E-mini NASDAQ-100 Future March 2024


Trading Metrics calculated at close of trading on 01-Aug-2023
Day Change Summary
Previous Current
31-Jul-2023 01-Aug-2023 Change Change % Previous Week
Open 16,243.75 16,170.75 -73.00 -0.4% 15,955.00
High 16,306.75 16,280.25 -26.50 -0.2% 16,272.75
Low 16,211.50 16,147.00 -64.50 -0.4% 15,910.75
Close 16,266.00 16,226.00 -40.00 -0.2% 16,243.00
Range 95.25 133.25 38.00 39.9% 362.00
ATR 180.08 176.74 -3.35 -1.9% 0.00
Volume 22 3 -19 -86.4% 30
Daily Pivots for day following 01-Aug-2023
Classic Woodie Camarilla DeMark
R4 16,617.50 16,555.00 16,299.25
R3 16,484.25 16,421.75 16,262.75
R2 16,351.00 16,351.00 16,250.50
R1 16,288.50 16,288.50 16,238.25 16,319.75
PP 16,217.75 16,217.75 16,217.75 16,233.50
S1 16,155.25 16,155.25 16,213.75 16,186.50
S2 16,084.50 16,084.50 16,201.50
S3 15,951.25 16,022.00 16,189.25
S4 15,818.00 15,888.75 16,152.75
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 17,228.25 17,097.50 16,442.00
R3 16,866.25 16,735.50 16,342.50
R2 16,504.25 16,504.25 16,309.25
R1 16,373.50 16,373.50 16,276.25 16,439.00
PP 16,142.25 16,142.25 16,142.25 16,174.75
S1 16,011.50 16,011.50 16,209.75 16,077.00
S2 15,780.25 15,780.25 16,176.75
S3 15,418.25 15,649.50 16,143.50
S4 15,056.25 15,287.50 16,044.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 16,306.75 15,931.75 375.00 2.3% 176.75 1.1% 78% False False 8
10 16,436.50 15,910.75 525.75 3.2% 133.75 0.8% 60% False False 7
20 16,436.50 15,484.00 952.50 5.9% 140.25 0.9% 78% False False 6
40 16,436.50 14,857.00 1,579.50 9.7% 93.00 0.6% 87% False False 3
60 16,436.50 13,677.00 2,759.50 17.0% 63.75 0.4% 92% False False 2
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 34.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 16,846.50
2.618 16,629.00
1.618 16,495.75
1.000 16,413.50
0.618 16,362.50
HIGH 16,280.25
0.618 16,229.25
0.500 16,213.50
0.382 16,198.00
LOW 16,147.00
0.618 16,064.75
1.000 16,013.75
1.618 15,931.50
2.618 15,798.25
4.250 15,580.75
Fisher Pivots for day following 01-Aug-2023
Pivot 1 day 3 day
R1 16,222.00 16,218.50
PP 16,217.75 16,211.00
S1 16,213.50 16,203.50

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

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