E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 04-Mar-2024

Day Change Summary
	Previous	Current
	01-Mar-2024	04-Mar-2024	Change	Change %	Previous Week
Open	18,075.00	18,336.00	261.00	1.4%	17,961.50
High	18,372.75	18,377.75	5.00	0.0%	18,372.75
Low	18,029.50	18,234.25	204.75	1.1%	17,826.00
Close	18,338.25	18,262.00	-76.25	-0.4%	18,338.25
Range	343.25	143.50	-199.75	-58.2%	546.75
ATR	259.84	251.53	-8.31	-3.2%	0.00
Volume	639,153	569,342	-69,811	-10.9%	2,967,018

Daily Pivots for day following 04-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,721.75	18,635.50	18,341.00
R3	18,578.25	18,492.00	18,301.50
R2	18,434.75	18,434.75	18,288.25
R1	18,348.50	18,348.50	18,275.25	18,320.00
PP	18,291.25	18,291.25	18,291.25	18,277.00
S1	18,205.00	18,205.00	18,248.75	18,176.50
S2	18,147.75	18,147.75	18,235.75
S3	18,004.25	18,061.50	18,222.50
S4	17,860.75	17,918.00	18,183.00

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,819.25	19,625.50	18,639.00
R3	19,272.50	19,078.75	18,488.50
R2	18,725.75	18,725.75	18,438.50
R1	18,532.00	18,532.00	18,388.25	18,629.00
PP	18,179.00	18,179.00	18,179.00	18,227.50
S1	17,985.25	17,985.25	18,288.25	18,082.00
S2	17,632.25	17,632.25	18,238.00
S3	17,085.50	17,438.50	18,188.00
S4	16,538.75	16,891.75	18,037.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,377.75	17,826.00	551.75	3.0%	215.00	1.2%	79%	True	False	602,038
10	18,377.75	17,372.75	1,005.00	5.5%	252.75	1.4%	88%	True	False	657,605
20	18,377.75	17,372.75	1,005.00	5.5%	242.25	1.3%	88%	True	False	644,585
40	18,377.75	16,334.25	2,043.50	11.2%	249.00	1.4%	94%	True	False	658,485
60	18,377.75	15,994.00	2,383.75	13.1%	233.00	1.3%	95%	True	False	600,800
80	18,377.75	15,368.00	3,009.75	16.5%	226.50	1.2%	96%	True	False	451,390
100	18,377.75	14,322.75	4,055.00	22.2%	232.00	1.3%	97%	True	False	361,337
120	18,377.75	14,322.75	4,055.00	22.2%	237.00	1.3%	97%	True	False	301,257

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	54.75
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	18,987.50
2.618	18,753.50
1.618	18,610.00
1.000	18,521.25
0.618	18,466.50
HIGH	18,377.75
0.618	18,323.00
0.500	18,306.00
0.382	18,289.00
LOW	18,234.25
0.618	18,145.50
1.000	18,090.75
1.618	18,002.00
2.618	17,858.50
4.250	17,624.50

Fisher Pivots for day following 04-Mar-2024
Pivot	1 day	3 day
R1	18,306.00	18,208.50
PP	18,291.25	18,155.25
S1	18,276.75	18,102.00

Download as Excel Spreadsheet

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

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