E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 28-Dec-2023

Day Change Summary
	Previous	Current
	27-Dec-2023	28-Dec-2023	Change	Change %	Previous Week
Open	17,090.25	17,127.00	36.75	0.2%	16,820.25
High	17,133.00	17,165.25	32.25	0.2%	17,073.50
Low	17,055.50	17,077.75	22.25	0.1%	16,758.50
Close	17,113.25	17,090.50	-22.75	-0.1%	16,980.00
Range	77.50	87.50	10.00	12.9%	315.00
ATR	197.26	189.42	-7.84	-4.0%	0.00
Volume	424,302	357,702	-66,600	-15.7%	2,740,956

Daily Pivots for day following 28-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,373.75	17,319.50	17,138.50
R3	17,286.25	17,232.00	17,114.50
R2	17,198.75	17,198.75	17,106.50
R1	17,144.50	17,144.50	17,098.50	17,128.00
PP	17,111.25	17,111.25	17,111.25	17,102.75
S1	17,057.00	17,057.00	17,082.50	17,040.50
S2	17,023.75	17,023.75	17,074.50
S3	16,936.25	16,969.50	17,066.50
S4	16,848.75	16,882.00	17,042.50

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	17,165.25	16,790.25	375.00	2.2%	128.25	0.8%	80%	True	False	440,153
10	17,165.25	16,628.00	537.25	3.1%	166.00	1.0%	86%	True	False	527,057
20	17,165.25	15,920.25	1,245.00	7.3%	198.75	1.2%	94%	True	False	369,459
40	17,165.25	14,595.50	2,569.75	15.0%	205.00	1.2%	97%	True	False	185,440
60	17,165.25	14,322.75	2,842.50	16.6%	227.25	1.3%	97%	True	False	123,974
80	17,165.25	14,322.75	2,842.50	16.6%	228.25	1.3%	97%	True	False	93,145
100	17,165.25	14,322.75	2,842.50	16.6%	233.75	1.4%	97%	True	False	74,540
120	17,165.25	14,322.75	2,842.50	16.6%	221.50	1.3%	97%	True	False	62,118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	32.58
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	17,537.00
2.618	17,394.25
1.618	17,306.75
1.000	17,252.75
0.618	17,219.25
HIGH	17,165.25
0.618	17,131.75
0.500	17,121.50
0.382	17,111.25
LOW	17,077.75
0.618	17,023.75
1.000	16,990.25
1.618	16,936.25
2.618	16,848.75
4.250	16,706.00

Fisher Pivots for day following 28-Dec-2023
Pivot	1 day	3 day
R1	17,121.50	17,082.00
PP	17,111.25	17,073.50
S1	17,100.75	17,065.00

Download as Excel Spreadsheet

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

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