E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	16,978.00	16,854.50	-123.50	-0.7%	16,470.00
High	16,982.00	17,125.75	143.75	0.8%	17,057.00
Low	16,689.25	16,834.25	145.00	0.9%	16,378.25
Close	16,869.75	17,110.00	240.25	1.4%	16,969.25
Range	292.75	291.50	-1.25	-0.4%	678.75
ATR	226.01	230.69	4.68	2.1%	0.00
Volume	722,784	852,229	129,445	17.9%	3,056,410

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	17,897.75	17,795.50	17,270.25
R3	17,606.25	17,504.00	17,190.25
R2	17,314.75	17,314.75	17,163.50
R1	17,212.50	17,212.50	17,136.75	17,263.50
PP	17,023.25	17,023.25	17,023.25	17,049.00
S1	16,921.00	16,921.00	17,083.25	16,972.00
S2	16,731.75	16,731.75	17,056.50
S3	16,440.25	16,629.50	17,029.75
S4	16,148.75	16,338.00	16,949.75

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,837.75	18,582.25	17,342.50
R3	18,159.00	17,903.50	17,156.00
R2	17,480.25	17,480.25	17,093.75
R1	17,224.75	17,224.75	17,031.50	17,352.50
PP	16,801.50	16,801.50	16,801.50	16,865.50
S1	16,546.00	16,546.00	16,907.00	16,673.75
S2	16,122.75	16,122.75	16,844.75
S3	15,444.00	15,867.25	16,782.50
S4	14,765.25	15,188.50	16,596.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,125.75	16,689.25	436.50	2.6%	257.25	1.5%	96%	True	False	748,184
10	17,125.75	16,334.25	791.50	4.6%	250.50	1.5%	98%	True	False	663,438
20	17,165.25	16,334.25	831.00	4.9%	220.25	1.3%	93%	False	False	589,339
40	17,165.25	15,920.25	1,245.00	7.3%	214.75	1.3%	96%	False	False	395,917
60	17,165.25	14,322.75	2,842.50	16.6%	222.75	1.3%	98%	False	False	264,359
80	17,165.25	14,322.75	2,842.50	16.6%	234.75	1.4%	98%	False	False	198,504
100	17,165.25	14,322.75	2,842.50	16.6%	230.50	1.3%	98%	False	False	158,876
120	17,165.25	14,322.75	2,842.50	16.6%	233.75	1.4%	98%	False	False	132,411

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	64.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,364.50
2.618	17,889.00
1.618	17,597.50
1.000	17,417.25
0.618	17,306.00
HIGH	17,125.75
0.618	17,014.50
0.500	16,980.00
0.382	16,945.50
LOW	16,834.25
0.618	16,654.00
1.000	16,542.75
1.618	16,362.50
2.618	16,071.00
4.250	15,595.50

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	17,066.75	17,042.50
PP	17,023.25	16,975.00
S1	16,980.00	16,907.50

Download as Excel Spreadsheet

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

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