E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	17,127.00	17,090.25	-36.75	-0.2%	16,964.50
High	17,165.25	17,131.00	-34.25	-0.2%	17,165.25
Low	17,077.75	16,938.25	-139.50	-0.8%	16,938.25
Close	17,090.50	17,023.50	-67.00	-0.4%	17,023.50
Range	87.50	192.75	105.25	120.3%	227.00
ATR	189.42	189.66	0.24	0.1%	0.00
Volume	357,702	470,864	113,162	31.6%	1,544,958

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,609.25	17,509.00	17,129.50
R3	17,416.50	17,316.25	17,076.50
R2	17,223.75	17,223.75	17,058.75
R1	17,123.50	17,123.50	17,041.25	17,077.25
PP	17,031.00	17,031.00	17,031.00	17,007.75
S1	16,930.75	16,930.75	17,005.75	16,884.50
S2	16,838.25	16,838.25	16,988.25
S3	16,645.50	16,738.00	16,970.50
S4	16,452.75	16,545.25	16,917.50

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,723.25	17,600.50	17,148.25
R3	17,496.25	17,373.50	17,086.00
R2	17,269.25	17,269.25	17,065.00
R1	17,146.50	17,146.50	17,044.25	17,208.00
PP	17,042.25	17,042.25	17,042.25	17,073.00
S1	16,919.50	16,919.50	17,002.75	16,981.00
S2	16,815.25	16,815.25	16,982.00
S3	16,588.25	16,692.50	16,961.00
S4	16,361.25	16,465.50	16,898.75

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	16,891.50	273.75	1.6%	131.00	0.8%	48%	False	False	406,362
10	17,165.25	16,732.25	433.00	2.5%	159.50	0.9%	67%	False	False	495,449
20	17,165.25	15,920.25	1,245.00	7.3%	196.00	1.2%	89%	False	False	392,862
40	17,165.25	14,946.00	2,219.25	13.0%	201.00	1.2%	94%	False	False	197,169
60	17,165.25	14,322.75	2,842.50	16.7%	224.50	1.3%	95%	False	False	131,802
80	17,165.25	14,322.75	2,842.50	16.7%	228.00	1.3%	95%	False	False	99,029
100	17,165.25	14,322.75	2,842.50	16.7%	233.00	1.4%	95%	False	False	79,248
120	17,165.25	14,322.75	2,842.50	16.7%	222.00	1.3%	95%	False	False	66,042

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	25.90
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	17,950.25
2.618	17,635.50
1.618	17,442.75
1.000	17,323.75
0.618	17,250.00
HIGH	17,131.00
0.618	17,057.25
0.500	17,034.50
0.382	17,012.00
LOW	16,938.25
0.618	16,819.25
1.000	16,745.50
1.618	16,626.50
2.618	16,433.75
4.250	16,119.00

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	17,034.50	17,051.75
PP	17,031.00	17,042.25
S1	17,027.25	17,033.00

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

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