E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	14,741.00	14,759.75	18.75	0.1%	14,995.00
High	14,844.50	14,869.75	25.25	0.2%	15,326.75
Low	14,741.00	14,693.75	-47.25	-0.3%	14,513.75
Close	14,786.75	14,859.00	72.25	0.5%	14,635.75
Range	103.50	176.00	72.50	70.0%	813.00
ATR	244.34	239.46	-4.88	-2.0%	0.00
Volume	4	5	1	25.0%	111

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	15,335.50	15,273.25	14,955.75
R3	15,159.50	15,097.25	14,907.50
R2	14,983.50	14,983.50	14,891.25
R1	14,921.25	14,921.25	14,875.25	14,952.50
PP	14,807.50	14,807.50	14,807.50	14,823.00
S1	14,745.25	14,745.25	14,842.75	14,776.50
S2	14,631.50	14,631.50	14,826.75
S3	14,455.50	14,569.25	14,810.50
S4	14,279.50	14,393.25	14,762.25

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,264.50	16,763.00	15,083.00
R3	16,451.50	15,950.00	14,859.25
R2	15,638.50	15,638.50	14,784.75
R1	15,137.00	15,137.00	14,710.25	14,981.25
PP	14,825.50	14,825.50	14,825.50	14,747.50
S1	14,324.00	14,324.00	14,561.25	14,168.25
S2	14,012.50	14,012.50	14,486.75
S3	13,199.50	13,511.00	14,412.25
S4	12,386.50	12,698.00	14,188.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,170.25	14,513.75	656.50	4.4%	223.25	1.5%	53%	False	False	19
10	15,613.75	14,513.75	1,100.00	7.4%	236.00	1.6%	31%	False	False	15
20	15,853.50	14,513.75	1,339.75	9.0%	245.25	1.7%	26%	False	False	10
40	16,079.00	14,513.75	1,565.25	10.5%	179.00	1.2%	22%	False	False	7
60	16,140.00	14,513.75	1,626.25	10.9%	131.00	0.9%	21%	False	False	5

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	15,617.75
2.618	15,330.50
1.618	15,154.50
1.000	15,045.75
0.618	14,978.50
HIGH	14,869.75
0.618	14,802.50
0.500	14,781.75
0.382	14,761.00
LOW	14,693.75
0.618	14,585.00
1.000	14,517.75
1.618	14,409.00
2.618	14,233.00
4.250	13,945.75

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	14,833.25	14,814.75
PP	14,807.50	14,770.50
S1	14,781.75	14,726.00

Download as Excel Spreadsheet

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

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