571.25
ATR 269.15 261.62 -7.53 -2.8% 0.00
Volume 648,613 614,965 -33,648 -5.2% 3,846,180
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 15,841.25 15,774.25 15,470.00
R3 15,677.50 15,610.50 15,425.00
R2 15,513.75 15,513.75 15,410.00
R1 15,446.75 15,446.75 15,395.00 15,480.25
PP 15,350.00 15,350.00 15,350.00 15,366.50
S1 15,283.00 15,283.00 15,365.00 15,316.50
S2 15,186.25 15,186.25 15,350.00
S3 15,022.50 15,119.25 15,335.00
S4 14,858.75 14,955.50 15,290.00
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 16,667.50 16,461.00 15,426.25
R3 16,096.25 15,889.75 15,269.00
R2 15,525.00 15,525.00 15,216.75
R1 15,318.50 15,318.50 15,164.25 15,421.75
PP 14,953.75 14,953.75 14,953.75 15,005.50
S1 14,747.25 14,747.25 15,059.75 14,850.50
S2 14,382.50 14,382.50 15,007.25
S3 13,811.25 14,176.00 14,955.00
S4 13,240.00 13,604.75 14,797.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,416.75 14,660.00 756.75 4.9% 276.25 1.8% 95% True False 679,542
10 15,416.75 14,589.00 827.75 5.4% 288.75 1.9% 96% True False 720,684
20 15,719.75 14,586.00 1,133.75 7.4% 263.00 1.7% 70% False False 675,520
40 15,855.50 14,586.00 1,269.50 8.3% 255.25 1.7% 63% False False 394,098
60 16,264.25 14,586.00 1,678.25 10.9% 252.00 1.6% 47% False False 263,407
80 16,264.25 14,586.00 1,678.25 10.9% 244.75 1.6% 47% False False 197,919
100 16,264.25 13,888.50 2,375.75 15.4% 241.50 1.6% 63% False False 158,385
120 16,264.25 13,083.00 3,181.25 20.7% 224.50 1.5% 72% False False 131,990
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 82.15
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 16,112.75
2.618 15,845.50
1.618 15,681.75
1.000 15,580.50
0.618 15,518.00
HIGH 15,416.75
0.618 15,354.25
0.500 15,335.00
0.382 15,315.50
LOW 15,253.00
0.618 15,151.75
1.000 15,089.25
1.618 14,988.00
2.618 14,824.25
4.250 14,557.00
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 15,365.00 15,314.50
PP 15,350.00 15,248.75
S1 15,335.00 15,183.00

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

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