E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 17-Jan-2024

Day Change Summary
	Previous	Current
	16-Jan-2024	17-Jan-2024	Change	Change %	Previous Week
Open	17,152.00	17,189.75	37.75	0.2%	16,686.00
High	17,242.00	17,189.75	-52.25	-0.3%	17,260.00
Low	17,022.75	16,899.75	-123.00	-0.7%	16,584.75
Close	17,176.25	17,080.00	-96.25	-0.6%	17,177.25
Range	219.25	290.00	70.75	32.3%	675.25
ATR	216.14	221.42	5.28	2.4%	0.00
Volume	752	723	-29	-3.9%	3,587

Daily Pivots for day following 17-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	17,926.50	17,793.25	17,239.50
R3	17,636.50	17,503.25	17,159.75
R2	17,346.50	17,346.50	17,133.25
R1	17,213.25	17,213.25	17,106.50	17,135.00
PP	17,056.50	17,056.50	17,056.50	17,017.25
S1	16,923.25	16,923.25	17,053.50	16,845.00
S2	16,766.50	16,766.50	17,026.75
S3	16,476.50	16,633.25	17,000.25
S4	16,186.50	16,343.25	16,920.50

Weekly Pivots for week ending 12-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,033.00	18,780.50	17,548.75
R3	18,357.75	18,105.25	17,363.00
R2	17,682.50	17,682.50	17,301.00
R1	17,430.00	17,430.00	17,239.25	17,556.25
PP	17,007.25	17,007.25	17,007.25	17,070.50
S1	16,754.75	16,754.75	17,115.25	16,881.00
S2	16,332.00	16,332.00	17,053.50
S3	15,656.75	16,079.50	16,991.50
S4	14,981.50	15,404.25	16,805.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,260.00	16,899.75	360.25	2.1%	232.50	1.4%	50%	False	True	723
10	17,260.00	16,541.50	718.50	4.2%	240.25	1.4%	75%	False	False	797
20	17,371.75	16,541.50	830.25	4.9%	211.00	1.2%	65%	False	False	592
40	17,371.75	16,124.25	1,247.50	7.3%	203.75	1.2%	77%	False	False	354
60	17,371.75	14,513.75	2,858.00	16.7%	209.50	1.2%	90%	False	False	242
80	17,371.75	14,513.75	2,858.00	16.7%	215.75	1.3%	90%	False	False	183
100	17,371.75	14,513.75	2,858.00	16.7%	182.75	1.1%	90%	False	False	146
120	17,371.75	14,513.75	2,858.00	16.7%	158.50	0.9%	90%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	65.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,422.25
2.618	17,949.00
1.618	17,659.00
1.000	17,479.75
0.618	17,369.00
HIGH	17,189.75
0.618	17,079.00
0.500	17,044.75
0.382	17,010.50
LOW	16,899.75
0.618	16,720.50
1.000	16,609.75
1.618	16,430.50
2.618	16,140.50
4.250	15,667.25

Fisher Pivots for day following 17-Jan-2024
Pivot	1 day	3 day
R1	17,068.25	17,078.25
PP	17,056.50	17,076.50
S1	17,044.75	17,075.00

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

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