E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 08-Mar-2024

Day Change Summary
	Previous	Current
	07-Mar-2024	08-Mar-2024	Change	Change %	Previous Week
Open	18,041.00	18,279.00	238.00	1.3%	18,336.00
High	18,360.00	18,436.50	76.50	0.4%	18,436.50
Low	17,915.75	18,012.50	96.75	0.5%	17,832.50
Close	18,316.25	18,046.75	-269.50	-1.5%	18,046.75
Range	444.25	424.00	-20.25	-4.6%	604.00
ATR	275.76	286.35	10.59	3.8%	0.00
Volume	758,499	1,048,847	290,348	38.3%	3,986,676

Daily Pivots for day following 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,437.25	19,166.00	18,280.00
R3	19,013.25	18,742.00	18,163.25
R2	18,589.25	18,589.25	18,124.50
R1	18,318.00	18,318.00	18,085.50	18,241.50
PP	18,165.25	18,165.25	18,165.25	18,127.00
S1	17,894.00	17,894.00	18,008.00	17,817.50
S2	17,741.25	17,741.25	17,969.00
S3	17,317.25	17,470.00	17,930.25
S4	16,893.25	17,046.00	17,813.50

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,917.25	19,586.00	18,379.00
R3	19,313.25	18,982.00	18,212.75
R2	18,709.25	18,709.25	18,157.50
R1	18,378.00	18,378.00	18,102.00	18,241.50
PP	18,105.25	18,105.25	18,105.25	18,037.00
S1	17,774.00	17,774.00	17,991.50	17,637.50
S2	17,501.25	17,501.25	17,936.00
S3	16,897.25	17,170.00	17,880.75
S4	16,293.25	16,566.00	17,714.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,436.50	17,832.50	604.00	3.3%	332.50	1.8%	35%	True	False	797,335
10	18,436.50	17,826.00	610.50	3.4%	273.25	1.5%	36%	True	False	695,369
20	18,436.50	17,372.75	1,063.75	5.9%	280.75	1.6%	63%	True	False	698,976
40	18,436.50	16,689.25	1,747.25	9.7%	260.50	1.4%	78%	True	False	685,568
60	18,436.50	16,334.25	2,102.25	11.6%	242.50	1.3%	81%	True	False	644,569
80	18,436.50	15,662.50	2,774.00	15.4%	233.00	1.3%	86%	True	False	494,044
100	18,436.50	14,322.75	4,113.75	22.8%	238.00	1.3%	91%	True	False	395,478
120	18,436.50	14,322.75	4,113.75	22.8%	242.00	1.3%	91%	True	False	329,722

Crabel Price Patterns
NR	True
NR4	False
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	54.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	20,238.50
2.618	19,546.50
1.618	19,122.50
1.000	18,860.50
0.618	18,698.50
HIGH	18,436.50
0.618	18,274.50
0.500	18,224.50
0.382	18,174.50
LOW	18,012.50
0.618	17,750.50
1.000	17,588.50
1.618	17,326.50
2.618	16,902.50
4.250	16,210.50

Fisher Pivots for day following 08-Mar-2024
Pivot	1 day	3 day
R1	18,224.50	18,176.00
PP	18,165.25	18,133.00
S1	18,106.00	18,090.00

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

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