E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	15,164.75	15,180.50	15.75	0.1%	15,080.00
High	15,241.50	15,223.25	-18.25	-0.1%	15,251.75
Low	15,019.25	14,844.50	-174.75	-1.2%	14,777.50
Close	15,177.75	14,905.25	-272.50	-1.8%	15,057.00
Range	222.25	378.75	156.50	70.4%	474.25
ATR	233.00	243.41	10.41	4.5%	0.00
Volume	965	881	-84	-8.7%	4,921

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,127.25	15,895.00	15,113.50
R3	15,748.50	15,516.25	15,009.50
R2	15,369.75	15,369.75	14,974.75
R1	15,137.50	15,137.50	14,940.00	15,064.25
PP	14,991.00	14,991.00	14,991.00	14,954.50
S1	14,758.75	14,758.75	14,870.50	14,685.50
S2	14,612.25	14,612.25	14,835.75
S3	14,233.50	14,380.00	14,801.00
S4	13,854.75	14,001.25	14,697.00

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	16,451.50	16,228.50	15,317.75
R3	15,977.25	15,754.25	15,187.50
R2	15,503.00	15,503.00	15,144.00
R1	15,280.00	15,280.00	15,100.50	15,154.50
PP	15,028.75	15,028.75	15,028.75	14,966.00
S1	14,805.75	14,805.75	15,013.50	14,680.00
S2	14,554.50	14,554.50	14,970.00
S3	14,080.25	14,331.50	14,926.50
S4	13,606.00	13,857.25	14,796.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	15,251.75	14,777.50	474.25	3.2%	274.50	1.8%	27%	False	False	1,061
10	15,637.00	14,777.50	859.50	5.8%	263.50	1.8%	15%	False	False	942
20	15,922.25	14,777.50	1,144.75	7.7%	231.25	1.6%	11%	False	False	659
40	16,063.50	14,777.50	1,286.00	8.6%	243.50	1.6%	10%	False	False	389
60	16,436.50	14,777.50	1,659.00	11.1%	215.75	1.4%	8%	False	False	263
80	16,436.50	14,777.50	1,659.00	11.1%	180.25	1.2%	8%	False	False	198
100	16,436.50	13,814.00	2,622.50	17.6%	145.25	1.0%	42%	False	False	158

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	53.93
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	16,833.00
2.618	16,214.75
1.618	15,836.00
1.000	15,602.00
0.618	15,457.25
HIGH	15,223.25
0.618	15,078.50
0.500	15,034.00
0.382	14,989.25
LOW	14,844.50
0.618	14,610.50
1.000	14,465.75
1.618	14,231.75
2.618	13,853.00
4.250	13,234.75

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	15,034.00	15,048.00
PP	14,991.00	15,000.50
S1	14,948.00	14,953.00

Download as Excel Spreadsheet

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

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