E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 26-Apr-2024

Day Change Summary
	Previous	Current
	25-Apr-2024	26-Apr-2024	Change	Change %	Previous Week
Open	17,450.00	17,808.25	358.25	2.1%	17,228.25
High	17,827.50	17,901.50	74.00	0.4%	17,901.50
Low	17,308.25	17,668.25	360.00	2.1%	17,148.50
Close	17,567.50	17,845.75	278.25	1.6%	17,845.75
Range	519.25	233.25	-286.00	-55.1%	753.00
ATR	327.22	327.70	0.48	0.1%	0.00
Volume	820,011	620,476	-199,535	-24.3%	3,355,845

Daily Pivots for day following 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,505.00	18,408.50	17,974.00
R3	18,271.75	18,175.25	17,910.00
R2	18,038.50	18,038.50	17,888.50
R1	17,942.00	17,942.00	17,867.25	17,990.25
PP	17,805.25	17,805.25	17,805.25	17,829.25
S1	17,708.75	17,708.75	17,824.25	17,757.00
S2	17,572.00	17,572.00	17,803.00
S3	17,338.75	17,475.50	17,781.50
S4	17,105.50	17,242.25	17,717.50

Weekly Pivots for week ending 26-Apr-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,891.00	19,621.25	18,260.00
R3	19,138.00	18,868.25	18,052.75
R2	18,385.00	18,385.00	17,983.75
R1	18,115.25	18,115.25	17,914.75	18,250.00
PP	17,632.00	17,632.00	17,632.00	17,699.25
S1	17,362.25	17,362.25	17,776.75	17,497.00
S2	16,879.00	16,879.00	17,707.75
S3	16,126.00	16,609.25	17,638.75
S4	15,373.00	15,856.25	17,431.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,901.50	17,148.50	753.00	4.2%	349.00	2.0%	93%	True	False	671,169
10	18,350.75	17,113.25	1,237.50	6.9%	350.75	2.0%	59%	False	False	754,356
20	18,612.00	17,113.25	1,498.75	8.4%	336.50	1.9%	49%	False	False	726,795
40	18,709.00	17,113.25	1,595.75	8.9%	297.25	1.7%	46%	False	False	591,747
60	18,709.00	17,113.25	1,595.75	8.9%	281.75	1.6%	46%	False	False	394,961
80	18,709.00	16,541.50	2,167.50	12.1%	270.50	1.5%	60%	False	False	296,435
100	18,709.00	16,124.25	2,584.75	14.5%	256.75	1.4%	67%	False	False	237,206
120	18,709.00	15,327.25	3,381.75	18.9%	244.75	1.4%	74%	False	False	197,677

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	97.60
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	18,892.75
2.618	18,512.25
1.618	18,279.00
1.000	18,134.75
0.618	18,045.75
HIGH	17,901.50
0.618	17,812.50
0.500	17,785.00
0.382	17,757.25
LOW	17,668.25
0.618	17,524.00
1.000	17,435.00
1.618	17,290.75
2.618	17,057.50
4.250	16,677.00

Fisher Pivots for day following 26-Apr-2024
Pivot	1 day	3 day
R1	17,825.50	17,765.50
PP	17,805.25	17,685.25
S1	17,785.00	17,605.00

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

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