E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 24-Jan-2024

Day Change Summary
	Previous	Current
	23-Jan-2024	24-Jan-2024	Change	Change %	Previous Week
Open	17,677.25	17,783.75	106.50	0.6%	17,152.00
High	17,780.00	18,019.00	239.00	1.3%	17,687.75
Low	17,633.75	17,783.75	150.00	0.9%	16,899.75
Close	17,755.00	17,846.50	91.50	0.5%	17,657.25
Range	146.25	235.25	89.00	60.9%	788.00
ATR	224.09	226.94	2.85	1.3%	0.00
Volume	625	1,087	462	73.9%	3,587

Daily Pivots for day following 24-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,588.75	18,453.00	17,976.00
R3	18,353.50	18,217.75	17,911.25
R2	18,118.25	18,118.25	17,889.75
R1	17,982.50	17,982.50	17,868.00	18,050.50
PP	17,883.00	17,883.00	17,883.00	17,917.00
S1	17,747.25	17,747.25	17,825.00	17,815.00
S2	17,647.75	17,647.75	17,803.25
S3	17,412.50	17,512.00	17,781.75
S4	17,177.25	17,276.75	17,717.00

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	18,019.00	17,046.00	973.00	5.5%	237.50	1.3%	82%	True	False	959
10	18,019.00	16,899.75	1,119.25	6.3%	235.00	1.3%	85%	True	False	841
20	18,019.00	16,541.50	1,477.50	8.3%	224.00	1.3%	88%	True	False	737
40	18,019.00	16,124.25	1,894.75	10.6%	211.25	1.2%	91%	True	False	470
60	18,019.00	14,582.50	3,436.50	19.3%	205.75	1.2%	95%	True	False	320
80	18,019.00	14,513.75	3,505.25	19.6%	219.25	1.2%	95%	True	False	243
100	18,019.00	14,513.75	3,505.25	19.6%	190.25	1.1%	95%	True	False	194
120	18,019.00	14,513.75	3,505.25	19.6%	165.75	0.9%	95%	True	False	162

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	41.75
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	19,018.75
2.618	18,635.00
1.618	18,399.75
1.000	18,254.25
0.618	18,164.50
HIGH	18,019.00
0.618	17,929.25
0.500	17,901.50
0.382	17,873.50
LOW	17,783.75
0.618	17,638.25
1.000	17,548.50
1.618	17,403.00
2.618	17,167.75
4.250	16,784.00

Fisher Pivots for day following 24-Jan-2024
Pivot	1 day	3 day
R1	17,901.50	17,839.75
PP	17,883.00	17,833.00
S1	17,864.75	17,826.50

Download as Excel Spreadsheet

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

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