E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 22-Jan-2024

Day Change Summary
	Previous	Current
	19-Jan-2024	22-Jan-2024	Change	Change %	Previous Week
Open	17,321.50	17,699.00	377.50	2.2%	17,152.00
High	17,687.75	17,805.00	117.25	0.7%	17,687.75
Low	17,321.50	17,657.25	335.75	1.9%	16,899.75
Close	17,657.25	17,680.50	23.25	0.1%	17,657.25
Range	366.25	147.75	-218.50	-59.7%	788.00
ATR	236.41	230.08	-6.33	-2.7%	0.00
Volume	1,106	973	-133	-12.0%	3,587

Daily Pivots for day following 22-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,157.50	18,066.75	17,761.75
R3	18,009.75	17,919.00	17,721.25
R2	17,862.00	17,862.00	17,707.50
R1	17,771.25	17,771.25	17,694.00	17,742.75
PP	17,714.25	17,714.25	17,714.25	17,700.00
S1	17,623.50	17,623.50	17,667.00	17,595.00
S2	17,566.50	17,566.50	17,653.50
S3	17,418.75	17,475.75	17,639.75
S4	17,271.00	17,328.00	17,599.25

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	17,805.00	16,899.75	905.25	5.1%	263.00	1.5%	86%	True	False	912
10	17,805.00	16,584.75	1,220.25	6.9%	260.75	1.5%	90%	True	False	814
20	17,805.00	16,541.50	1,263.50	7.1%	220.75	1.2%	90%	True	False	683
40	17,805.00	16,124.25	1,680.75	9.5%	209.50	1.2%	93%	True	False	429
60	17,805.00	14,513.75	3,291.25	18.6%	210.25	1.2%	96%	True	False	293
80	17,805.00	14,513.75	3,291.25	18.6%	220.25	1.2%	96%	True	False	221
100	17,805.00	14,513.75	3,291.25	18.6%	186.50	1.1%	96%	True	False	177
120	17,805.00	14,513.75	3,291.25	18.6%	163.25	0.9%	96%	True	False	148

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	55.88
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	18,433.00
2.618	18,191.75
1.618	18,044.00
1.000	17,952.75
0.618	17,896.25
HIGH	17,805.00
0.618	17,748.50
0.500	17,731.00
0.382	17,713.75
LOW	17,657.25
0.618	17,566.00
1.000	17,509.50
1.618	17,418.25
2.618	17,270.50
4.250	17,029.25

Fisher Pivots for day following 22-Jan-2024
Pivot	1 day	3 day
R1	17,731.00	17,595.50
PP	17,714.25	17,510.50
S1	17,697.50	17,425.50

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

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