E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 02-Jan-2024

Day Change Summary
	Previous	Current
	29-Dec-2023	02-Jan-2024	Change	Change %	Previous Week
Open	17,090.25	17,019.00	-71.25	-0.4%	16,964.50
High	17,131.00	17,038.50	-92.50	-0.5%	17,165.25
Low	16,938.25	16,622.50	-315.75	-1.9%	16,938.25
Close	17,023.50	16,720.00	-303.50	-1.8%	17,023.50
Range	192.75	416.00	223.25	115.8%	227.00
ATR	189.66	205.82	16.17	8.5%	0.00
Volume	470,864	652,714	181,850	38.6%	1,544,958

Daily Pivots for day following 02-Jan-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,041.75	17,796.75	16,948.75
R3	17,625.75	17,380.75	16,834.50
R2	17,209.75	17,209.75	16,796.25
R1	16,964.75	16,964.75	16,758.25	16,879.25
PP	16,793.75	16,793.75	16,793.75	16,751.00
S1	16,548.75	16,548.75	16,681.75	16,463.25
S2	16,377.75	16,377.75	16,643.75
S3	15,961.75	16,132.75	16,605.50
S4	15,545.75	15,716.75	16,491.25

Weekly Pivots for week ending 29-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	17,723.25	17,600.50	17,148.25
R3	17,496.25	17,373.50	17,086.00
R2	17,269.25	17,269.25	17,065.00
R1	17,146.50	17,146.50	17,044.25	17,208.00
PP	17,042.25	17,042.25	17,042.25	17,073.00
S1	16,919.50	16,919.50	17,002.75	16,981.00
S2	16,815.25	16,815.25	16,982.00
S3	16,588.25	16,692.50	16,961.00
S4	16,361.25	16,465.50	16,898.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,165.25	16,622.50	542.75	3.2%	184.00	1.1%	18%	False	True	439,534
10	17,165.25	16,622.50	542.75	3.2%	185.50	1.1%	18%	False	True	493,862
20	17,165.25	15,920.25	1,245.00	7.4%	207.75	1.2%	64%	False	False	425,278
40	17,165.25	15,118.50	2,046.75	12.2%	205.00	1.2%	78%	False	False	213,443
60	17,165.25	14,322.75	2,842.50	17.0%	227.25	1.4%	84%	False	False	142,665
80	17,165.25	14,322.75	2,842.50	17.0%	230.50	1.4%	84%	False	False	107,188
100	17,165.25	14,322.75	2,842.50	17.0%	234.50	1.4%	84%	False	False	85,774
120	17,165.25	14,322.75	2,842.50	17.0%	225.25	1.3%	84%	False	False	71,481

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	27.15
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	18,806.50
2.618	18,127.50
1.618	17,711.50
1.000	17,454.50
0.618	17,295.50
HIGH	17,038.50
0.618	16,879.50
0.500	16,830.50
0.382	16,781.50
LOW	16,622.50
0.618	16,365.50
1.000	16,206.50
1.618	15,949.50
2.618	15,533.50
4.250	14,854.50

Fisher Pivots for day following 02-Jan-2024
Pivot	1 day	3 day
R1	16,830.50	16,894.00
PP	16,793.75	16,836.00
S1	16,756.75	16,778.00

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols