E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	14,929.25	15,035.25	106.00	0.7%	15,331.75
High	15,119.25	15,039.00	-80.25	-0.5%	15,531.25
Low	14,895.75	14,638.00	-257.75	-1.7%	14,834.00
Close	15,034.75	14,663.25	-371.50	-2.5%	14,851.25
Range	223.50	401.00	177.50	79.4%	697.25
ATR	263.92	273.71	9.79	3.7%	0.00
Volume	1,205	1,304	99	8.2%	4,485

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,983.00	15,724.25	14,883.75
R3	15,582.00	15,323.25	14,773.50
R2	15,181.00	15,181.00	14,736.75
R1	14,922.25	14,922.25	14,700.00	14,851.00
PP	14,780.00	14,780.00	14,780.00	14,744.50
S1	14,521.25	14,521.25	14,626.50	14,450.00
S2	14,379.00	14,379.00	14,589.75
S3	13,978.00	14,120.25	14,553.00
S4	13,577.00	13,719.25	14,442.75

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,164.00	16,704.75	15,234.75
R3	16,466.75	16,007.50	15,043.00
R2	15,769.50	15,769.50	14,979.00
R1	15,310.25	15,310.25	14,915.25	15,191.25
PP	15,072.25	15,072.25	15,072.25	15,012.50
S1	14,613.00	14,613.00	14,787.25	14,494.00
S2	14,375.00	14,375.00	14,723.50
S3	13,677.75	13,915.75	14,659.50
S4	12,980.50	13,218.50	14,467.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,329.75	14,638.00	691.75	4.7%	300.75	2.1%	4%	False	True	1,134
10	15,667.00	14,638.00	1,029.00	7.0%	282.25	1.9%	2%	False	True	965
20	15,667.00	14,638.00	1,029.00	7.0%	284.75	1.9%	2%	False	True	971
40	16,063.50	14,638.00	1,425.50	9.7%	245.75	1.7%	2%	False	True	726
60	16,191.25	14,638.00	1,553.25	10.6%	254.25	1.7%	2%	False	True	518
80	16,436.50	14,638.00	1,798.50	12.3%	225.75	1.5%	1%	False	True	390
100	16,436.50	14,638.00	1,798.50	12.3%	189.75	1.3%	1%	False	True	312
120	16,436.50	13,677.00	2,759.50	18.8%	159.00	1.1%	36%	False	False	260

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	51.53
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	16,743.25
2.618	16,088.75
1.618	15,687.75
1.000	15,440.00
0.618	15,286.75
HIGH	15,039.00
0.618	14,885.75
0.500	14,838.50
0.382	14,791.25
LOW	14,638.00
0.618	14,390.25
1.000	14,237.00
1.618	13,989.25
2.618	13,588.25
4.250	12,933.75

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	14,838.50	14,878.50
PP	14,780.00	14,806.75
S1	14,721.75	14,735.00

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

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