E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 30-Jan-2024

Day Change Summary
	Previous	Current
	29-Jan-2024	30-Jan-2024	Change	Change %	Previous Week
Open	17,502.00	17,711.75	209.75	1.2%	17,466.00
High	17,716.25	17,735.75	19.50	0.1%	17,793.50
Low	17,457.50	17,467.00	9.50	0.1%	17,409.50
Close	17,706.00	17,588.50	-117.50	-0.7%	17,527.00
Range	258.75	268.75	10.00	3.9%	384.00
ATR	226.92	229.91	2.99	1.3%	0.00
Volume	568,739	554,146	-14,593	-2.6%	3,209,231

Daily Pivots for day following 30-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,403.25	18,264.75	17,736.25
R3	18,134.50	17,996.00	17,662.50
R2	17,865.75	17,865.75	17,637.75
R1	17,727.25	17,727.25	17,613.25	17,662.00
PP	17,597.00	17,597.00	17,597.00	17,564.50
S1	17,458.50	17,458.50	17,563.75	17,393.50
S2	17,328.25	17,328.25	17,539.25
S3	17,059.50	17,189.75	17,514.50
S4	16,790.75	16,921.00	17,440.75

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	17,457.50	336.00	1.9%	229.00	1.3%	39%	False	False	637,358
10	17,793.50	16,689.25	1,104.25	6.3%	239.25	1.4%	81%	False	False	666,526
20	17,793.50	16,334.25	1,459.25	8.3%	247.25	1.4%	86%	False	False	652,728
40	17,793.50	15,920.25	1,873.25	10.7%	221.75	1.3%	89%	False	False	522,795
60	17,793.50	14,946.00	2,847.50	16.2%	216.50	1.2%	93%	False	False	349,022
80	17,793.50	14,322.75	3,470.75	19.7%	230.00	1.3%	94%	False	False	262,034
100	17,793.50	14,322.75	3,470.75	19.7%	232.00	1.3%	94%	False	False	209,769
120	17,793.50	14,322.75	3,470.75	19.7%	235.50	1.3%	94%	False	False	174,828

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	32.03
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	18,878.00
2.618	18,439.25
1.618	18,170.50
1.000	18,004.50
0.618	17,901.75
HIGH	17,735.75
0.618	17,633.00
0.500	17,601.50
0.382	17,569.75
LOW	17,467.00
0.618	17,301.00
1.000	17,198.25
1.618	17,032.25
2.618	16,763.50
4.250	16,324.75

Fisher Pivots for day following 30-Jan-2024
Pivot	1 day	3 day
R1	17,601.50	17,596.50
PP	17,597.00	17,594.00
S1	17,592.75	17,591.25

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

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