E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 28-Mar-2024

Day Change Summary
	Previous	Current
	27-Mar-2024	28-Mar-2024	Change	Change %	Previous Week
Open	18,477.50	18,505.00	27.50	0.1%	18,567.00
High	18,571.75	18,538.75	-33.00	-0.2%	18,619.00
Low	18,378.50	18,447.50	69.00	0.4%	18,378.50
Close	18,503.75	18,475.00	-28.75	-0.2%	18,475.00
Range	193.25	91.25	-102.00	-52.8%	240.50
ATR	251.61	240.15	-11.45	-4.6%	0.00
Volume	605,634	515,193	-90,441	-14.9%	2,093,584

Daily Pivots for day following 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,760.75	18,709.25	18,525.25
R3	18,669.50	18,618.00	18,500.00
R2	18,578.25	18,578.25	18,491.75
R1	18,526.75	18,526.75	18,483.25	18,507.00
PP	18,487.00	18,487.00	18,487.00	18,477.25
S1	18,435.50	18,435.50	18,466.75	18,415.50
S2	18,395.75	18,395.75	18,458.25
S3	18,304.50	18,344.25	18,450.00
S4	18,213.25	18,253.00	18,424.75

Weekly Pivots for week ending 28-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,212.25	19,084.25	18,607.25
R3	18,971.75	18,843.75	18,541.25
R2	18,731.25	18,731.25	18,519.00
R1	18,603.25	18,603.25	18,497.00	18,547.00
PP	18,490.75	18,490.75	18,490.75	18,462.75
S1	18,362.75	18,362.75	18,453.00	18,306.50
S2	18,250.25	18,250.25	18,431.00
S3	18,009.75	18,122.25	18,408.75
S4	17,769.25	17,881.75	18,342.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,626.00	18,378.50	247.50	1.3%	157.00	0.8%	39%	False	False	521,109
10	18,709.00	18,006.25	702.75	3.8%	215.50	1.2%	67%	False	False	585,404
20	18,709.00	18,006.25	702.75	3.8%	258.00	1.4%	67%	False	False	456,698
40	18,709.00	17,485.75	1,223.25	6.6%	254.50	1.4%	81%	False	False	229,044
60	18,709.00	16,541.50	2,167.50	11.7%	248.50	1.3%	89%	False	False	152,982
80	18,709.00	16,124.25	2,584.75	14.0%	236.75	1.3%	91%	False	False	114,809
100	18,709.00	15,327.25	3,381.75	18.3%	226.50	1.2%	93%	False	False	91,853
120	18,709.00	14,513.75	4,195.25	22.7%	229.75	1.2%	94%	False	False	76,546

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.53
Narrowest range in 62 trading days

Fibonacci Retracements and Extensions
4.250	18,926.50
2.618	18,777.75
1.618	18,686.50
1.000	18,630.00
0.618	18,595.25
HIGH	18,538.75
0.618	18,504.00
0.500	18,493.00
0.382	18,482.25
LOW	18,447.50
0.618	18,391.00
1.000	18,356.25
1.618	18,299.75
2.618	18,208.50
4.250	18,059.75

Fisher Pivots for day following 28-Mar-2024
Pivot	1 day	3 day
R1	18,493.00	18,498.75
PP	18,487.00	18,490.75
S1	18,481.00	18,483.00

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

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