E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 29-Dec-2023

Day Change Summary
	Previous	Current
	28-Dec-2023	29-Dec-2023	Change	Change %	Previous Week
Open	17,330.25	17,304.25	-26.00	-0.2%	17,216.25
High	17,371.75	17,338.00	-33.75	-0.2%	17,371.75
Low	17,288.50	17,147.75	-140.75	-0.8%	17,147.75
Close	17,299.25	17,232.00	-67.25	-0.4%	17,232.00
Range	83.25	190.25	107.00	128.5%	224.00
ATR	182.11	182.69	0.58	0.3%	0.00
Volume	354	324	-30	-8.5%	1,202

Daily Pivots for day following 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,810.00	17,711.25	17,336.75
R3	17,619.75	17,521.00	17,284.25
R2	17,429.50	17,429.50	17,267.00
R1	17,330.75	17,330.75	17,249.50	17,285.00
PP	17,239.25	17,239.25	17,239.25	17,216.50
S1	17,140.50	17,140.50	17,214.50	17,094.75
S2	17,049.00	17,049.00	17,197.00
S3	16,858.75	16,950.25	17,179.75
S4	16,668.50	16,760.00	17,127.25

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,922.50	17,801.25	17,355.25
R3	17,698.50	17,577.25	17,293.50
R2	17,474.50	17,474.50	17,273.00
R1	17,353.25	17,353.25	17,252.50	17,414.00
PP	17,250.50	17,250.50	17,250.50	17,280.75
S1	17,129.25	17,129.25	17,211.50	17,190.00
S2	17,026.50	17,026.50	17,191.00
S3	16,802.50	16,905.25	17,170.50
S4	16,578.50	16,681.25	17,108.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,371.75	17,104.25	267.50	1.6%	124.50	0.7%	48%	False	False	286
10	17,371.75	16,949.75	422.00	2.4%	155.25	0.9%	67%	False	False	359
20	17,371.75	16,124.25	1,247.50	7.2%	189.50	1.1%	89%	False	False	254
40	17,371.75	15,150.00	2,221.75	12.9%	188.75	1.1%	94%	False	False	140
60	17,371.75	14,513.75	2,858.00	16.6%	207.50	1.2%	95%	False	False	97
80	17,371.75	14,513.75	2,858.00	16.6%	188.00	1.1%	95%	False	False	74
100	17,371.75	14,513.75	2,858.00	16.6%	157.25	0.9%	95%	False	False	59

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.55
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,146.50
2.618	17,836.00
1.618	17,645.75
1.000	17,528.25
0.618	17,455.50
HIGH	17,338.00
0.618	17,265.25
0.500	17,243.00
0.382	17,220.50
LOW	17,147.75
0.618	17,030.25
1.000	16,957.50
1.618	16,840.00
2.618	16,649.75
4.250	16,339.25

Fisher Pivots for day following 29-Dec-2023
Pivot	1 day	3 day
R1	17,243.00	17,259.75
PP	17,239.25	17,250.50
S1	17,235.50	17,241.25

Download as Excel Spreadsheet

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

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