E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 25-Jan-2024

Day Change Summary
	Previous	Current
	24-Jan-2024	25-Jan-2024	Change	Change %	Previous Week
Open	17,783.75	17,853.75	70.00	0.4%	17,152.00
High	18,019.00	17,977.00	-42.00	-0.2%	17,687.75
Low	17,783.75	17,769.25	-14.50	-0.1%	16,899.75
Close	17,846.50	17,860.00	13.50	0.1%	17,657.25
Range	235.25	207.75	-27.50	-11.7%	788.00
ATR	226.94	225.57	-1.37	-0.6%	0.00
Volume	1,087	667	-420	-38.6%	3,587

Daily Pivots for day following 25-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,492.00	18,383.75	17,974.25
R3	18,284.25	18,176.00	17,917.25
R2	18,076.50	18,076.50	17,898.00
R1	17,968.25	17,968.25	17,879.00	18,022.50
PP	17,868.75	17,868.75	17,868.75	17,895.75
S1	17,760.50	17,760.50	17,841.00	17,814.50
S2	17,661.00	17,661.00	17,822.00
S3	17,453.25	17,552.75	17,802.75
S4	17,245.50	17,345.00	17,745.75

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	18,019.00	17,321.50	697.50	3.9%	220.75	1.2%	77%	False	False	891
10	18,019.00	16,899.75	1,119.25	6.3%	237.50	1.3%	86%	False	False	860
20	18,019.00	16,541.50	1,477.50	8.3%	227.75	1.3%	89%	False	False	761
40	18,019.00	16,124.25	1,894.75	10.6%	213.00	1.2%	92%	False	False	486
60	18,019.00	14,693.75	3,325.25	18.6%	206.00	1.2%	95%	False	False	331
80	18,019.00	14,513.75	3,505.25	19.6%	219.00	1.2%	95%	False	False	251
100	18,019.00	14,513.75	3,505.25	19.6%	192.50	1.1%	95%	False	False	201
120	18,019.00	14,513.75	3,505.25	19.6%	167.50	0.9%	95%	False	False	168

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	45.93
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,860.00
2.618	18,521.00
1.618	18,313.25
1.000	18,184.75
0.618	18,105.50
HIGH	17,977.00
0.618	17,897.75
0.500	17,873.00
0.382	17,848.50
LOW	17,769.25
0.618	17,640.75
1.000	17,561.50
1.618	17,433.00
2.618	17,225.25
4.250	16,886.25

Fisher Pivots for day following 25-Jan-2024
Pivot	1 day	3 day
R1	17,873.00	17,848.75
PP	17,868.75	17,837.50
S1	17,864.50	17,826.50

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols