E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 07-Mar-2024

Day Change Summary
	Previous	Current
	06-Mar-2024	07-Mar-2024	Change	Change %	Previous Week
Open	18,220.00	18,286.00	66.00	0.4%	18,210.00
High	18,418.00	18,609.50	191.50	1.0%	18,616.00
Low	18,185.00	18,162.75	-22.25	-0.1%	18,068.50
Close	18,288.25	18,566.50	278.25	1.5%	18,584.00
Range	233.00	446.75	213.75	91.7%	547.50
ATR	262.43	275.60	13.17	5.0%	0.00
Volume	11,284	25,146	13,862	122.8%	12,236

Daily Pivots for day following 07-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,786.50	19,623.25	18,812.25
R3	19,339.75	19,176.50	18,689.25
R2	18,893.00	18,893.00	18,648.50
R1	18,729.75	18,729.75	18,607.50	18,811.50
PP	18,446.25	18,446.25	18,446.25	18,487.00
S1	18,283.00	18,283.00	18,525.50	18,364.50
S2	17,999.50	17,999.50	18,484.50
S3	17,552.75	17,836.25	18,443.75
S4	17,106.00	17,389.50	18,320.75

Weekly Pivots for week ending 01-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,065.25	19,872.25	18,885.00
R3	19,517.75	19,324.75	18,734.50
R2	18,970.25	18,970.25	18,684.50
R1	18,777.25	18,777.25	18,634.25	18,873.75
PP	18,422.75	18,422.75	18,422.75	18,471.00
S1	18,229.75	18,229.75	18,533.75	18,326.25
S2	17,875.25	17,875.25	18,483.50
S3	17,327.75	17,682.25	18,433.50
S4	16,780.25	17,134.75	18,283.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,623.50	18,075.00	548.50	3.0%	318.50	1.7%	90%	False	False	11,217
10	18,623.50	18,068.50	555.00	3.0%	250.25	1.3%	90%	False	False	6,630
20	18,623.50	17,604.50	1,019.00	5.5%	264.25	1.4%	94%	False	False	3,958
40	18,623.50	16,899.75	1,723.75	9.3%	252.75	1.4%	97%	False	False	2,417
60	18,623.50	16,465.50	2,158.00	11.6%	236.50	1.3%	97%	False	False	1,777
80	18,623.50	15,608.75	3,014.75	16.2%	227.25	1.2%	98%	False	False	1,342
100	18,623.50	14,513.75	4,109.75	22.1%	227.50	1.2%	99%	False	False	1,076
120	18,623.50	14,513.75	4,109.75	22.1%	223.00	1.2%	99%	False	False	898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	45.63
Widest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	20,508.25
2.618	19,779.00
1.618	19,332.25
1.000	19,056.25
0.618	18,885.50
HIGH	18,609.50
0.618	18,438.75
0.500	18,386.00
0.382	18,333.50
LOW	18,162.75
0.618	17,886.75
1.000	17,716.00
1.618	17,440.00
2.618	16,993.25
4.250	16,264.00

Fisher Pivots for day following 07-Mar-2024
Pivot	1 day	3 day
R1	18,506.50	18,491.75
PP	18,446.25	18,417.00
S1	18,386.00	18,342.25

Download as Excel Spreadsheet

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

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