E-mini NASDAQ-100 Future December 2023


Trading Metrics calculated at close of trading on 01-Nov-2023
Day Change Summary
Previous Current
31-Oct-2023 01-Nov-2023 Change Change % Previous Week
Open 14,410.50 14,460.00 49.50 0.3% 14,680.00
High 14,503.75 14,762.00 258.25 1.8% 14,948.75
Low 14,311.25 14,410.75 99.50 0.7% 14,140.25
Close 14,490.25 14,744.50 254.25 1.8% 14,265.25
Range 192.50 351.25 158.75 82.5% 808.50
ATR 266.76 272.79 6.04 2.3% 0.00
Volume 712,605 741,817 29,212 4.1% 4,059,162
Daily Pivots for day following 01-Nov-2023
Classic Woodie Camarilla DeMark
R4 15,692.75 15,570.00 14,937.75
R3 15,341.50 15,218.75 14,841.00
R2 14,990.25 14,990.25 14,809.00
R1 14,867.50 14,867.50 14,776.75 14,929.00
PP 14,639.00 14,639.00 14,639.00 14,669.75
S1 14,516.25 14,516.25 14,712.25 14,577.50
S2 14,287.75 14,287.75 14,680.00
S3 13,936.50 14,165.00 14,648.00
S4 13,585.25 13,813.75 14,551.25
Weekly Pivots for week ending 27-Oct-2023
Classic Woodie Camarilla DeMark
R4 16,877.00 16,379.50 14,710.00
R3 16,068.50 15,571.00 14,487.50
R2 15,260.00 15,260.00 14,413.50
R1 14,762.50 14,762.50 14,339.25 14,607.00
PP 14,451.50 14,451.50 14,451.50 14,373.50
S1 13,954.00 13,954.00 14,191.25 13,798.50
S2 13,643.00 13,643.00 14,117.00
S3 12,834.50 13,145.50 14,043.00
S4 12,026.00 12,337.00 13,820.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 14,762.00 14,140.25 621.75 4.2% 246.75 1.7% 97% True False 785,795
10 15,138.25 14,140.25 998.00 6.8% 276.75 1.9% 61% False False 808,481
20 15,468.75 14,140.25 1,328.50 9.0% 274.00 1.9% 45% False False 764,176
40 15,719.75 14,140.25 1,579.50 10.7% 259.50 1.8% 38% False False 689,734
60 15,855.50 14,140.25 1,715.25 11.6% 260.50 1.8% 35% False False 461,012
80 16,264.25 14,140.25 2,124.00 14.4% 255.75 1.7% 28% False False 346,223
100 16,264.25 14,140.25 2,124.00 14.4% 249.50 1.7% 28% False False 277,223
120 16,264.25 13,609.00 2,655.25 18.0% 242.00 1.6% 43% False False 231,037
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 60.95
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 16,254.75
2.618 15,681.50
1.618 15,330.25
1.000 15,113.25
0.618 14,979.00
HIGH 14,762.00
0.618 14,627.75
0.500 14,586.50
0.382 14,545.00
LOW 14,410.75
0.618 14,193.75
1.000 14,059.50
1.618 13,842.50
2.618 13,491.25
4.250 12,918.00
Fisher Pivots for day following 01-Nov-2023
Pivot 1 day 3 day
R1 14,691.75 14,673.75
PP 14,639.00 14,603.25
S1 14,586.50 14,532.50

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

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