E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 13-Mar-2024

Day Change Summary
	Previous	Current
	12-Mar-2024	13-Mar-2024	Change	Change %	Previous Week
Open	18,253.00	18,469.50	216.50	1.2%	18,587.50
High	18,491.00	18,506.75	15.75	0.1%	18,691.25
Low	18,174.00	18,281.75	107.75	0.6%	18,075.00
Close	18,477.25	18,328.50	-148.75	-0.8%	18,297.25
Range	317.00	225.00	-92.00	-29.0%	616.25
ATR	281.21	277.19	-4.01	-1.4%	0.00
Volume	763,543	754,400	-9,143	-1.2%	216,429

Daily Pivots for day following 13-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,047.25	18,913.00	18,452.25
R3	18,822.25	18,688.00	18,390.50
R2	18,597.25	18,597.25	18,369.75
R1	18,463.00	18,463.00	18,349.00	18,417.50
PP	18,372.25	18,372.25	18,372.25	18,349.75
S1	18,238.00	18,238.00	18,308.00	18,192.50
S2	18,147.25	18,147.25	18,287.25
S3	17,922.25	18,013.00	18,266.50
S4	17,697.25	17,788.00	18,204.75

Weekly Pivots for week ending 08-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,203.25	19,866.50	18,636.25
R3	19,587.00	19,250.25	18,466.75
R2	18,970.75	18,970.75	18,410.25
R1	18,634.00	18,634.00	18,353.75	18,494.25
PP	18,354.50	18,354.50	18,354.50	18,284.50
S1	18,017.75	18,017.75	18,240.75	17,878.00
S2	17,738.25	17,738.25	18,184.25
S3	17,122.00	17,401.50	18,127.75
S4	16,505.75	16,785.25	17,958.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,691.25	18,138.00	553.25	3.0%	318.25	1.7%	34%	False	False	486,102
10	18,691.25	18,068.50	622.75	3.4%	301.75	1.6%	42%	False	False	246,530
20	18,691.25	17,604.50	1,086.75	5.9%	274.25	1.5%	67%	False	False	124,042
40	18,691.25	16,899.75	1,791.50	9.8%	259.50	1.4%	80%	False	False	62,479
60	18,691.25	16,541.50	2,149.75	11.7%	241.00	1.3%	83%	False	False	41,846
80	18,691.25	16,124.25	2,567.00	14.0%	229.25	1.3%	86%	False	False	31,408
100	18,691.25	14,513.75	4,177.50	22.8%	229.25	1.3%	91%	False	False	25,129
120	18,691.25	14,513.75	4,177.50	22.8%	228.75	1.2%	91%	False	False	20,942

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	57.78
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	19,463.00
2.618	19,095.75
1.618	18,870.75
1.000	18,731.75
0.618	18,645.75
HIGH	18,506.75
0.618	18,420.75
0.500	18,394.25
0.382	18,367.75
LOW	18,281.75
0.618	18,142.75
1.000	18,056.75
1.618	17,917.75
2.618	17,692.75
4.250	17,325.50

Fisher Pivots for day following 13-Mar-2024
Pivot	1 day	3 day
R1	18,394.25	18,326.50
PP	18,372.25	18,324.50
S1	18,350.50	18,322.50

Download as Excel Spreadsheet

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

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