E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 18-Jan-2024

Day Change Summary
	Previous	Current
	17-Jan-2024	18-Jan-2024	Change	Change %	Previous Week
Open	17,189.75	17,065.00	-124.75	-0.7%	16,686.00
High	17,189.75	17,337.50	147.75	0.9%	17,260.00
Low	16,899.75	17,046.00	146.25	0.9%	16,584.75
Close	17,080.00	17,323.25	243.25	1.4%	17,177.25
Range	290.00	291.50	1.50	0.5%	675.25
ATR	221.42	226.42	5.01	2.3%	0.00
Volume	723	1,006	283	39.1%	3,587

Daily Pivots for day following 18-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,110.00	18,008.25	17,483.50
R3	17,818.50	17,716.75	17,403.50
R2	17,527.00	17,527.00	17,376.75
R1	17,425.25	17,425.25	17,350.00	17,476.00
PP	17,235.50	17,235.50	17,235.50	17,261.00
S1	17,133.75	17,133.75	17,296.50	17,184.50
S2	16,944.00	16,944.00	17,269.75
S3	16,652.50	16,842.25	17,243.00
S4	16,361.00	16,550.75	17,163.00

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	17,337.50	16,899.75	437.75	2.5%	254.50	1.5%	97%	True	False	828
10	17,337.50	16,541.50	796.00	4.6%	248.25	1.4%	98%	True	False	796
20	17,371.75	16,541.50	830.25	4.8%	216.50	1.2%	94%	False	False	624
40	17,371.75	16,124.25	1,247.50	7.2%	208.50	1.2%	96%	False	False	379
60	17,371.75	14,513.75	2,858.00	16.5%	210.75	1.2%	98%	False	False	258
80	17,371.75	14,513.75	2,858.00	16.5%	217.50	1.3%	98%	False	False	195
100	17,371.75	14,513.75	2,858.00	16.5%	181.50	1.0%	98%	False	False	157
120	17,371.75	14,513.75	2,858.00	16.5%	159.00	0.9%	98%	False	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	65.70
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,576.50
2.618	18,100.75
1.618	17,809.25
1.000	17,629.00
0.618	17,517.75
HIGH	17,337.50
0.618	17,226.25
0.500	17,191.75
0.382	17,157.25
LOW	17,046.00
0.618	16,865.75
1.000	16,754.50
1.618	16,574.25
2.618	16,282.75
4.250	15,807.00

Fisher Pivots for day following 18-Jan-2024
Pivot	1 day	3 day
R1	17,279.50	17,255.00
PP	17,235.50	17,186.75
S1	17,191.75	17,118.50

Download as Excel Spreadsheet

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

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