E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 19-Jan-2024

Day Change Summary
	Previous	Current
	18-Jan-2024	19-Jan-2024	Change	Change %	Previous Week
Open	17,065.00	17,321.50	256.50	1.5%	17,152.00
High	17,337.50	17,687.75	350.25	2.0%	17,687.75
Low	17,046.00	17,321.50	275.50	1.6%	16,899.75
Close	17,323.25	17,657.25	334.00	1.9%	17,657.25
Range	291.50	366.25	74.75	25.6%	788.00
ATR	226.42	236.41	9.99	4.4%	0.00
Volume	1,006	1,106	100	9.9%	3,587

Daily Pivots for day following 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,654.25	18,522.00	17,858.75
R3	18,288.00	18,155.75	17,758.00
R2	17,921.75	17,921.75	17,724.50
R1	17,789.50	17,789.50	17,690.75	17,855.50
PP	17,555.50	17,555.50	17,555.50	17,588.50
S1	17,423.25	17,423.25	17,623.75	17,489.50
S2	17,189.25	17,189.25	17,590.00
S3	16,823.00	17,057.00	17,556.50
S4	16,456.75	16,690.75	17,455.75

Weekly Pivots for week ending 19-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,779.00	19,506.00	18,090.75
R3	18,991.00	18,718.00	17,874.00
R2	18,203.00	18,203.00	17,801.75
R1	17,930.00	17,930.00	17,729.50	18,066.50
PP	17,415.00	17,415.00	17,415.00	17,483.00
S1	17,142.00	17,142.00	17,585.00	17,278.50
S2	16,627.00	16,627.00	17,512.75
S3	15,839.00	16,354.00	17,440.50
S4	15,051.00	15,566.00	17,223.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,687.75	16,899.75	788.00	4.5%	268.00	1.5%	96%	True	False	894
10	17,687.75	16,541.50	1,146.25	6.5%	270.00	1.5%	97%	True	False	829
20	17,687.75	16,541.50	1,146.25	6.5%	229.00	1.3%	97%	True	False	659
40	17,687.75	16,124.25	1,563.50	8.9%	210.75	1.2%	98%	True	False	406
60	17,687.75	14,513.75	3,174.00	18.0%	211.50	1.2%	99%	True	False	277
80	17,687.75	14,513.75	3,174.00	18.0%	220.50	1.2%	99%	True	False	209
100	17,687.75	14,513.75	3,174.00	18.0%	185.00	1.0%	99%	True	False	168
120	17,687.75	14,513.75	3,174.00	18.0%	162.00	0.9%	99%	True	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	63.03
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	19,244.25
2.618	18,646.50
1.618	18,280.25
1.000	18,054.00
0.618	17,914.00
HIGH	17,687.75
0.618	17,547.75
0.500	17,504.50
0.382	17,461.50
LOW	17,321.50
0.618	17,095.25
1.000	16,955.25
1.618	16,729.00
2.618	16,362.75
4.250	15,765.00

Fisher Pivots for day following 19-Jan-2024
Pivot	1 day	3 day
R1	17,606.50	17,536.00
PP	17,555.50	17,415.00
S1	17,504.50	17,293.75

Download as Excel Spreadsheet

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

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