E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 02-Apr-2024

Day Change Summary
	Previous	Current
	01-Apr-2024	02-Apr-2024	Change	Change %	Previous Week
Open	18,503.00	18,497.25	-5.75	0.0%	18,567.00
High	18,612.00	18,511.00	-101.00	-0.5%	18,619.00
Low	18,414.50	18,201.50	-213.00	-1.2%	18,378.50
Close	18,497.25	18,330.00	-167.25	-0.9%	18,475.00
Range	197.50	309.50	112.00	56.7%	240.50
ATR	237.11	242.28	5.17	2.2%	0.00
Volume	572,133	618,982	46,849	8.2%	2,093,584

Daily Pivots for day following 02-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,276.00	19,112.50	18,500.25
R3	18,966.50	18,803.00	18,415.00
R2	18,657.00	18,657.00	18,386.75
R1	18,493.50	18,493.50	18,358.25	18,420.50
PP	18,347.50	18,347.50	18,347.50	18,311.00
S1	18,184.00	18,184.00	18,301.75	18,111.00
S2	18,038.00	18,038.00	18,273.25
S3	17,728.50	17,874.50	18,245.00
S4	17,419.00	17,565.00	18,159.75

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	18,201.50	417.50	2.3%	194.25	1.1%	31%	False	True	565,689
10	18,709.00	18,053.25	655.75	3.6%	202.75	1.1%	42%	False	False	568,282
20	18,709.00	18,006.25	702.75	3.8%	259.00	1.4%	46%	False	False	515,770
40	18,709.00	17,604.50	1,104.50	6.0%	250.00	1.4%	66%	False	False	258,761
60	18,709.00	16,541.50	2,167.50	11.8%	251.00	1.4%	83%	False	False	172,804
80	18,709.00	16,205.75	2,503.25	13.7%	237.25	1.3%	85%	False	False	129,697
100	18,709.00	15,576.75	3,132.25	17.1%	228.00	1.2%	88%	False	False	103,764
120	18,709.00	14,513.75	4,195.25	22.9%	228.25	1.2%	91%	False	False	86,472

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	52.45
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	19,826.50
2.618	19,321.25
1.618	19,011.75
1.000	18,820.50
0.618	18,702.25
HIGH	18,511.00
0.618	18,392.75
0.500	18,356.25
0.382	18,319.75
LOW	18,201.50
0.618	18,010.25
1.000	17,892.00
1.618	17,700.75
2.618	17,391.25
4.250	16,886.00

Fisher Pivots for day following 02-Apr-2024
Pivot	1 day	3 day
R1	18,356.25	18,406.75
PP	18,347.50	18,381.25
S1	18,338.75	18,355.50

Download as Excel Spreadsheet

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

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