E-mini NASDAQ-100 Future March 2024

Trading Metrics calculated at close of trading on 12-Mar-2024

Day Change Summary
	Previous	Current
	11-Mar-2024	12-Mar-2024	Change	Change %	Previous Week
Open	18,056.00	18,010.50	-45.50	-0.3%	18,336.00
High	18,068.25	18,241.75	173.50	1.0%	18,436.50
Low	17,890.50	17,930.00	39.50	0.2%	17,832.50
Close	17,971.00	18,227.75	256.75	1.4%	18,046.75
Range	177.75	311.75	134.00	75.4%	604.00
ATR	278.59	280.96	2.37	0.9%	0.00
Volume	472,517	281,274	-191,243	-40.5%	3,986,676

Daily Pivots for day following 12-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,068.50	18,959.75	18,399.25
R3	18,756.75	18,648.00	18,313.50
R2	18,445.00	18,445.00	18,285.00
R1	18,336.25	18,336.25	18,256.25	18,390.50
PP	18,133.25	18,133.25	18,133.25	18,160.25
S1	18,024.50	18,024.50	18,199.25	18,079.00
S2	17,821.50	17,821.50	18,170.50
S3	17,509.75	17,712.75	18,142.00
S4	17,198.00	17,401.00	18,056.25

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	17,890.50	546.00	3.0%	318.00	1.7%	62%	False	False	673,453
10	18,436.50	17,826.00	610.50	3.3%	295.25	1.6%	66%	False	False	661,349
20	18,436.50	17,372.75	1,063.75	5.8%	283.75	1.6%	80%	False	False	684,794
40	18,436.50	16,689.25	1,747.25	9.6%	260.50	1.4%	88%	False	False	670,666
60	18,436.50	16,334.25	2,102.25	11.5%	243.50	1.3%	90%	False	False	635,689
80	18,436.50	15,920.25	2,516.25	13.8%	233.00	1.3%	92%	False	False	503,436
100	18,436.50	14,322.75	4,113.75	22.6%	237.75	1.3%	95%	False	False	403,002
120	18,436.50	14,322.75	4,113.75	22.6%	243.50	1.3%	95%	False	False	335,988

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,566.75
2.618	19,058.00
1.618	18,746.25
1.000	18,553.50
0.618	18,434.50
HIGH	18,241.75
0.618	18,122.75
0.500	18,086.00
0.382	18,049.00
LOW	17,930.00
0.618	17,737.25
1.000	17,618.25
1.618	17,425.50
2.618	17,113.75
4.250	16,605.00

Fisher Pivots for day following 12-Mar-2024
Pivot	1 day	3 day
R1	18,180.50	18,206.25
PP	18,133.25	18,185.00
S1	18,086.00	18,163.50

Download as Excel Spreadsheet

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

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