E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 30-Jan-2024

Day Change Summary
	Previous	Current
	29-Jan-2024	30-Jan-2024	Change	Change %	Previous Week
Open	17,700.00	17,940.00	240.00	1.4%	17,699.00
High	17,942.75	17,960.50	17.75	0.1%	18,019.00
Low	17,686.00	17,697.75	11.75	0.1%	17,633.75
Close	17,932.00	17,815.25	-116.75	-0.7%	17,752.25
Range	256.75	262.75	6.00	2.3%	385.25
ATR	223.90	226.67	2.78	1.2%	0.00
Volume	565	1,051	486	86.0%	4,140

Daily Pivots for day following 30-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,612.75	18,476.75	17,959.75
R3	18,350.00	18,214.00	17,887.50
R2	18,087.25	18,087.25	17,863.50
R1	17,951.25	17,951.25	17,839.25	17,888.00
PP	17,824.50	17,824.50	17,824.50	17,792.75
S1	17,688.50	17,688.50	17,791.25	17,625.00
S2	17,561.75	17,561.75	17,767.00
S3	17,299.00	17,425.75	17,743.00
S4	17,036.25	17,163.00	17,670.75

Weekly Pivots for week ending 26-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,957.50	18,740.00	17,964.25
R3	18,572.25	18,354.75	17,858.25
R2	18,187.00	18,187.00	17,823.00
R1	17,969.50	17,969.50	17,787.50	18,078.25
PP	17,801.75	17,801.75	17,801.75	17,856.00
S1	17,584.25	17,584.25	17,717.00	17,693.00
S2	17,416.50	17,416.50	17,681.50
S3	17,031.25	17,199.00	17,646.25
S4	16,646.00	16,813.75	17,540.25

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	17,686.00	333.00	1.9%	225.00	1.3%	39%	False	False	831
10	18,019.00	16,899.75	1,119.25	6.3%	236.75	1.3%	82%	False	False	859
20	18,019.00	16,541.50	1,477.50	8.3%	244.75	1.4%	86%	False	False	831
40	18,019.00	16,124.25	1,894.75	10.6%	217.00	1.2%	89%	False	False	542
60	18,019.00	15,150.00	2,869.00	16.1%	207.50	1.2%	93%	False	False	370
80	18,019.00	14,513.75	3,505.25	19.7%	216.75	1.2%	94%	False	False	280
100	18,019.00	14,513.75	3,505.25	19.7%	199.25	1.1%	94%	False	False	225
120	18,019.00	14,513.75	3,505.25	19.7%	171.75	1.0%	94%	False	False	188

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.83
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	19,077.25
2.618	18,648.50
1.618	18,385.75
1.000	18,223.25
0.618	18,123.00
HIGH	17,960.50
0.618	17,860.25
0.500	17,829.00
0.382	17,798.00
LOW	17,697.75
0.618	17,535.25
1.000	17,435.00
1.618	17,272.50
2.618	17,009.75
4.250	16,581.00

Fisher Pivots for day following 30-Jan-2024
Pivot	1 day	3 day
R1	17,829.00	17,823.25
PP	17,824.50	17,820.50
S1	17,820.00	17,818.00

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

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