E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 26-Jan-2024

Day Change Summary
	Previous	Current
	25-Jan-2024	26-Jan-2024	Change	Change %	Previous Week
Open	17,614.75	17,571.25	-43.50	-0.2%	17,466.00
High	17,752.00	17,632.00	-120.00	-0.7%	17,793.50
Low	17,542.00	17,466.00	-76.00	-0.4%	17,409.50
Close	17,634.50	17,527.00	-107.50	-0.6%	17,527.00
Range	210.00	166.00	-44.00	-21.0%	384.00
ATR	228.78	224.47	-4.31	-1.9%	0.00
Volume	710,822	631,481	-79,341	-11.2%	3,209,231

Daily Pivots for day following 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,039.75	17,949.25	17,618.25
R3	17,873.75	17,783.25	17,572.75
R2	17,707.75	17,707.75	17,557.50
R1	17,617.25	17,617.25	17,542.25	17,579.50
PP	17,541.75	17,541.75	17,541.75	17,522.75
S1	17,451.25	17,451.25	17,511.75	17,413.50
S2	17,375.75	17,375.75	17,496.50
S3	17,209.75	17,285.25	17,481.25
S4	17,043.75	17,119.25	17,435.75

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,728.75	18,511.75	17,738.25
R3	18,344.75	18,127.75	17,632.50
R2	17,960.75	17,960.75	17,597.50
R1	17,743.75	17,743.75	17,562.25	17,852.25
PP	17,576.75	17,576.75	17,576.75	17,631.00
S1	17,359.75	17,359.75	17,491.75	17,468.25
S2	17,192.75	17,192.75	17,456.50
S3	16,808.75	16,975.75	17,421.50
S4	16,424.75	16,591.75	17,315.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,793.50	17,409.50	384.00	2.2%	183.50	1.0%	31%	False	False	641,846
10	17,793.50	16,689.25	1,104.25	6.3%	226.25	1.3%	76%	False	False	695,184
20	17,793.50	16,334.25	1,459.25	8.3%	235.00	1.3%	82%	False	False	638,012
40	17,793.50	15,920.25	1,873.25	10.7%	219.50	1.3%	86%	False	False	494,876
60	17,793.50	14,494.00	3,299.50	18.8%	216.75	1.2%	92%	False	False	330,354
80	17,793.50	14,322.75	3,470.75	19.8%	232.75	1.3%	92%	False	False	248,023
100	17,793.50	14,322.75	3,470.75	19.8%	230.25	1.3%	92%	False	False	198,542
120	17,793.50	14,322.75	3,470.75	19.8%	234.50	1.3%	92%	False	False	165,471

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	40.85
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,337.50
2.618	18,066.50
1.618	17,900.50
1.000	17,798.00
0.618	17,734.50
HIGH	17,632.00
0.618	17,568.50
0.500	17,549.00
0.382	17,529.50
LOW	17,466.00
0.618	17,363.50
1.000	17,300.00
1.618	17,197.50
2.618	17,031.50
4.250	16,760.50

Fisher Pivots for day following 26-Jan-2024
Pivot	1 day	3 day
R1	17,549.00	17,629.75
PP	17,541.75	17,595.50
S1	17,534.25	17,561.25

Download as Excel Spreadsheet

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

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