E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 03-Apr-2024

Day Change Summary
	Previous	Current
	02-Apr-2024	03-Apr-2024	Change	Change %	Previous Week
Open	18,497.25	18,345.00	-152.25	-0.8%	18,567.00
High	18,511.00	18,451.75	-59.25	-0.3%	18,619.00
Low	18,201.50	18,232.50	31.00	0.2%	18,378.50
Close	18,330.00	18,373.25	43.25	0.2%	18,475.00
Range	309.50	219.25	-90.25	-29.2%	240.50
ATR	242.28	240.63	-1.64	-0.7%	0.00
Volume	618,982	597,987	-20,995	-3.4%	2,093,584

Daily Pivots for day following 03-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,010.25	18,911.00	18,493.75
R3	18,791.00	18,691.75	18,433.50
R2	18,571.75	18,571.75	18,413.50
R1	18,472.50	18,472.50	18,393.25	18,522.00
PP	18,352.50	18,352.50	18,352.50	18,377.25
S1	18,253.25	18,253.25	18,353.25	18,303.00
S2	18,133.25	18,133.25	18,333.00
S3	17,914.00	18,034.00	18,313.00
S4	17,694.75	17,814.75	18,252.75

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	18,612.00	18,201.50	410.50	2.2%	202.25	1.1%	42%	False	False	581,985
10	18,709.00	18,201.50	507.50	2.8%	201.00	1.1%	34%	False	False	562,041
20	18,709.00	18,006.25	702.75	3.8%	248.75	1.4%	52%	False	False	545,170
40	18,709.00	17,604.50	1,104.50	6.0%	250.75	1.4%	70%	False	False	273,695
60	18,709.00	16,584.75	2,124.25	11.6%	250.75	1.4%	84%	False	False	182,752
80	18,709.00	16,205.75	2,503.25	13.6%	237.00	1.3%	87%	False	False	137,171
100	18,709.00	15,608.75	3,100.25	16.9%	228.00	1.2%	89%	False	False	109,744
120	18,709.00	14,513.75	4,195.25	22.8%	228.50	1.2%	92%	False	False	91,455

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	56.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,383.50
2.618	19,025.75
1.618	18,806.50
1.000	18,671.00
0.618	18,587.25
HIGH	18,451.75
0.618	18,368.00
0.500	18,342.00
0.382	18,316.25
LOW	18,232.50
0.618	18,097.00
1.000	18,013.25
1.618	17,877.75
2.618	17,658.50
4.250	17,300.75

Fisher Pivots for day following 03-Apr-2024
Pivot	1 day	3 day
R1	18,363.00	18,406.75
PP	18,352.50	18,395.50
S1	18,342.00	18,384.50

Download as Excel Spreadsheet

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

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