E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 27-Feb-2024

Day Change Summary
	Previous	Current
	26-Feb-2024	27-Feb-2024	Change	Change %	Previous Week
Open	17,961.50	17,951.00	-10.50	-0.1%	17,729.25
High	18,059.50	18,040.25	-19.25	-0.1%	18,144.75
Low	17,922.00	17,908.75	-13.25	-0.1%	17,372.75
Close	17,977.00	18,021.00	44.00	0.2%	17,991.00
Range	137.50	131.50	-6.00	-4.4%	772.00
ATR	266.64	256.99	-9.65	-3.6%	0.00
Volume	526,169	567,818	41,649	7.9%	3,039,699

Daily Pivots for day following 27-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,384.50	18,334.25	18,093.25
R3	18,253.00	18,202.75	18,057.25
R2	18,121.50	18,121.50	18,045.00
R1	18,071.25	18,071.25	18,033.00	18,096.50
PP	17,990.00	17,990.00	17,990.00	18,002.50
S1	17,939.75	17,939.75	18,009.00	17,965.00
S2	17,858.50	17,858.50	17,997.00
S3	17,727.00	17,808.25	17,984.75
S4	17,595.50	17,676.75	17,948.75

Weekly Pivots for week ending 23-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,152.25	19,843.50	18,415.50
R3	19,380.25	19,071.50	18,203.25
R2	18,608.25	18,608.25	18,132.50
R1	18,299.50	18,299.50	18,061.75	18,454.00
PP	17,836.25	17,836.25	17,836.25	17,913.25
S1	17,527.50	17,527.50	17,920.25	17,682.00
S2	17,064.25	17,064.25	17,849.50
S3	16,292.25	16,755.50	17,778.75
S4	15,520.25	15,983.50	17,566.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,144.75	17,372.75	772.00	4.3%	245.75	1.4%	84%	False	False	648,878
10	18,144.75	17,372.75	772.00	4.3%	272.25	1.5%	84%	False	False	708,240
20	18,144.75	17,221.50	923.25	5.1%	256.25	1.4%	87%	False	False	664,300
40	18,144.75	16,334.25	1,810.50	10.0%	250.00	1.4%	93%	False	False	656,432
60	18,144.75	15,920.25	2,224.50	12.3%	232.75	1.3%	94%	False	False	560,774
80	18,144.75	14,595.50	3,549.25	19.7%	227.50	1.3%	97%	False	False	420,936
100	18,144.75	14,322.75	3,822.00	21.2%	236.25	1.3%	97%	False	False	336,957
120	18,144.75	14,322.75	3,822.00	21.2%	235.50	1.3%	97%	False	False	280,907

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	64.60
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	18,599.00
2.618	18,384.50
1.618	18,253.00
1.000	18,171.75
0.618	18,121.50
HIGH	18,040.25
0.618	17,990.00
0.500	17,974.50
0.382	17,959.00
LOW	17,908.75
0.618	17,827.50
1.000	17,777.25
1.618	17,696.00
2.618	17,564.50
4.250	17,350.00

Fisher Pivots for day following 27-Feb-2024
Pivot	1 day	3 day
R1	18,005.50	18,026.75
PP	17,990.00	18,024.75
S1	17,974.50	18,023.00

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

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