E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 05-Feb-2024

Day Change Summary
	Previous	Current
	02-Feb-2024	05-Feb-2024	Change	Change %	Previous Week
Open	17,588.00	17,696.00	108.00	0.6%	17,502.00
High	17,775.50	17,745.50	-30.00	-0.2%	17,775.50
Low	17,465.50	17,554.25	88.75	0.5%	17,221.50
Close	17,732.75	17,700.00	-32.75	-0.2%	17,732.75
Range	310.00	191.25	-118.75	-38.3%	554.00
ATR	257.71	252.96	-4.75	-1.8%	0.00
Volume	761,167	621,645	-139,522	-18.3%	3,405,409

Daily Pivots for day following 05-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,240.25	18,161.50	17,805.25
R3	18,049.00	17,970.25	17,752.50
R2	17,857.75	17,857.75	17,735.00
R1	17,779.00	17,779.00	17,717.50	17,818.50
PP	17,666.50	17,666.50	17,666.50	17,686.25
S1	17,587.75	17,587.75	17,682.50	17,627.00
S2	17,475.25	17,475.25	17,665.00
S3	17,284.00	17,396.50	17,647.50
S4	17,092.75	17,205.25	17,594.75

Weekly Pivots for week ending 02-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,238.50	19,039.75	18,037.50
R3	18,684.50	18,485.75	17,885.00
R2	18,130.50	18,130.50	17,834.25
R1	17,931.75	17,931.75	17,783.50	18,031.00
PP	17,576.50	17,576.50	17,576.50	17,626.25
S1	17,377.75	17,377.75	17,682.00	17,477.00
S2	17,022.50	17,022.50	17,631.25
S3	16,468.50	16,823.75	17,580.50
S4	15,914.50	16,269.75	17,428.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	17,775.50	17,221.50	554.00	3.1%	283.25	1.6%	86%	False	False	691,663
10	17,793.50	17,221.50	572.00	3.2%	244.00	1.4%	84%	False	False	659,904
20	17,793.50	16,378.25	1,415.25	8.0%	253.50	1.4%	93%	False	False	672,093
40	17,793.50	15,994.00	1,799.50	10.2%	227.25	1.3%	95%	False	False	594,152
60	17,793.50	15,401.25	2,392.25	13.5%	220.50	1.2%	96%	False	False	397,330
80	17,793.50	14,322.75	3,470.75	19.6%	229.25	1.3%	97%	False	False	298,286
100	17,793.50	14,322.75	3,470.75	19.6%	236.00	1.3%	97%	False	False	238,808
120	17,793.50	14,322.75	3,470.75	19.6%	236.25	1.3%	97%	False	False	199,027

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	50.63
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	18,558.25
2.618	18,246.25
1.618	18,055.00
1.000	17,936.75
0.618	17,863.75
HIGH	17,745.50
0.618	17,672.50
0.500	17,650.00
0.382	17,627.25
LOW	17,554.25
0.618	17,436.00
1.000	17,363.00
1.618	17,244.75
2.618	17,053.50
4.250	16,741.50

Fisher Pivots for day following 05-Feb-2024
Pivot	1 day	3 day
R1	17,683.25	17,639.75
PP	17,666.50	17,579.50
S1	17,650.00	17,519.00

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