E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 29-Jan-2024

Day Change Summary
	Previous	Current
	26-Jan-2024	29-Jan-2024	Change	Change %	Previous Week
Open	17,571.25	17,502.00	-69.25	-0.4%	17,466.00
High	17,632.00	17,716.25	84.25	0.5%	17,793.50
Low	17,466.00	17,457.50	-8.50	0.0%	17,409.50
Close	17,527.00	17,706.00	179.00	1.0%	17,527.00
Range	166.00	258.75	92.75	55.9%	384.00
ATR	224.47	226.92	2.45	1.1%	0.00
Volume	631,481	568,739	-62,742	-9.9%	3,209,231

Daily Pivots for day following 29-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,402.75	18,313.25	17,848.25
R3	18,144.00	18,054.50	17,777.25
R2	17,885.25	17,885.25	17,753.50
R1	17,795.75	17,795.75	17,729.75	17,840.50
PP	17,626.50	17,626.50	17,626.50	17,649.00
S1	17,537.00	17,537.00	17,682.25	17,581.75
S2	17,367.75	17,367.75	17,658.50
S3	17,109.00	17,278.25	17,634.75
S4	16,850.25	17,019.50	17,563.75

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%	205.00	1.2%	77%	False	False	628,145
10	17,793.50	16,689.25	1,104.25	6.2%	234.50	1.3%	92%	False	False	692,713
20	17,793.50	16,334.25	1,459.25	8.2%	243.50	1.4%	94%	False	False	648,564
40	17,793.50	15,920.25	1,873.25	10.6%	221.00	1.2%	95%	False	False	509,011
60	17,793.50	14,595.50	3,198.00	18.1%	217.75	1.2%	97%	False	False	339,815
80	17,793.50	14,322.75	3,470.75	19.6%	231.25	1.3%	97%	False	False	255,121
100	17,793.50	14,322.75	3,470.75	19.6%	231.25	1.3%	97%	False	False	204,229
120	17,793.50	14,322.75	3,470.75	19.6%	235.25	1.3%	97%	False	False	170,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.83
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,816.00
2.618	18,393.75
1.618	18,135.00
1.000	17,975.00
0.618	17,876.25
HIGH	17,716.25
0.618	17,617.50
0.500	17,587.00
0.382	17,556.25
LOW	17,457.50
0.618	17,297.50
1.000	17,198.75
1.618	17,038.75
2.618	16,780.00
4.250	16,357.75

Fisher Pivots for day following 29-Jan-2024
Pivot	1 day	3 day
R1	17,666.25	17,672.25
PP	17,626.50	17,638.50
S1	17,587.00	17,604.75

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

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