E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 26-Dec-2023

Day Change Summary
	Previous	Current
	22-Dec-2023	26-Dec-2023	Change	Change %	Previous Week
Open	17,157.75	17,216.25	58.50	0.3%	17,000.75
High	17,248.75	17,317.50	68.75	0.4%	17,286.50
Low	17,104.25	17,183.75	79.50	0.5%	16,969.75
Close	17,187.50	17,291.00	103.50	0.6%	17,187.50
Range	144.50	133.75	-10.75	-7.4%	316.75
ATR	203.87	198.86	-5.01	-2.5%	0.00
Volume	232	202	-30	-12.9%	1,887

Daily Pivots for day following 26-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,665.25	17,612.00	17,364.50
R3	17,531.50	17,478.25	17,327.75
R2	17,397.75	17,397.75	17,315.50
R1	17,344.50	17,344.50	17,303.25	17,371.00
PP	17,264.00	17,264.00	17,264.00	17,277.50
S1	17,210.75	17,210.75	17,278.75	17,237.50
S2	17,130.25	17,130.25	17,266.50
S3	16,996.50	17,077.00	17,254.25
S4	16,862.75	16,943.25	17,217.50

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	18,098.25	17,959.50	17,361.75
R3	17,781.50	17,642.75	17,274.50
R2	17,464.75	17,464.75	17,245.50
R1	17,326.00	17,326.00	17,216.50	17,395.50
PP	17,148.00	17,148.00	17,148.00	17,182.50
S1	17,009.25	17,009.25	17,158.50	17,078.50
S2	16,831.25	16,831.25	17,129.50
S3	16,514.50	16,692.50	17,100.50
S4	16,197.75	16,375.75	17,013.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,317.50	16,969.75	347.75	2.0%	175.50	1.0%	92%	True	False	346
10	17,317.50	16,612.75	704.75	4.1%	188.25	1.1%	96%	True	False	373
20	17,317.50	16,124.25	1,193.25	6.9%	198.00	1.1%	98%	True	False	212
40	17,317.50	14,693.75	2,623.75	15.2%	195.25	1.1%	99%	True	False	116
60	17,317.50	14,513.75	2,803.75	16.2%	216.25	1.2%	99%	True	False	81
80	17,317.50	14,513.75	2,803.75	16.2%	183.50	1.1%	99%	True	False	61
100	17,317.50	14,513.75	2,803.75	16.2%	155.50	0.9%	99%	True	False	49

Crabel Price Patterns
NR	True
NR4	True
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	33.85
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	17,886.00
2.618	17,667.75
1.618	17,534.00
1.000	17,451.25
0.618	17,400.25
HIGH	17,317.50
0.618	17,266.50
0.500	17,250.50
0.382	17,234.75
LOW	17,183.75
0.618	17,101.00
1.000	17,050.00
1.618	16,967.25
2.618	16,833.50
4.250	16,615.25

Fisher Pivots for day following 26-Dec-2023
Pivot	1 day	3 day
R1	17,277.50	17,248.50
PP	17,264.00	17,205.75
S1	17,250.50	17,163.00

Download as Excel Spreadsheet

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

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