E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	15,035.25	14,611.00	-424.25	-2.8%	15,331.75
High	15,039.00	14,642.25	-396.75	-2.6%	15,531.25
Low	14,638.00	14,322.75	-315.25	-2.2%	14,834.00
Close	14,663.25	14,375.00	-288.25	-2.0%	14,851.25
Range	401.00	319.50	-81.50	-20.3%	697.25
ATR	273.71	278.49	4.77	1.7%	0.00
Volume	1,304	1,919	615	47.2%	4,485

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,405.25	15,209.50	14,550.75
R3	15,085.75	14,890.00	14,462.75
R2	14,766.25	14,766.25	14,433.50
R1	14,570.50	14,570.50	14,404.25	14,508.50
PP	14,446.75	14,446.75	14,446.75	14,415.75
S1	14,251.00	14,251.00	14,345.75	14,189.00
S2	14,127.25	14,127.25	14,316.50
S3	13,807.75	13,931.50	14,287.25
S4	13,488.25	13,612.00	14,199.25

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	15,119.25	14,322.75	796.50	5.5%	305.00	2.1%	7%	False	True	1,252
10	15,562.00	14,322.75	1,239.25	8.6%	288.75	2.0%	4%	False	True	1,058
20	15,667.00	14,322.75	1,344.25	9.4%	286.25	2.0%	4%	False	True	1,023
40	16,063.50	14,322.75	1,740.75	12.1%	249.75	1.7%	3%	False	True	773
60	16,063.50	14,322.75	1,740.75	12.1%	253.50	1.8%	3%	False	True	549
80	16,436.50	14,322.75	2,113.75	14.7%	228.25	1.6%	2%	False	True	414
100	16,436.50	14,322.75	2,113.75	14.7%	193.00	1.3%	2%	False	True	331
120	16,436.50	13,677.00	2,759.50	19.2%	161.50	1.1%	25%	False	False	276

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	47.65
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	16,000.00
2.618	15,478.75
1.618	15,159.25
1.000	14,961.75
0.618	14,839.75
HIGH	14,642.25
0.618	14,520.25
0.500	14,482.50
0.382	14,444.75
LOW	14,322.75
0.618	14,125.25
1.000	14,003.25
1.618	13,805.75
2.618	13,486.25
4.250	12,965.00

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	14,482.50	14,721.00
PP	14,446.75	14,605.75
S1	14,410.75	14,490.25

Download as Excel Spreadsheet

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

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