E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 06-Mar-2024

Day Change Summary
	Previous	Current
	05-Mar-2024	06-Mar-2024	Change	Change %	Previous Week
Open	18,246.00	17,981.00	-265.00	-1.5%	17,961.50
High	18,252.00	18,174.25	-77.75	-0.4%	18,372.75
Low	17,832.50	17,942.50	110.00	0.6%	17,826.00
Close	17,930.25	18,044.25	114.00	0.6%	18,338.25
Range	419.50	231.75	-187.75	-44.8%	546.75
ATR	264.24	262.80	-1.45	-0.5%	0.00
Volume	803,857	806,131	2,274	0.3%	2,967,018

Daily Pivots for day following 06-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	18,749.00	18,628.25	18,171.75
R3	18,517.25	18,396.50	18,108.00
R2	18,285.50	18,285.50	18,086.75
R1	18,164.75	18,164.75	18,065.50	18,225.00
PP	18,053.75	18,053.75	18,053.75	18,083.75
S1	17,933.00	17,933.00	18,023.00	17,993.50
S2	17,822.00	17,822.00	18,001.75
S3	17,590.25	17,701.25	17,980.50
S4	17,358.50	17,469.50	17,916.75

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	3.1%	284.25	1.6%	40%	False	False	699,726
10	18,377.75	17,675.75	702.00	3.9%	247.50	1.4%	52%	False	False	656,530
20	18,377.75	17,372.75	1,005.00	5.6%	254.75	1.4%	67%	False	False	662,844
40	18,377.75	16,657.75	1,720.00	9.5%	248.50	1.4%	81%	False	False	669,300
60	18,377.75	16,098.00	2,279.75	12.6%	235.25	1.3%	85%	False	False	626,888
80	18,377.75	15,401.25	2,976.50	16.5%	230.00	1.3%	89%	False	False	471,489
100	18,377.75	14,322.75	4,055.00	22.5%	235.00	1.3%	92%	False	False	377,423
120	18,377.75	14,322.75	4,055.00	22.5%	239.25	1.3%	92%	False	False	314,671

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	36.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,159.25
2.618	18,781.00
1.618	18,549.25
1.000	18,406.00
0.618	18,317.50
HIGH	18,174.25
0.618	18,085.75
0.500	18,058.50
0.382	18,031.00
LOW	17,942.50
0.618	17,799.25
1.000	17,710.75
1.618	17,567.50
2.618	17,335.75
4.250	16,957.50

Fisher Pivots for day following 06-Mar-2024
Pivot	1 day	3 day
R1	18,058.50	18,105.00
PP	18,053.75	18,084.75
S1	18,049.00	18,064.50

Download as Excel Spreadsheet

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

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