E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 01-Feb-2024

Day Change Summary
	Previous	Current
	31-Jan-2024	01-Feb-2024	Change	Change %	Previous Week
Open	17,415.50	17,273.25	-142.25	-0.8%	17,466.00
High	17,484.00	17,646.75	162.75	0.9%	17,793.50
Low	17,221.50	17,262.75	41.25	0.2%	17,409.50
Close	17,242.25	17,436.75	194.50	1.1%	17,527.00
Range	262.50	384.00	121.50	46.3%	384.00
ATR	239.70	251.47	11.77	4.9%	0.00
Volume	816,119	705,238	-110,881	-13.6%	3,209,231

Daily Pivots for day following 01-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,600.75	18,402.75	17,648.00
R3	18,216.75	18,018.75	17,542.25
R2	17,832.75	17,832.75	17,507.25
R1	17,634.75	17,634.75	17,472.00	17,733.75
PP	17,448.75	17,448.75	17,448.75	17,498.25
S1	17,250.75	17,250.75	17,401.50	17,349.75
S2	17,064.75	17,064.75	17,366.25
S3	16,680.75	16,866.75	17,331.25
S4	16,296.75	16,482.75	17,225.50

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	17,735.75	17,221.50	514.25	2.9%	268.00	1.5%	42%	False	False	655,144
10	17,793.50	17,107.25	686.25	3.9%	245.50	1.4%	48%	False	False	661,160
20	17,793.50	16,334.25	1,459.25	8.4%	248.00	1.4%	76%	False	False	662,299
40	17,793.50	15,961.00	1,832.50	10.5%	225.75	1.3%	81%	False	False	560,338
60	17,793.50	15,329.75	2,463.75	14.1%	218.00	1.3%	86%	False	False	374,322
80	17,793.50	14,322.75	3,470.75	19.9%	229.00	1.3%	90%	False	False	281,021
100	17,793.50	14,322.75	3,470.75	19.9%	234.75	1.3%	90%	False	False	224,981
120	17,793.50	14,322.75	3,470.75	19.9%	236.00	1.4%	90%	False	False	187,504

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.50
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	19,278.75
2.618	18,652.00
1.618	18,268.00
1.000	18,030.75
0.618	17,884.00
HIGH	17,646.75
0.618	17,500.00
0.500	17,454.75
0.382	17,409.50
LOW	17,262.75
0.618	17,025.50
1.000	16,878.75
1.618	16,641.50
2.618	16,257.50
4.250	15,630.75

Fisher Pivots for day following 01-Feb-2024
Pivot	1 day	3 day
R1	17,454.75	17,478.50
PP	17,448.75	17,464.75
S1	17,442.75	17,450.75

Download as Excel Spreadsheet

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

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