E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 12-Dec-2023
Day Change Summary
Previous Current
11-Dec-2023 12-Dec-2023 Change Change % Previous Week
Open 16,301.25 16,453.00 151.75 0.9% 16,220.25
High 16,460.00 16,600.00 140.00 0.9% 16,329.00
Low 16,256.25 16,396.50 140.25 0.9% 15,920.25
Close 16,450.00 16,575.50 125.50 0.8% 16,308.75
Range 203.75 203.50 -0.25 -0.1% 408.75
ATR 222.58 221.21 -1.36 -0.6% 0.00
Volume 541,149 614,476 73,327 13.6% 283,661
Daily Pivots for day following 12-Dec-2023
Classic Woodie Camarilla DeMark
R4 17,134.50 17,058.50 16,687.50
R3 16,931.00 16,855.00 16,631.50
R2 16,727.50 16,727.50 16,612.75
R1 16,651.50 16,651.50 16,594.25 16,689.50
PP 16,524.00 16,524.00 16,524.00 16,543.00
S1 16,448.00 16,448.00 16,556.75 16,486.00
S2 16,320.50 16,320.50 16,538.25
S3 16,117.00 16,244.50 16,519.50
S4 15,913.50 16,041.00 16,463.50
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 17,412.25 17,269.25 16,533.50
R3 17,003.50 16,860.50 16,421.25
R2 16,594.75 16,594.75 16,383.75
R1 16,451.75 16,451.75 16,346.25 16,523.25
PP 16,186.00 16,186.00 16,186.00 16,221.75
S1 16,043.00 16,043.00 16,271.25 16,114.50
S2 15,777.25 15,777.25 16,233.75
S3 15,368.50 15,634.25 16,196.25
S4 14,959.75 15,225.50 16,084.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,600.00 15,994.00 606.00 3.7% 230.50 1.4% 96% True False 281,131
10 16,600.00 15,920.25 679.75 4.1% 227.75 1.4% 96% True False 144,982
20 16,600.00 15,750.50 849.50 5.1% 208.50 1.3% 97% True False 73,136
40 16,600.00 14,322.75 2,277.25 13.7% 230.00 1.4% 99% True False 37,190
60 16,600.00 14,322.75 2,277.25 13.7% 243.00 1.5% 99% True False 25,100
80 16,600.00 14,322.75 2,277.25 13.7% 240.75 1.5% 99% True False 18,878
100 16,600.00 14,322.75 2,277.25 13.7% 235.00 1.4% 99% True False 15,114
120 16,600.00 14,322.75 2,277.25 13.7% 212.00 1.3% 99% True False 12,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 59.28
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 17,465.00
2.618 17,132.75
1.618 16,929.25
1.000 16,803.50
0.618 16,725.75
HIGH 16,600.00
0.618 16,522.25
0.500 16,498.25
0.382 16,474.25
LOW 16,396.50
0.618 16,270.75
1.000 16,193.00
1.618 16,067.25
2.618 15,863.75
4.250 15,531.50
Fisher Pivots for day following 12-Dec-2023
Pivot 1 day 3 day
R1 16,549.75 16,500.00
PP 16,524.00 16,424.50
S1 16,498.25 16,349.00

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

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