E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	18,210.00	18,187.50	-22.50	-0.1%	17,983.50
High	18,298.25	18,277.50	-20.75	-0.1%	18,383.00
Low	18,165.50	18,147.50	-18.00	-0.1%	17,604.50
Close	18,215.75	18,261.25	45.50	0.2%	18,231.25
Range	132.75	130.00	-2.75	-2.1%	778.50
ATR	265.40	255.73	-9.67	-3.6%	0.00
Volume	1,259	1,586	327	26.0%	7,203

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,618.75	18,570.00	18,332.75
R3	18,488.75	18,440.00	18,297.00
R2	18,358.75	18,358.75	18,285.00
R1	18,310.00	18,310.00	18,273.25	18,334.50
PP	18,228.75	18,228.75	18,228.75	18,241.00
S1	18,180.00	18,180.00	18,249.25	18,204.50
S2	18,098.75	18,098.75	18,237.50
S3	17,968.75	18,050.00	18,225.50
S4	17,838.75	17,920.00	18,189.75

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,408.50	20,098.25	18,659.50
R3	19,630.00	19,319.75	18,445.25
R2	18,851.50	18,851.50	18,374.00
R1	18,541.25	18,541.25	18,302.50	18,696.50
PP	18,073.00	18,073.00	18,073.00	18,150.50
S1	17,762.75	17,762.75	18,160.00	17,918.00
S2	17,294.50	17,294.50	18,088.50
S3	16,516.00	16,984.25	18,017.25
S4	15,737.50	16,205.75	17,803.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,383.00	17,604.50	778.50	4.3%	244.75	1.3%	84%	False	False	1,653
10	18,383.00	17,604.50	778.50	4.3%	271.00	1.5%	84%	False	False	1,511
20	18,383.00	17,447.25	935.75	5.1%	254.25	1.4%	87%	False	False	1,216
40	18,383.00	16,541.50	1,841.50	10.1%	247.75	1.4%	93%	False	False	1,005
60	18,383.00	16,124.25	2,258.75	12.4%	228.75	1.3%	95%	False	False	750
80	18,383.00	14,801.00	3,582.00	19.6%	219.75	1.2%	97%	False	False	569
100	18,383.00	14,513.75	3,869.25	21.2%	225.00	1.2%	97%	False	False	457
120	18,383.00	14,513.75	3,869.25	21.2%	206.25	1.1%	97%	False	False	382

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	60.28
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,830.00
2.618	18,617.75
1.618	18,487.75
1.000	18,407.50
0.618	18,357.75
HIGH	18,277.50
0.618	18,227.75
0.500	18,212.50
0.382	18,197.25
LOW	18,147.50
0.618	18,067.25
1.000	18,017.50
1.618	17,937.25
2.618	17,807.25
4.250	17,595.00

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	18,245.00	18,265.25
PP	18,228.75	18,264.00
S1	18,212.50	18,262.50

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

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