E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 28-Feb-2024

Day Change Summary
	Previous	Current
	27-Feb-2024	28-Feb-2024	Change	Change %	Previous Week
Open	17,951.00	18,017.50	66.50	0.4%	17,729.25
High	18,040.25	18,019.75	-20.50	-0.1%	18,144.75
Low	17,908.75	17,846.25	-62.50	-0.3%	17,372.75
Close	18,021.00	17,915.25	-105.75	-0.6%	17,991.00
Range	131.50	173.50	42.00	31.9%	772.00
ATR	256.99	251.11	-5.87	-2.3%	0.00
Volume	567,818	553,731	-14,087	-2.5%	3,039,699

Daily Pivots for day following 28-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,447.50	18,355.00	18,010.75
R3	18,274.00	18,181.50	17,963.00
R2	18,100.50	18,100.50	17,947.00
R1	18,008.00	18,008.00	17,931.25	17,967.50
PP	17,927.00	17,927.00	17,927.00	17,907.00
S1	17,834.50	17,834.50	17,899.25	17,794.00
S2	17,753.50	17,753.50	17,883.50
S3	17,580.00	17,661.00	17,867.50
S4	17,406.50	17,487.50	17,819.75

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	17,675.75	469.00	2.6%	210.50	1.2%	51%	False	False	613,335
10	18,144.75	17,372.75	772.00	4.3%	247.50	1.4%	70%	False	False	677,790
20	18,144.75	17,221.50	923.25	5.2%	251.50	1.4%	75%	False	False	664,279
40	18,144.75	16,334.25	1,810.50	10.1%	249.50	1.4%	87%	False	False	658,503
60	18,144.75	15,920.25	2,224.50	12.4%	231.75	1.3%	90%	False	False	569,956
80	18,144.75	14,946.00	3,198.75	17.9%	225.25	1.3%	93%	False	False	427,836
100	18,144.75	14,322.75	3,822.00	21.3%	234.50	1.3%	94%	False	False	342,483
120	18,144.75	14,322.75	3,822.00	21.3%	235.25	1.3%	94%	False	False	285,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	61.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	18,757.00
2.618	18,474.00
1.618	18,300.50
1.000	18,193.25
0.618	18,127.00
HIGH	18,019.75
0.618	17,953.50
0.500	17,933.00
0.382	17,912.50
LOW	17,846.25
0.618	17,739.00
1.000	17,672.75
1.618	17,565.50
2.618	17,392.00
4.250	17,109.00

Fisher Pivots for day following 28-Feb-2024
Pivot	1 day	3 day
R1	17,933.00	17,953.00
PP	17,927.00	17,940.25
S1	17,921.25	17,927.75

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

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