E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 22-Mar-2024

Day Change Summary
	Previous	Current
	21-Mar-2024	22-Mar-2024	Change	Change %	Previous Week
Open	18,539.75	18,580.50	40.75	0.2%	18,073.50
High	18,709.00	18,626.00	-83.00	-0.4%	18,709.00
Low	18,526.75	18,492.00	-34.75	-0.2%	18,053.25
Close	18,561.75	18,574.75	13.00	0.1%	18,574.75
Range	182.25	134.00	-48.25	-26.5%	655.75
ATR	278.07	267.78	-10.29	-3.7%	0.00
Volume	606,959	511,962	-94,997	-15.7%	3,054,753

Daily Pivots for day following 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,966.25	18,904.50	18,648.50
R3	18,832.25	18,770.50	18,611.50
R2	18,698.25	18,698.25	18,599.25
R1	18,636.50	18,636.50	18,587.00	18,600.50
PP	18,564.25	18,564.25	18,564.25	18,546.25
S1	18,502.50	18,502.50	18,562.50	18,466.50
S2	18,430.25	18,430.25	18,550.25
S3	18,296.25	18,368.50	18,538.00
S4	18,162.25	18,234.50	18,501.00

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,413.00	20,149.50	18,935.50
R3	19,757.25	19,493.75	18,755.00
R2	19,101.50	19,101.50	18,695.00
R1	18,838.00	18,838.00	18,634.75	18,969.75
PP	18,445.75	18,445.75	18,445.75	18,511.50
S1	18,182.25	18,182.25	18,514.75	18,314.00
S2	17,790.00	17,790.00	18,454.50
S3	17,134.25	17,526.50	18,394.50
S4	16,478.50	16,870.75	18,214.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,709.00	18,053.25	655.75	3.5%	237.75	1.3%	80%	False	False	610,950
10	18,709.00	18,006.25	702.75	3.8%	248.50	1.3%	81%	False	False	682,040
20	18,709.00	18,006.25	702.75	3.8%	261.25	1.4%	81%	False	False	352,453
40	18,709.00	17,447.25	1,261.75	6.8%	261.75	1.4%	89%	False	False	176,797
60	18,709.00	16,541.50	2,167.50	11.7%	250.25	1.3%	94%	False	False	118,118
80	18,709.00	16,124.25	2,584.75	13.9%	237.25	1.3%	95%	False	False	88,642
100	18,709.00	14,693.75	4,015.25	21.6%	228.25	1.2%	97%	False	False	70,917
120	18,709.00	14,513.75	4,195.25	22.6%	233.25	1.3%	97%	False	False	59,100

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	46.60
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	19,195.50
2.618	18,976.75
1.618	18,842.75
1.000	18,760.00
0.618	18,708.75
HIGH	18,626.00
0.618	18,574.75
0.500	18,559.00
0.382	18,543.25
LOW	18,492.00
0.618	18,409.25
1.000	18,358.00
1.618	18,275.25
2.618	18,141.25
4.250	17,922.50

Fisher Pivots for day following 22-Mar-2024
Pivot	1 day	3 day
R1	18,569.50	18,539.25
PP	18,564.25	18,503.75
S1	18,559.00	18,468.25

Download as Excel Spreadsheet

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

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