E-mini NASDAQ-100 Future June 2024

Trading Metrics calculated at close of trading on 27-Mar-2024

Day Change Summary
	Previous	Current
	26-Mar-2024	27-Mar-2024	Change	Change %	Previous Week
Open	18,531.25	18,477.50	-53.75	-0.3%	18,073.50
High	18,619.00	18,571.75	-47.25	-0.3%	18,709.00
Low	18,439.25	18,378.50	-60.75	-0.3%	18,053.25
Close	18,449.00	18,503.75	54.75	0.3%	18,574.75
Range	179.75	193.25	13.50	7.5%	655.75
ATR	256.10	251.61	-4.49	-1.8%	0.00
Volume	516,507	605,634	89,127	17.3%	3,054,753

Daily Pivots for day following 27-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	19,064.50	18,977.25	18,610.00
R3	18,871.25	18,784.00	18,557.00
R2	18,678.00	18,678.00	18,539.25
R1	18,590.75	18,590.75	18,521.50	18,634.50
PP	18,484.75	18,484.75	18,484.75	18,506.50
S1	18,397.50	18,397.50	18,486.00	18,441.00
S2	18,291.50	18,291.50	18,468.25
S3	18,098.25	18,204.25	18,450.50
S4	17,905.00	18,011.00	18,397.50

Weekly Pivots for week ending 22-Mar-2024
	Classic	Woodie	Camarilla	DeMark
R4	20,413.00	20,149.50	18,935.50
R3	19,757.25	19,493.75	18,755.00
R2	19,101.50	19,101.50	18,695.00
R1	18,838.00	18,838.00	18,634.75	18,969.75
PP	18,445.75	18,445.75	18,445.75	18,511.50
S1	18,182.25	18,182.25	18,514.75	18,314.00
S2	17,790.00	17,790.00	18,454.50
S3	17,134.25	17,526.50	18,394.50
S4	16,478.50	16,870.75	18,214.00

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	18,709.00	18,378.50	330.50	1.8%	175.25	0.9%	38%	False	True	539,462
10	18,709.00	18,006.25	702.75	3.8%	233.25	1.3%	71%	False	False	615,732
20	18,709.00	18,006.25	702.75	3.8%	267.50	1.4%	71%	False	False	431,131
40	18,709.00	17,447.25	1,261.75	6.8%	258.50	1.4%	84%	False	False	216,197
60	18,709.00	16,541.50	2,167.50	11.7%	254.00	1.4%	91%	False	False	144,408
80	18,709.00	16,124.25	2,584.75	14.0%	237.75	1.3%	92%	False	False	108,370
100	18,709.00	15,150.00	3,559.00	19.2%	228.00	1.2%	94%	False	False	86,701
120	18,709.00	14,513.75	4,195.25	22.7%	230.75	1.2%	95%	False	False	72,253

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	55.78
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	19,393.00
2.618	19,077.75
1.618	18,884.50
1.000	18,765.00
0.618	18,691.25
HIGH	18,571.75
0.618	18,498.00
0.500	18,475.00
0.382	18,452.25
LOW	18,378.50
0.618	18,259.00
1.000	18,185.25
1.618	18,065.75
2.618	17,872.50
4.250	17,557.25

Fisher Pivots for day following 27-Mar-2024
Pivot	1 day	3 day
R1	18,494.25	18,502.00
PP	18,484.75	18,500.50
S1	18,475.00	18,498.75

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols