E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 21-Dec-2023
Day Change Summary
Previous Current
20-Dec-2023 21-Dec-2023 Change Change % Previous Week
Open 17,024.00 16,790.25 -233.75 -1.4% 16,301.25
High 17,073.50 16,970.25 -103.25 -0.6% 16,887.25
Low 16,758.50 16,790.25 31.75 0.2% 16,256.25
Close 16,766.25 16,956.50 190.25 1.1% 16,820.25
Range 315.00 180.00 -135.00 -42.9% 631.00
ATR 216.67 215.76 -0.90 -0.4% 0.00
Volume 654,329 639,818 -14,511 -2.2% 3,283,288
Daily Pivots for day following 21-Dec-2023
Classic Woodie Camarilla DeMark
R4 17,445.75 17,381.00 17,055.50
R3 17,265.75 17,201.00 17,006.00
R2 17,085.75 17,085.75 16,989.50
R1 17,021.00 17,021.00 16,973.00 17,053.50
PP 16,905.75 16,905.75 16,905.75 16,921.75
S1 16,841.00 16,841.00 16,940.00 16,873.50
S2 16,725.75 16,725.75 16,923.50
S3 16,545.75 16,661.00 16,907.00
S4 16,365.75 16,481.00 16,857.50
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 18,547.50 18,315.00 17,167.25
R3 17,916.50 17,684.00 16,993.75
R2 17,285.50 17,285.50 16,936.00
R1 17,053.00 17,053.00 16,878.00 17,169.25
PP 16,654.50 16,654.50 16,654.50 16,712.75
S1 16,422.00 16,422.00 16,762.50 16,538.25
S2 16,023.50 16,023.50 16,704.50
S3 15,392.50 15,791.00 16,646.75
S4 14,761.50 15,160.00 16,473.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 17,073.50 16,732.25 341.25 2.0% 188.00 1.1% 66% False False 584,536
10 17,073.50 16,098.00 975.50 5.8% 206.50 1.2% 88% False False 574,271
20 17,073.50 15,920.25 1,153.25 6.8% 204.00 1.2% 90% False False 291,808
40 17,073.50 14,322.75 2,750.75 16.2% 215.25 1.3% 96% False False 146,552
60 17,073.50 14,322.75 2,750.75 16.2% 238.50 1.4% 96% False False 98,025
80 17,073.50 14,322.75 2,750.75 16.2% 230.50 1.4% 96% False False 73,639
100 17,073.50 14,322.75 2,750.75 16.2% 238.75 1.4% 96% False False 58,932
120 17,073.50 14,322.75 2,750.75 16.2% 222.25 1.3% 96% False False 49,111
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 False
Bear Hook False
Bull Hook False
Stretch 41.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 17,735.25
2.618 17,441.50
1.618 17,261.50
1.000 17,150.25
0.618 17,081.50
HIGH 16,970.25
0.618 16,901.50
0.500 16,880.25
0.382 16,859.00
LOW 16,790.25
0.618 16,679.00
1.000 16,610.25
1.618 16,499.00
2.618 16,319.00
4.250 16,025.25
Fisher Pivots for day following 21-Dec-2023
Pivot 1 day 3 day
R1 16,931.00 16,943.00
PP 16,905.75 16,929.50
S1 16,880.25 16,916.00

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

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