E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 15,236.50 15,045.00 -191.50 -1.3% 15,040.25
High 15,238.25 15,138.25 -100.00 -0.7% 15,468.75
Low 14,979.25 14,839.50 -139.75 -0.9% 14,949.50
Close 15,025.25 14,890.00 -135.25 -0.9% 15,120.25
Range 259.00 298.75 39.75 15.3% 519.25
ATR 262.92 265.48 2.56 1.0% 0.00
Volume 853,599 1,019,700 166,101 19.5% 3,405,149
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 15,852.25 15,669.75 15,054.25
R3 15,553.50 15,371.00 14,972.25
R2 15,254.75 15,254.75 14,944.75
R1 15,072.25 15,072.25 14,917.50 15,014.00
PP 14,956.00 14,956.00 14,956.00 14,926.75
S1 14,773.50 14,773.50 14,862.50 14,715.50
S2 14,657.25 14,657.25 14,835.25
S3 14,358.50 14,474.75 14,807.75
S4 14,059.75 14,176.00 14,725.75
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 16,737.25 16,448.00 15,405.75
R3 16,218.00 15,928.75 15,263.00
R2 15,698.75 15,698.75 15,215.50
R1 15,409.50 15,409.50 15,167.75 15,554.00
PP 15,179.50 15,179.50 15,179.50 15,251.75
S1 14,890.25 14,890.25 15,072.75 15,035.00
S2 14,660.25 14,660.25 15,025.00
S3 14,141.00 14,371.00 14,977.50
S4 13,621.75 13,851.75 14,834.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 15,366.75 14,839.50 527.25 3.5% 275.00 1.8% 10% False True 814,639
10 15,468.75 14,660.00 808.75 5.4% 276.75 1.9% 28% False False 754,194
20 15,468.75 14,586.00 882.75 5.9% 270.00 1.8% 34% False False 730,213
40 15,855.50 14,586.00 1,269.50 8.5% 256.00 1.7% 24% False False 514,261
60 16,117.00 14,586.00 1,531.00 10.3% 258.00 1.7% 20% False False 343,607
80 16,264.25 14,586.00 1,678.25 11.3% 245.50 1.6% 18% False False 258,063
100 16,264.25 14,586.00 1,678.25 11.3% 244.25 1.6% 18% False False 206,586
120 16,264.25 13,303.00 2,961.25 19.9% 230.50 1.5% 54% False False 172,162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 57.80
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 16,408.00
2.618 15,920.50
1.618 15,621.75
1.000 15,437.00
0.618 15,323.00
HIGH 15,138.25
0.618 15,024.25
0.500 14,989.00
0.382 14,953.50
LOW 14,839.50
0.618 14,654.75
1.000 14,540.75
1.618 14,356.00
2.618 14,057.25
4.250 13,569.75
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 14,989.00 15,074.50
PP 14,956.00 15,013.00
S1 14,923.00 14,951.50

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

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