E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 29-Feb-2024

Day Change Summary
	Previous	Current
	28-Feb-2024	29-Feb-2024	Change	Change %	Previous Week
Open	18,017.50	17,870.00	-147.50	-0.8%	17,729.25
High	18,019.75	18,109.50	89.75	0.5%	18,144.75
Low	17,846.25	17,826.00	-20.25	-0.1%	17,372.75
Close	17,915.25	18,082.75	167.50	0.9%	17,991.00
Range	173.50	283.50	110.00	63.4%	772.00
ATR	251.11	253.43	2.31	0.9%	0.00
Volume	553,731	680,147	126,416	22.8%	3,039,699

Daily Pivots for day following 29-Feb-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,856.50	18,753.25	18,238.75
R3	18,573.00	18,469.75	18,160.75
R2	18,289.50	18,289.50	18,134.75
R1	18,186.25	18,186.25	18,108.75	18,238.00
PP	18,006.00	18,006.00	18,006.00	18,032.00
S1	17,902.75	17,902.75	18,056.75	17,954.50
S2	17,722.50	17,722.50	18,030.75
S3	17,439.00	17,619.25	18,004.75
S4	17,155.50	17,335.75	17,926.75

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	17,826.00	318.75	1.8%	185.00	1.0%	81%	False	True	597,518
10	18,144.75	17,372.75	772.00	4.3%	254.00	1.4%	92%	False	False	676,996
20	18,144.75	17,262.75	882.00	4.9%	252.50	1.4%	93%	False	False	657,481
40	18,144.75	16,334.25	1,810.50	10.0%	246.00	1.4%	97%	False	False	659,189
60	18,144.75	15,920.25	2,224.50	12.3%	233.25	1.3%	97%	False	False	581,219
80	18,144.75	15,118.50	3,026.25	16.7%	225.50	1.2%	98%	False	False	436,316
100	18,144.75	14,322.75	3,822.00	21.1%	234.75	1.3%	98%	False	False	349,275
120	18,144.75	14,322.75	3,822.00	21.1%	235.75	1.3%	98%	False	False	291,188

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	62.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,314.50
2.618	18,851.75
1.618	18,568.25
1.000	18,393.00
0.618	18,284.75
HIGH	18,109.50
0.618	18,001.25
0.500	17,967.75
0.382	17,934.25
LOW	17,826.00
0.618	17,650.75
1.000	17,542.50
1.618	17,367.25
2.618	17,083.75
4.250	16,621.00

Fisher Pivots for day following 29-Feb-2024
Pivot	1 day	3 day
R1	18,044.50	18,044.50
PP	18,006.00	18,006.00
S1	17,967.75	17,967.75

Download as Excel Spreadsheet

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

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