E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 27-Dec-2023

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	16,964.50	17,090.25	125.75	0.7%	16,820.25
High	17,111.25	17,133.00	21.75	0.1%	17,073.50
Low	16,964.50	17,055.50	91.00	0.5%	16,758.50
Close	17,083.50	17,113.25	29.75	0.2%	16,980.00
Range	146.75	77.50	-69.25	-47.2%	315.00
ATR	206.47	197.26	-9.21	-4.5%	0.00
Volume	292,090	424,302	132,212	45.3%	2,740,956

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,333.00	17,300.75	17,156.00
R3	17,255.50	17,223.25	17,134.50
R2	17,178.00	17,178.00	17,127.50
R1	17,145.75	17,145.75	17,120.25	17,162.00
PP	17,100.50	17,100.50	17,100.50	17,108.75
S1	17,068.25	17,068.25	17,106.25	17,084.50
S2	17,023.00	17,023.00	17,099.00
S3	16,945.50	16,990.75	17,092.00
S4	16,868.00	16,913.25	17,070.50

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,882.25	17,746.25	17,153.25
R3	17,567.25	17,431.25	17,066.50
R2	17,252.25	17,252.25	17,037.75
R1	17,116.25	17,116.25	17,009.00	17,184.25
PP	16,937.25	16,937.25	16,937.25	16,971.50
S1	16,801.25	16,801.25	16,951.00	16,869.25
S2	16,622.25	16,622.25	16,922.25
S3	16,307.25	16,486.25	16,893.50
S4	15,992.25	16,171.25	16,806.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,133.00	16,758.50	374.50	2.2%	173.75	1.0%	95%	True	False	499,478
10	17,133.00	16,576.00	557.00	3.3%	180.25	1.1%	96%	True	False	558,501
20	17,133.00	15,920.25	1,212.75	7.1%	204.00	1.2%	98%	True	False	351,741
40	17,133.00	14,494.00	2,639.00	15.4%	207.50	1.2%	99%	True	False	176,526
60	17,133.00	14,322.75	2,810.25	16.4%	232.00	1.4%	99%	True	False	118,027
80	17,133.00	14,322.75	2,810.25	16.4%	229.00	1.3%	99%	True	False	88,674
100	17,133.00	14,322.75	2,810.25	16.4%	234.25	1.4%	99%	True	False	70,963
120	17,133.00	14,322.75	2,810.25	16.4%	221.50	1.3%	99%	True	False	59,138

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.75
Narrowest range in 109 trading days

Fibonacci Retracements and Extensions
4.250	17,462.50
2.618	17,336.00
1.618	17,258.50
1.000	17,210.50
0.618	17,181.00
HIGH	17,133.00
0.618	17,103.50
0.500	17,094.25
0.382	17,085.00
LOW	17,055.50
0.618	17,007.50
1.000	16,978.00
1.618	16,930.00
2.618	16,852.50
4.250	16,726.00

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	17,107.00	17,079.50
PP	17,100.50	17,046.00
S1	17,094.25	17,012.25

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

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