E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 01-Apr-2024

Day Change Summary
	Previous	Current
	28-Mar-2024	01-Apr-2024	Change	Change %	Previous Week
Open	18,505.00	18,503.00	-2.00	0.0%	18,567.00
High	18,538.75	18,612.00	73.25	0.4%	18,619.00
Low	18,447.50	18,414.50	-33.00	-0.2%	18,378.50
Close	18,475.00	18,497.25	22.25	0.1%	18,475.00
Range	91.25	197.50	106.25	116.4%	240.50
ATR	240.15	237.11	-3.05	-1.3%	0.00
Volume	515,193	572,133	56,940	11.1%	2,093,584

Daily Pivots for day following 01-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,100.50	18,996.25	18,606.00
R3	18,903.00	18,798.75	18,551.50
R2	18,705.50	18,705.50	18,533.50
R1	18,601.25	18,601.25	18,515.25	18,554.50
PP	18,508.00	18,508.00	18,508.00	18,484.50
S1	18,403.75	18,403.75	18,479.25	18,357.00
S2	18,310.50	18,310.50	18,461.00
S3	18,113.00	18,206.25	18,443.00
S4	17,915.50	18,008.75	18,388.50

Weekly Pivots for week ending 29-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	18,619.00	18,378.50	240.50	1.3%	169.75	0.9%	49%	False	False	533,143
10	18,709.00	18,053.25	655.75	3.5%	203.75	1.1%	68%	False	False	572,047
20	18,709.00	18,006.25	702.75	3.8%	250.75	1.4%	70%	False	False	485,127
40	18,709.00	17,604.50	1,104.50	6.0%	250.00	1.4%	81%	False	False	243,318
60	18,709.00	16,541.50	2,167.50	11.7%	248.25	1.3%	90%	False	False	162,500
80	18,709.00	16,171.25	2,537.75	13.7%	235.75	1.3%	92%	False	False	121,960
100	18,709.00	15,537.75	3,171.25	17.1%	225.75	1.2%	93%	False	False	97,574
120	18,709.00	14,513.75	4,195.25	22.7%	227.50	1.2%	95%	False	False	81,314

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	52.20
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	19,451.50
2.618	19,129.00
1.618	18,931.50
1.000	18,809.50
0.618	18,734.00
HIGH	18,612.00
0.618	18,536.50
0.500	18,513.25
0.382	18,490.00
LOW	18,414.50
0.618	18,292.50
1.000	18,217.00
1.618	18,095.00
2.618	17,897.50
4.250	17,575.00

Fisher Pivots for day following 01-Apr-2024
Pivot	1 day	3 day
R1	18,513.25	18,496.50
PP	18,508.00	18,496.00
S1	18,502.50	18,495.25

Download as Excel Spreadsheet

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

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