E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 06-Feb-2024

Day Change Summary
	Previous	Current
	05-Feb-2024	06-Feb-2024	Change	Change %	Previous Week
Open	17,946.25	17,930.00	-16.25	-0.1%	17,700.00
High	17,972.00	17,995.25	23.25	0.1%	18,001.75
Low	17,783.75	17,789.50	5.75	0.0%	17,447.25
Close	17,928.75	17,886.75	-42.00	-0.2%	17,960.25
Range	188.25	205.75	17.50	9.3%	554.50
ATR	250.61	247.41	-3.20	-1.3%	0.00
Volume	599	738	139	23.2%	5,385

Daily Pivots for day following 06-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,507.75	18,403.00	18,000.00
R3	18,302.00	18,197.25	17,943.25
R2	18,096.25	18,096.25	17,924.50
R1	17,991.50	17,991.50	17,905.50	17,941.00
PP	17,890.50	17,890.50	17,890.50	17,865.25
S1	17,785.75	17,785.75	17,868.00	17,735.25
S2	17,684.75	17,684.75	17,849.00
S3	17,479.00	17,580.00	17,830.25
S4	17,273.25	17,374.25	17,773.50

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,466.50	19,268.00	18,265.25
R3	18,912.00	18,713.50	18,112.75
R2	18,357.50	18,357.50	18,062.00
R1	18,159.00	18,159.00	18,011.00	18,258.25
PP	17,803.00	17,803.00	17,803.00	17,852.75
S1	17,604.50	17,604.50	17,909.50	17,703.75
S2	17,248.50	17,248.50	17,858.50
S3	16,694.00	17,050.00	17,807.75
S4	16,139.50	16,495.50	17,655.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,001.75	17,447.25	554.50	3.1%	268.00	1.5%	79%	False	False	1,021
10	18,019.00	17,447.25	571.75	3.2%	246.50	1.4%	77%	False	False	926
20	18,019.00	16,866.00	1,153.00	6.4%	239.50	1.3%	89%	False	False	861
40	18,019.00	16,325.75	1,693.25	9.5%	222.00	1.2%	92%	False	False	663
60	18,019.00	15,608.75	2,410.25	13.5%	214.25	1.2%	95%	False	False	455
80	18,019.00	14,513.75	3,505.25	19.6%	218.25	1.2%	96%	False	False	344
100	18,019.00	14,513.75	3,505.25	19.6%	212.25	1.2%	96%	False	False	276
120	18,019.00	14,513.75	3,505.25	19.6%	181.75	1.0%	96%	False	False	230

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	42.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	18,869.75
2.618	18,534.00
1.618	18,328.25
1.000	18,201.00
0.618	18,122.50
HIGH	17,995.25
0.618	17,916.75
0.500	17,892.50
0.382	17,868.00
LOW	17,789.50
0.618	17,662.25
1.000	17,583.75
1.618	17,456.50
2.618	17,250.75
4.250	16,915.00

Fisher Pivots for day following 06-Feb-2024
Pivot	1 day	3 day
R1	17,892.50	17,873.50
PP	17,890.50	17,860.50
S1	17,888.50	17,847.25

Download as Excel Spreadsheet

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

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